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National Beverage Corp. Common Stock FIZZ

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Market datapartial · fetched 2026-10-23T00:02:41.661Z

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 · 2026-10-22T20:00:01.89539419Z

FundamentalsAlpha Vantage · unavailable

Share price$37.07
1D+5.5%
AH$34.97$35.56$36.16$36.76$37.355:30 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$0.19$2.13$4.07$6.02$7.96$27.68$31.28$34.88$38.48$42.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FIZZ spot · $37.07FIZZ PRICE$0.40$0.54$0.77$1.00$1.23$1.46$1.69$1.92$2.15$2.38$2.61$1.01$0.98$0.98$1.35$1.71$2.08$2.45$2.81$3.18$3.55$4.35$5.88$7.40
PutsExpensive2.09×
CallsFair0.97×
SkewBearish+21.84 pp
Implied moveBearish±$4.14
TiltBearish40.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.1137.6%12.0%28.86108.1%24.9%
25Δ39.6531.2%8.4%32.0775.4%16.1%
30Δ39.1831.7%7.8%35.0645.5%8.1%
35Δ38.7032.2%7.1%35.7045.8%7.3%
40Δ38.2332.7%6.5%36.3546.2%6.6%
45Δ37.7633.2%5.8%37.0046.5%5.8%
50Δ37.2833.7%5.1%37.6546.9%5.0%
55Δ36.8134.2%4.5%38.3047.2%4.3%
60Δ36.3434.7%3.8%38.9547.5%3.5%
65Δ35.8635.2%3.2%39.6047.9%2.8%
70Δ35.3935.7%2.5%40.6350.2%2.1%
75Δ42.3055.6%1.8%
80Δ43.9661.1%1.4%

20Δ

Calls
Pseudo strike
41.11
IV
37.6%
B/E move
12.0%
Puts
Pseudo strike
28.86
IV
108.1%
B/E move
24.9%

25Δ

Calls
Pseudo strike
39.65
IV
31.2%
B/E move
8.4%
Puts
Pseudo strike
32.07
IV
75.4%
B/E move
16.1%

30Δ

Calls
Pseudo strike
39.18
IV
31.7%
B/E move
7.8%
Puts
Pseudo strike
35.06
IV
45.5%
B/E move
8.1%

35Δ

Calls
Pseudo strike
38.70
IV
32.2%
B/E move
7.1%
Puts
Pseudo strike
35.70
IV
45.8%
B/E move
7.3%

40Δ

Calls
Pseudo strike
38.23
IV
32.7%
B/E move
6.5%
Puts
Pseudo strike
36.35
IV
46.2%
B/E move
6.6%

45Δ

Calls
Pseudo strike
37.76
IV
33.2%
B/E move
5.8%
Puts
Pseudo strike
37.00
IV
46.5%
B/E move
5.8%

50Δ

Calls
Pseudo strike
37.28
IV
33.7%
B/E move
5.1%
Puts
Pseudo strike
37.65
IV
46.9%
B/E move
5.0%

55Δ

Calls
Pseudo strike
36.81
IV
34.2%
B/E move
4.5%
Puts
Pseudo strike
38.30
IV
47.2%
B/E move
4.3%

60Δ

Calls
Pseudo strike
36.34
IV
34.7%
B/E move
3.8%
Puts
Pseudo strike
38.95
IV
47.5%
B/E move
3.5%

65Δ

Calls
Pseudo strike
35.86
IV
35.2%
B/E move
3.2%
Puts
Pseudo strike
39.60
IV
47.9%
B/E move
2.8%

70Δ

Calls
Pseudo strike
35.39
IV
35.7%
B/E move
2.5%
Puts
Pseudo strike
40.63
IV
50.2%
B/E move
2.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.30
IV
55.6%
B/E move
1.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.96
IV
61.1%
B/E move
1.4%

Options history

No recorded observations