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Five Below Inc FIVE

CONSUMER CYCLICAL · SPECIALTY RETAIL
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Market dataready · fetched 2026-10-15T20:02:47.197Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:09.857741179Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:02:46.802624+00:00

Share price$223.23
1D+0.9%
AH$219$220$222$223$2245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFIVE
Sold putSold callAH

Five Below Inc options

Live interpolated FIVE call and put midpoint premiums by absolute delta.Five Below Inc$0.66$2.23$3.80$5.37$6.94$214.57$218.58$222.59$226.61$230.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $223.23OPTION PRICELive FIVE spot · $223.23FIVE PRICE$0.83$1.16$1.50$1.83$2.16$2.49$2.82$3.15$3.49$3.82$4.15$4.48$4.81$0.98$1.24$1.50$1.88$2.39$2.90$3.42$3.93$4.44$4.95$5.47$5.98$6.49
PutsExpensive1.71×
CallsExpensive1.35×
SkewBearish+10.91 pp
Implied moveBearish±$6.24
TiltBearish10.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ228.8850.7%2.9%214.9474.1%4.2%
25Δ228.0350.6%2.7%216.9670.2%3.4%
30Δ227.1750.5%2.4%218.9866.2%2.6%
35Δ226.3250.4%2.2%220.4663.6%2.1%
40Δ225.4650.3%2.0%221.3962.4%1.9%
45Δ224.6050.1%1.7%222.3261.2%1.7%
50Δ223.7550.0%1.5%223.2460.0%1.5%
55Δ222.8949.9%1.3%224.1758.8%1.3%
60Δ222.0449.8%1.0%225.1057.5%1.2%
65Δ221.1849.7%0.8%226.0256.3%1.0%
70Δ220.3349.5%0.6%226.9555.1%0.8%
75Δ219.4749.4%0.3%227.8853.9%0.6%
80Δ218.6149.3%0.1%228.8152.6%0.4%

20Δ

Calls
Pseudo strike
228.88
IV
50.7%
B/E move
2.9%
Puts
Pseudo strike
214.94
IV
74.1%
B/E move
4.2%

25Δ

Calls
Pseudo strike
228.03
IV
50.6%
B/E move
2.7%
Puts
Pseudo strike
216.96
IV
70.2%
B/E move
3.4%

30Δ

Calls
Pseudo strike
227.17
IV
50.5%
B/E move
2.4%
Puts
Pseudo strike
218.98
IV
66.2%
B/E move
2.6%

35Δ

Calls
Pseudo strike
226.32
IV
50.4%
B/E move
2.2%
Puts
Pseudo strike
220.46
IV
63.6%
B/E move
2.1%

40Δ

Calls
Pseudo strike
225.46
IV
50.3%
B/E move
2.0%
Puts
Pseudo strike
221.39
IV
62.4%
B/E move
1.9%

45Δ

Calls
Pseudo strike
224.60
IV
50.1%
B/E move
1.7%
Puts
Pseudo strike
222.32
IV
61.2%
B/E move
1.7%

50Δ

Calls
Pseudo strike
223.75
IV
50.0%
B/E move
1.5%
Puts
Pseudo strike
223.24
IV
60.0%
B/E move
1.5%

55Δ

Calls
Pseudo strike
222.89
IV
49.9%
B/E move
1.3%
Puts
Pseudo strike
224.17
IV
58.8%
B/E move
1.3%

60Δ

Calls
Pseudo strike
222.04
IV
49.8%
B/E move
1.0%
Puts
Pseudo strike
225.10
IV
57.5%
B/E move
1.2%

65Δ

Calls
Pseudo strike
221.18
IV
49.7%
B/E move
0.8%
Puts
Pseudo strike
226.02
IV
56.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
220.33
IV
49.5%
B/E move
0.6%
Puts
Pseudo strike
226.95
IV
55.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
219.47
IV
49.4%
B/E move
0.3%
Puts
Pseudo strike
227.88
IV
53.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
218.61
IV
49.3%
B/E move
0.1%
Puts
Pseudo strike
228.81
IV
52.6%
B/E move
0.4%