Share price$223.23
1D+0.9%
Sold putSold callAH
Five Below Inc FIVE
CONSUMER CYCLICAL · SPECIALTY RETAILi
Market dataready · fetched 2026-10-16T00:14:51.357Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T21:14:00.566775328Z
FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:14:50.778649+00:00
Five Below Inc options
PutsCheap0.87×
CallsCheap0.93×
SkewNeutral+0.09 pp
Implied moveBearish±$22.36
TiltBearish8.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 250.23 | 38.9% | 13.4% | 202.32 | 41.4% | 10.9% |
| 25Δ | 245.35 | 38.6% | 11.6% | 207.09 | 40.5% | 9.3% |
| 30Δ | 240.46 | 38.3% | 9.9% | 211.45 | 39.5% | 7.8% |
| 35Δ | 236.59 | 38.2% | 8.7% | 215.19 | 38.4% | 6.7% |
| 40Δ | 232.82 | 38.1% | 7.5% | 218.94 | 37.4% | 5.5% |
| 45Δ | 229.14 | 38.2% | 6.5% | 222.52 | 37.9% | 4.8% |
| 50Δ | 225.72 | 38.7% | 5.7% | 226.03 | 39.0% | 4.2% |
| 55Δ | 222.29 | 39.2% | 4.9% | 229.55 | 40.2% | 3.6% |
| 60Δ | 218.70 | 39.9% | 4.2% | 233.31 | 40.1% | 3.0% |
| 65Δ | 214.78 | 40.9% | 3.6% | 237.10 | 39.7% | 2.4% |
| 70Δ | 210.86 | 42.0% | 3.1% | 241.26 | 39.7% | 1.8% |
| 75Δ | 206.56 | 42.1% | 2.5% | 246.60 | 40.7% | 1.4% |
| 80Δ | 202.16 | 41.9% | 1.9% | 252.71 | 41.8% | 0.9% |
20Δ
- Pseudo strike
- 250.23
- IV
- 38.9%
- B/E move
- 13.4%
- Pseudo strike
- 202.32
- IV
- 41.4%
- B/E move
- 10.9%
25Δ
- Pseudo strike
- 245.35
- IV
- 38.6%
- B/E move
- 11.6%
- Pseudo strike
- 207.09
- IV
- 40.5%
- B/E move
- 9.3%
30Δ
- Pseudo strike
- 240.46
- IV
- 38.3%
- B/E move
- 9.9%
- Pseudo strike
- 211.45
- IV
- 39.5%
- B/E move
- 7.8%
35Δ
- Pseudo strike
- 236.59
- IV
- 38.2%
- B/E move
- 8.7%
- Pseudo strike
- 215.19
- IV
- 38.4%
- B/E move
- 6.7%
40Δ
- Pseudo strike
- 232.82
- IV
- 38.1%
- B/E move
- 7.5%
- Pseudo strike
- 218.94
- IV
- 37.4%
- B/E move
- 5.5%
45Δ
- Pseudo strike
- 229.14
- IV
- 38.2%
- B/E move
- 6.5%
- Pseudo strike
- 222.52
- IV
- 37.9%
- B/E move
- 4.8%
50Δ
- Pseudo strike
- 225.72
- IV
- 38.7%
- B/E move
- 5.7%
- Pseudo strike
- 226.03
- IV
- 39.0%
- B/E move
- 4.2%
55Δ
- Pseudo strike
- 222.29
- IV
- 39.2%
- B/E move
- 4.9%
- Pseudo strike
- 229.55
- IV
- 40.2%
- B/E move
- 3.6%
60Δ
- Pseudo strike
- 218.70
- IV
- 39.9%
- B/E move
- 4.2%
- Pseudo strike
- 233.31
- IV
- 40.1%
- B/E move
- 3.0%
65Δ
- Pseudo strike
- 214.78
- IV
- 40.9%
- B/E move
- 3.6%
- Pseudo strike
- 237.10
- IV
- 39.7%
- B/E move
- 2.4%
70Δ
- Pseudo strike
- 210.86
- IV
- 42.0%
- B/E move
- 3.1%
- Pseudo strike
- 241.26
- IV
- 39.7%
- B/E move
- 1.8%
75Δ
- Pseudo strike
- 206.56
- IV
- 42.1%
- B/E move
- 2.5%
- Pseudo strike
- 246.60
- IV
- 40.7%
- B/E move
- 1.4%
80Δ
- Pseudo strike
- 202.16
- IV
- 41.9%
- B/E move
- 1.9%
- Pseudo strike
- 252.71
- IV
- 41.8%
- B/E move
- 0.9%