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National Beverage Corp. Common Stock FIZZ

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Market datapartial · fetched 2026-10-23T20:41:42.075Z

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 · 2026-10-23T20:00:01.637336354Z

FundamentalsAlpha Vantage · unavailable

Share price$36.15
1D-2.6%
AH$35.78$36.14$36.50$36.86$37.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFIZZ
Sold putSold callAH

National Beverage Corp. Common Stock options

Live interpolated FIZZ call and put midpoint premiums by absolute delta.National Beverage Corp. Common Stock$0.67$1.67$2.66$3.66$4.65$27.53$31.51$35.50$39.49$43.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FIZZ spot · $36.15FIZZ PRICE$0.78$1.12$1.25$1.37$1.49$1.62$1.74$1.86$1.98$2.11$2.80$3.58$4.37$1.07$1.07$1.07$1.07$1.31$1.58$1.85$2.12$2.39$2.66$2.93$3.20$3.47
PutsExpensive1.90×
CallsExpensive1.70×
SkewBullish-9.16 pp
Implied moveBearish±$3.59
TiltBalanced0.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.2770.0%21.9%28.18110.0%25.0%
25Δ44.5487.6%26.3%30.3588.2%19.0%
30Δ43.3781.3%23.4%32.5166.5%13.0%
35Δ42.1974.9%20.5%34.6844.7%7.1%
40Δ41.0268.6%17.6%35.4140.5%5.7%
45Δ39.8562.2%14.7%35.8939.3%5.1%
50Δ38.6855.9%11.8%36.3738.1%4.5%
55Δ37.5149.5%8.9%36.8537.0%3.9%
60Δ36.3443.2%6.0%37.3335.8%3.4%
65Δ35.1736.8%3.1%37.8134.7%2.8%
70Δ34.2137.9%2.4%38.2933.5%2.2%
75Δ33.3040.3%2.0%38.7732.3%1.6%
80Δ32.3842.6%1.6%39.2531.2%1.0%

20Δ

Calls
Pseudo strike
43.27
IV
70.0%
B/E move
21.9%
Puts
Pseudo strike
28.18
IV
110.0%
B/E move
25.0%

25Δ

Calls
Pseudo strike
44.54
IV
87.6%
B/E move
26.3%
Puts
Pseudo strike
30.35
IV
88.2%
B/E move
19.0%

30Δ

Calls
Pseudo strike
43.37
IV
81.3%
B/E move
23.4%
Puts
Pseudo strike
32.51
IV
66.5%
B/E move
13.0%

35Δ

Calls
Pseudo strike
42.19
IV
74.9%
B/E move
20.5%
Puts
Pseudo strike
34.68
IV
44.7%
B/E move
7.1%

40Δ

Calls
Pseudo strike
41.02
IV
68.6%
B/E move
17.6%
Puts
Pseudo strike
35.41
IV
40.5%
B/E move
5.7%

45Δ

Calls
Pseudo strike
39.85
IV
62.2%
B/E move
14.7%
Puts
Pseudo strike
35.89
IV
39.3%
B/E move
5.1%

50Δ

Calls
Pseudo strike
38.68
IV
55.9%
B/E move
11.8%
Puts
Pseudo strike
36.37
IV
38.1%
B/E move
4.5%

55Δ

Calls
Pseudo strike
37.51
IV
49.5%
B/E move
8.9%
Puts
Pseudo strike
36.85
IV
37.0%
B/E move
3.9%

60Δ

Calls
Pseudo strike
36.34
IV
43.2%
B/E move
6.0%
Puts
Pseudo strike
37.33
IV
35.8%
B/E move
3.4%

65Δ

Calls
Pseudo strike
35.17
IV
36.8%
B/E move
3.1%
Puts
Pseudo strike
37.81
IV
34.7%
B/E move
2.8%

70Δ

Calls
Pseudo strike
34.21
IV
37.9%
B/E move
2.4%
Puts
Pseudo strike
38.29
IV
33.5%
B/E move
2.2%

75Δ

Calls
Pseudo strike
33.30
IV
40.3%
B/E move
2.0%
Puts
Pseudo strike
38.77
IV
32.3%
B/E move
1.6%

80Δ

Calls
Pseudo strike
32.38
IV
42.6%
B/E move
1.6%
Puts
Pseudo strike
39.25
IV
31.2%
B/E move
1.0%

Options history

No recorded observations