IntraAlpha
Create free account Start free

National Beverage Corp. Common Stock FIZZ

i

Market datapartial · fetched 2026-10-22T18:25:47.481Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T18:23:56.613123441Z

FundamentalsAlpha Vantage · unavailable

Share price$37.03
1D+5.4%
$34.98$35.53$36.08$36.63$37.195:30 AM6:30 AM9:00 AM1:00 PMFIZZ
Sold putSold call

National Beverage Corp. Common Stock options

Live interpolated FIZZ call and put midpoint premiums by absolute delta.National Beverage Corp. Common Stock$0.44$1.43$2.42$3.42$4.41$27.68$31.27$34.87$38.47$42.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FIZZ spot · $37.02FIZZ PRICE$0.55$0.77$1.00$1.22$1.45$1.67$1.90$2.12$2.35$2.57$0.54$0.68$0.95$1.40$1.86$2.31$2.76$3.22$3.67$4.12
PutsExpensive1.79×
CallsFair0.96×
SkewBearish+14.23 pp
Implied moveBearish±$4.43
TiltBearish15.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.0446.2%12.2%
25Δ39.6431.5%8.5%34.3041.9%9.2%
30Δ39.1631.9%7.9%35.3040.5%7.2%
35Δ38.6932.3%7.2%35.9742.8%6.6%
40Δ38.2232.7%6.5%36.6445.1%6.1%
45Δ37.7433.2%5.8%37.3147.3%5.5%
50Δ37.2733.6%5.2%37.9849.6%4.9%
55Δ36.8034.0%4.5%38.6551.9%4.3%
60Δ36.3234.4%3.8%39.3254.2%3.7%
65Δ35.8534.8%3.2%40.0056.5%3.1%
70Δ35.3735.3%2.5%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.04
IV
46.2%
B/E move
12.2%

25Δ

Calls
Pseudo strike
39.64
IV
31.5%
B/E move
8.5%
Puts
Pseudo strike
34.30
IV
41.9%
B/E move
9.2%

30Δ

Calls
Pseudo strike
39.16
IV
31.9%
B/E move
7.9%
Puts
Pseudo strike
35.30
IV
40.5%
B/E move
7.2%

35Δ

Calls
Pseudo strike
38.69
IV
32.3%
B/E move
7.2%
Puts
Pseudo strike
35.97
IV
42.8%
B/E move
6.6%

40Δ

Calls
Pseudo strike
38.22
IV
32.7%
B/E move
6.5%
Puts
Pseudo strike
36.64
IV
45.1%
B/E move
6.1%

45Δ

Calls
Pseudo strike
37.74
IV
33.2%
B/E move
5.8%
Puts
Pseudo strike
37.31
IV
47.3%
B/E move
5.5%

50Δ

Calls
Pseudo strike
37.27
IV
33.6%
B/E move
5.2%
Puts
Pseudo strike
37.98
IV
49.6%
B/E move
4.9%

55Δ

Calls
Pseudo strike
36.80
IV
34.0%
B/E move
4.5%
Puts
Pseudo strike
38.65
IV
51.9%
B/E move
4.3%

60Δ

Calls
Pseudo strike
36.32
IV
34.4%
B/E move
3.8%
Puts
Pseudo strike
39.32
IV
54.2%
B/E move
3.7%

65Δ

Calls
Pseudo strike
35.85
IV
34.8%
B/E move
3.2%
Puts
Pseudo strike
40.00
IV
56.5%
B/E move
3.1%

70Δ

Calls
Pseudo strike
35.37
IV
35.3%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations