IntraAlpha
Create free account Start free

National Beverage Corp. Common Stock FIZZ

i

Market dataready · fetched 2026-11-13T02:47:06.114Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T21:00:02.604387006Z

FundamentalsSEC EDGAR · ready · as of 2026-08-01 · fetched 2026-11-13T02:47:05.545341+00:00

Share price$36.26
1D-2.6%
AH$36.17$36.46$36.74$37.02$37.315:30 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$1.44$2.03$2.62$3.21$3.81$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEFIZZ PRICE$1.70$1.71$1.71$1.72$1.72$1.73$1.74$1.74$1.75$2.54$3.64$1.51$1.73$1.80$1.86
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.21213.3%23.6%
25Δ30.86197.8%19.7%
30Δ44.71202.7%28.0%32.40168.3%15.6%
35Δ43.54183.8%24.8%33.94138.9%11.5%
40Δ42.36164.9%21.6%
45Δ41.19145.9%18.3%
50Δ40.02127.0%15.1%
55Δ38.84108.1%11.9%
60Δ37.6789.2%8.7%
65Δ36.4970.3%5.4%
70Δ35.3251.3%2.2%
75Δ34.1653.9%1.2%
80Δ32.9964.5%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.21
IV
213.3%
B/E move
23.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.86
IV
197.8%
B/E move
19.7%

30Δ

Calls
Pseudo strike
44.71
IV
202.7%
B/E move
28.0%
Puts
Pseudo strike
32.40
IV
168.3%
B/E move
15.6%

35Δ

Calls
Pseudo strike
43.54
IV
183.8%
B/E move
24.8%
Puts
Pseudo strike
33.94
IV
138.9%
B/E move
11.5%

40Δ

Calls
Pseudo strike
42.36
IV
164.9%
B/E move
21.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
41.19
IV
145.9%
B/E move
18.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
40.02
IV
127.0%
B/E move
15.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
38.84
IV
108.1%
B/E move
11.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
37.67
IV
89.2%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
36.49
IV
70.3%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
35.32
IV
51.3%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
34.16
IV
53.9%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
32.99
IV
64.5%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend37.05%
Daily close
FIZZ30.7%48.9%67.1%2026-08-14: 44.94%2026-08-17: 46.39%2026-08-20: 64.59%2026-09-18: 36.63%2026-09-21: 34.55%2026-09-22: 38.14%2026-09-23: 38.51%2026-09-24: 40.32%2026-09-25: 41.09%2026-09-28: 41.16%2026-09-29: 33.24%2026-09-30: 42.38%2026-10-01: 45.06%2026-10-02: 39.33%2026-10-05: 44.60%2026-10-06: 37.10%2026-10-08: 41.31%2026-10-12: 50.21%2026-10-16: 35.09%2026-10-19: 39.16%2026-10-20: 37.04%2026-10-21: 39.14%2026-10-26: 39.84%2026-10-27: 40.00%2026-10-28: 40.03%2026-10-29: 37.05%Aug 14Oct 1Oct 29
26 observations2026-08-14 — 2026-10-29
Table
DateIV (%)
44.94%
46.39%
64.59%
36.63%
34.55%
38.14%
38.51%
40.32%
41.09%
41.16%
33.24%
42.38%
45.06%
39.33%
44.60%
37.10%
41.31%
50.21%
35.09%
39.16%
37.04%
39.14%
39.84%
40.00%
40.03%
37.05%