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Flowers Foods, Inc. FLO

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Market datapartial · fetched 2026-10-22T21:56:40.808Z

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 · 2026-10-22T21:47:09.727408913Z

FundamentalsAlpha Vantage · unavailable

Share price$6.40
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.$0.18$0.46$0.74$1.02$1.31$5.05$5.70$6.35$7.00$7.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FLO spot · $6.40FLO PRICE$0.22$0.30$0.39$0.47$0.56$0.64$0.72$0.81$0.89$0.97$1.06$1.14$1.22$0.21$0.27$0.34$0.41$0.48$0.55$0.61$0.68$0.75$0.82$0.89$0.96$1.02
PutsExpensive1.15×
CallsCheap0.90×
SkewBearish+10.77 pp
Implied moveBullish±$1.34
TiltBullish8.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.1641.6%15.3%5.3173.1%20.2%
25Δ7.0143.0%14.3%5.4871.0%18.7%
30Δ6.8644.4%13.3%5.6469.0%17.3%
35Δ6.7245.8%12.3%5.8066.9%15.8%
40Δ6.5747.2%11.3%5.9664.9%14.3%
45Δ6.4248.6%10.3%6.1262.8%12.9%
50Δ6.2850.0%9.4%6.2960.8%11.4%
55Δ6.1351.4%8.4%6.4558.8%9.9%
60Δ5.9852.9%7.4%6.6156.7%8.5%
65Δ5.8454.3%6.4%6.7754.7%7.0%
70Δ5.6955.7%5.4%6.9352.6%5.5%
75Δ5.5457.1%4.4%7.1050.6%4.1%
80Δ5.4058.5%3.4%7.2648.5%2.6%

20Δ

Calls
Pseudo strike
7.16
IV
41.6%
B/E move
15.3%
Puts
Pseudo strike
5.31
IV
73.1%
B/E move
20.2%

25Δ

Calls
Pseudo strike
7.01
IV
43.0%
B/E move
14.3%
Puts
Pseudo strike
5.48
IV
71.0%
B/E move
18.7%

30Δ

Calls
Pseudo strike
6.86
IV
44.4%
B/E move
13.3%
Puts
Pseudo strike
5.64
IV
69.0%
B/E move
17.3%

35Δ

Calls
Pseudo strike
6.72
IV
45.8%
B/E move
12.3%
Puts
Pseudo strike
5.80
IV
66.9%
B/E move
15.8%

40Δ

Calls
Pseudo strike
6.57
IV
47.2%
B/E move
11.3%
Puts
Pseudo strike
5.96
IV
64.9%
B/E move
14.3%

45Δ

Calls
Pseudo strike
6.42
IV
48.6%
B/E move
10.3%
Puts
Pseudo strike
6.12
IV
62.8%
B/E move
12.9%

50Δ

Calls
Pseudo strike
6.28
IV
50.0%
B/E move
9.4%
Puts
Pseudo strike
6.29
IV
60.8%
B/E move
11.4%

55Δ

Calls
Pseudo strike
6.13
IV
51.4%
B/E move
8.4%
Puts
Pseudo strike
6.45
IV
58.8%
B/E move
9.9%

60Δ

Calls
Pseudo strike
5.98
IV
52.9%
B/E move
7.4%
Puts
Pseudo strike
6.61
IV
56.7%
B/E move
8.5%

65Δ

Calls
Pseudo strike
5.84
IV
54.3%
B/E move
6.4%
Puts
Pseudo strike
6.77
IV
54.7%
B/E move
7.0%

70Δ

Calls
Pseudo strike
5.69
IV
55.7%
B/E move
5.4%
Puts
Pseudo strike
6.93
IV
52.6%
B/E move
5.5%

75Δ

Calls
Pseudo strike
5.54
IV
57.1%
B/E move
4.4%
Puts
Pseudo strike
7.10
IV
50.6%
B/E move
4.1%

80Δ

Calls
Pseudo strike
5.40
IV
58.5%
B/E move
3.4%
Puts
Pseudo strike
7.26
IV
48.5%
B/E move
2.6%

Options history

No recorded observations