IntraAlpha
Create free account Start free

Flowers Foods, Inc. FLO

i

Market dataready · fetched 2026-11-12T03:11:30.258Z

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 · 2026-11-12T00:42:44.461828451Z

FundamentalsSEC EDGAR · ready · as of 2026-07-18 · fetched 2026-11-12T03:11:29.630812+00:00

Share price$6.25
1D-3.2%
AH$6.18$6.26$6.35$6.44$6.525:30 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.$0.11$0.91$1.71$2.51$3.31$5.03$5.94$6.85$7.76$8.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FLO spot · $6.25FLO PRICE$0.55$0.76$0.97$1.18$1.39$1.60$1.81$2.02$2.23$2.44$2.65$2.86$3.08$0.20$0.27$0.34$0.41$0.47$0.54$0.61$0.68$0.75$0.82$0.88$0.95$1.02
PutsExpensive1.06×
CallsExpensive2.85×
SkewBullish-123.58 pp
Implied moveBullish±$2.42
TiltBullish49.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.81118.0%17.7%5.31108.7%18.2%
25Δ6.53134.0%16.6%5.46105.6%17.0%
30Δ6.25149.9%15.5%5.60102.5%15.8%
35Δ5.97165.9%14.4%5.7499.4%14.6%
40Δ5.69181.8%13.3%5.8896.3%13.4%
45Δ5.41197.8%12.2%6.0393.2%12.3%
50Δ5.14213.7%11.1%6.1790.1%11.1%
55Δ4.86229.7%10.0%6.3187.0%9.9%
60Δ4.58245.6%8.9%6.4583.9%8.7%
65Δ4.30261.6%7.8%6.6080.8%7.5%
70Δ4.02277.5%6.7%6.7477.7%6.3%
75Δ3.74293.5%5.7%6.8874.6%5.1%
80Δ3.46309.4%4.6%7.0271.5%4.0%

20Δ

Calls
Pseudo strike
6.81
IV
118.0%
B/E move
17.7%
Puts
Pseudo strike
5.31
IV
108.7%
B/E move
18.2%

25Δ

Calls
Pseudo strike
6.53
IV
134.0%
B/E move
16.6%
Puts
Pseudo strike
5.46
IV
105.6%
B/E move
17.0%

30Δ

Calls
Pseudo strike
6.25
IV
149.9%
B/E move
15.5%
Puts
Pseudo strike
5.60
IV
102.5%
B/E move
15.8%

35Δ

Calls
Pseudo strike
5.97
IV
165.9%
B/E move
14.4%
Puts
Pseudo strike
5.74
IV
99.4%
B/E move
14.6%

40Δ

Calls
Pseudo strike
5.69
IV
181.8%
B/E move
13.3%
Puts
Pseudo strike
5.88
IV
96.3%
B/E move
13.4%

45Δ

Calls
Pseudo strike
5.41
IV
197.8%
B/E move
12.2%
Puts
Pseudo strike
6.03
IV
93.2%
B/E move
12.3%

50Δ

Calls
Pseudo strike
5.14
IV
213.7%
B/E move
11.1%
Puts
Pseudo strike
6.17
IV
90.1%
B/E move
11.1%

55Δ

Calls
Pseudo strike
4.86
IV
229.7%
B/E move
10.0%
Puts
Pseudo strike
6.31
IV
87.0%
B/E move
9.9%

60Δ

Calls
Pseudo strike
4.58
IV
245.6%
B/E move
8.9%
Puts
Pseudo strike
6.45
IV
83.9%
B/E move
8.7%

65Δ

Calls
Pseudo strike
4.30
IV
261.6%
B/E move
7.8%
Puts
Pseudo strike
6.60
IV
80.8%
B/E move
7.5%

70Δ

Calls
Pseudo strike
4.02
IV
277.5%
B/E move
6.7%
Puts
Pseudo strike
6.74
IV
77.7%
B/E move
6.3%

75Δ

Calls
Pseudo strike
3.74
IV
293.5%
B/E move
5.7%
Puts
Pseudo strike
6.88
IV
74.6%
B/E move
5.1%

80Δ

Calls
Pseudo strike
3.46
IV
309.4%
B/E move
4.6%
Puts
Pseudo strike
7.02
IV
71.5%
B/E move
4.0%

Options history

IV · four-Friday blend66.46%
Daily close
FLO51.2%59.4%67.6%2026-08-13: 57.51%2026-08-14: 52.36%2026-08-19: 66.46%Aug 13Aug 14Aug 19
3 observations2026-08-13 — 2026-08-19
Table
DateIV (%)
57.51%
52.36%
66.46%