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Flowers Foods, Inc. FLO

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Market datapartial · fetched 2026-10-22T21:06:07.501Z

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 · 2026-10-22T20:50:34.465392424Z

FundamentalsAlpha Vantage · unavailable

Share price$6.39
1D+7.6%
AH$5.78$5.96$6.13$6.30$6.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFLO
Sold putSold callAH

Flowers Foods, Inc. options

Live interpolated FLO call and put midpoint premiums by absolute delta.Flowers Foods, Inc.$0.17$0.46$0.75$1.03$1.32$5.06$5.71$6.35$6.99$7.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FLO spot · $6.39FLO PRICE$0.22$0.31$0.39$0.48$0.56$0.65$0.73$0.81$0.90$0.98$1.07$1.15$1.24$0.20$0.27$0.34$0.41$0.47$0.54$0.61$0.67$0.74$0.81$0.88$0.94$1.01
PutsExpensive1.15×
CallsCheap0.94×
SkewBearish+8.58 pp
Implied moveBullish±$1.34
TiltBullish9.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.1542.1%15.4%5.3172.7%20.2%
25Δ7.0043.7%14.4%5.4770.6%18.7%
30Δ6.8645.2%13.4%5.6368.5%17.3%
35Δ6.7146.8%12.4%5.7966.4%15.8%
40Δ6.5648.4%11.4%5.9564.3%14.4%
45Δ6.4149.9%10.4%6.1162.2%12.9%
50Δ6.2651.5%9.4%6.2760.1%11.5%
55Δ6.1253.1%8.4%6.4358.0%10.0%
60Δ5.9754.6%7.4%6.5955.9%8.6%
65Δ5.8256.2%6.4%6.7553.8%7.1%
70Δ5.6757.8%5.4%6.9151.7%5.7%
75Δ5.5259.3%4.4%7.0749.6%4.2%
80Δ5.3860.9%3.4%7.2347.5%2.8%

20Δ

Calls
Pseudo strike
7.15
IV
42.1%
B/E move
15.4%
Puts
Pseudo strike
5.31
IV
72.7%
B/E move
20.2%

25Δ

Calls
Pseudo strike
7.00
IV
43.7%
B/E move
14.4%
Puts
Pseudo strike
5.47
IV
70.6%
B/E move
18.7%

30Δ

Calls
Pseudo strike
6.86
IV
45.2%
B/E move
13.4%
Puts
Pseudo strike
5.63
IV
68.5%
B/E move
17.3%

35Δ

Calls
Pseudo strike
6.71
IV
46.8%
B/E move
12.4%
Puts
Pseudo strike
5.79
IV
66.4%
B/E move
15.8%

40Δ

Calls
Pseudo strike
6.56
IV
48.4%
B/E move
11.4%
Puts
Pseudo strike
5.95
IV
64.3%
B/E move
14.4%

45Δ

Calls
Pseudo strike
6.41
IV
49.9%
B/E move
10.4%
Puts
Pseudo strike
6.11
IV
62.2%
B/E move
12.9%

50Δ

Calls
Pseudo strike
6.26
IV
51.5%
B/E move
9.4%
Puts
Pseudo strike
6.27
IV
60.1%
B/E move
11.5%

55Δ

Calls
Pseudo strike
6.12
IV
53.1%
B/E move
8.4%
Puts
Pseudo strike
6.43
IV
58.0%
B/E move
10.0%

60Δ

Calls
Pseudo strike
5.97
IV
54.6%
B/E move
7.4%
Puts
Pseudo strike
6.59
IV
55.9%
B/E move
8.6%

65Δ

Calls
Pseudo strike
5.82
IV
56.2%
B/E move
6.4%
Puts
Pseudo strike
6.75
IV
53.8%
B/E move
7.1%

70Δ

Calls
Pseudo strike
5.67
IV
57.8%
B/E move
5.4%
Puts
Pseudo strike
6.91
IV
51.7%
B/E move
5.7%

75Δ

Calls
Pseudo strike
5.52
IV
59.3%
B/E move
4.4%
Puts
Pseudo strike
7.07
IV
49.6%
B/E move
4.2%

80Δ

Calls
Pseudo strike
5.38
IV
60.9%
B/E move
3.4%
Puts
Pseudo strike
7.23
IV
47.5%
B/E move
2.8%

Options history

No recorded observations