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Floor & Decor Holdings, Inc. FND

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Market datapartial · fetched 2026-10-22T23:50:18.935Z

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 · 2026-10-22T23:40:11.280032874Z

FundamentalsAlpha Vantage · unavailable

Share price$48.10
1D+8.0%
AH$44$45$46$48$495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFND
Sold putSold callAH

Floor & Decor Holdings, Inc. options

Live interpolated FND call and put midpoint premiums by absolute delta.Floor & Decor Holdings, Inc.$0.51$3.03$5.56$8.08$10.61$37.71$42.67$47.62$52.58$57.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FND spot · $48.10FND PRICE$0.78$1.03$1.31$1.72$2.20$2.69$2.97$3.20$3.57$4.04$4.50$5.19$5.94$1.03$1.45$1.91$2.35$2.79$3.19$3.53$3.87$4.57$5.38$8.10$9.11$9.88
PutsExpensive1.22×
CallsFair1.04×
SkewBearish+7.03 pp
Implied moveBearish±$6.50
TiltBearish18.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.7755.4%17.6%42.2262.5%14.4%
25Δ54.2454.7%14.9%43.4663.4%12.7%
30Δ52.9554.4%12.8%44.5465.8%11.4%
35Δ51.9356.8%11.5%45.6765.9%10.0%
40Δ51.0460.6%10.7%46.8264.5%8.5%
45Δ50.1664.4%9.9%47.8862.2%7.1%
50Δ49.0961.2%8.2%48.8358.8%5.8%
55Δ47.9756.3%6.4%49.7855.3%4.6%
60Δ46.9853.7%5.1%50.8655.2%3.8%
65Δ46.0952.6%4.2%51.9856.2%3.1%
70Δ45.1951.5%3.3%54.7271.1%3.1%
75Δ44.1851.1%2.6%56.0869.1%2.4%
80Δ43.1451.0%2.0%57.2464.9%1.5%

20Δ

Calls
Pseudo strike
55.77
IV
55.4%
B/E move
17.6%
Puts
Pseudo strike
42.22
IV
62.5%
B/E move
14.4%

25Δ

Calls
Pseudo strike
54.24
IV
54.7%
B/E move
14.9%
Puts
Pseudo strike
43.46
IV
63.4%
B/E move
12.7%

30Δ

Calls
Pseudo strike
52.95
IV
54.4%
B/E move
12.8%
Puts
Pseudo strike
44.54
IV
65.8%
B/E move
11.4%

35Δ

Calls
Pseudo strike
51.93
IV
56.8%
B/E move
11.5%
Puts
Pseudo strike
45.67
IV
65.9%
B/E move
10.0%

40Δ

Calls
Pseudo strike
51.04
IV
60.6%
B/E move
10.7%
Puts
Pseudo strike
46.82
IV
64.5%
B/E move
8.5%

45Δ

Calls
Pseudo strike
50.16
IV
64.4%
B/E move
9.9%
Puts
Pseudo strike
47.88
IV
62.2%
B/E move
7.1%

50Δ

Calls
Pseudo strike
49.09
IV
61.2%
B/E move
8.2%
Puts
Pseudo strike
48.83
IV
58.8%
B/E move
5.8%

55Δ

Calls
Pseudo strike
47.97
IV
56.3%
B/E move
6.4%
Puts
Pseudo strike
49.78
IV
55.3%
B/E move
4.6%

60Δ

Calls
Pseudo strike
46.98
IV
53.7%
B/E move
5.1%
Puts
Pseudo strike
50.86
IV
55.2%
B/E move
3.8%

65Δ

Calls
Pseudo strike
46.09
IV
52.6%
B/E move
4.2%
Puts
Pseudo strike
51.98
IV
56.2%
B/E move
3.1%

70Δ

Calls
Pseudo strike
45.19
IV
51.5%
B/E move
3.3%
Puts
Pseudo strike
54.72
IV
71.1%
B/E move
3.1%

75Δ

Calls
Pseudo strike
44.18
IV
51.1%
B/E move
2.6%
Puts
Pseudo strike
56.08
IV
69.1%
B/E move
2.4%

80Δ

Calls
Pseudo strike
43.14
IV
51.0%
B/E move
2.0%
Puts
Pseudo strike
57.24
IV
64.9%
B/E move
1.5%

Options history

No recorded observations