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Floor & Decor Holdings, Inc. FND

CONSUMER CYCLICAL · HOME IMPROVEMENT RETAIL
i

Market dataready · fetched 2026-11-12T02:36:16.179Z

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 · 2026-11-12T00:00:00.002456218Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:36:15.797161+00:00

Share price$51.06
1D+0.1%
AH$49.46$49.89$50.32$50.75$51.185:30 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.$0.36$2.27$4.18$6.08$7.99$45.46$48.71$51.95$55.19$58.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FND spot · $51.06FND PRICE$0.57$0.71$0.85$1.00$1.17$1.34$1.51$1.67$1.84$2.19$2.55$2.92$0.84$1.10$1.24$1.57$1.89$2.22$2.55$3.20$3.88$4.56$7.44
Puts——
Calls——
Skew——
Implied moveBearish±$3.23
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.9387.6%11.7%
25Δ54.0848.1%7.0%47.0786.5%10.0%
30Δ53.4247.2%6.0%
35Δ52.7546.4%5.0%
40Δ52.2345.2%4.2%50.2850.2%4.0%
45Δ51.7943.9%3.7%50.8251.5%3.5%
50Δ51.3542.5%3.2%51.3752.8%3.1%
55Δ50.9141.2%2.6%51.9154.0%2.7%
60Δ50.4739.9%2.1%52.4555.3%2.3%
65Δ50.0338.5%1.6%53.2757.9%1.9%
70Δ49.5537.9%1.3%54.1160.7%1.6%
75Δ49.0637.3%1.1%54.9563.5%1.3%
80Δ48.5836.7%0.9%57.8185.9%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.93
IV
87.6%
B/E move
11.7%

25Δ

Calls
Pseudo strike
54.08
IV
48.1%
B/E move
7.0%
Puts
Pseudo strike
47.07
IV
86.5%
B/E move
10.0%

30Δ

Calls
Pseudo strike
53.42
IV
47.2%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
52.75
IV
46.4%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
52.23
IV
45.2%
B/E move
4.2%
Puts
Pseudo strike
50.28
IV
50.2%
B/E move
4.0%

45Δ

Calls
Pseudo strike
51.79
IV
43.9%
B/E move
3.7%
Puts
Pseudo strike
50.82
IV
51.5%
B/E move
3.5%

50Δ

Calls
Pseudo strike
51.35
IV
42.5%
B/E move
3.2%
Puts
Pseudo strike
51.37
IV
52.8%
B/E move
3.1%

55Δ

Calls
Pseudo strike
50.91
IV
41.2%
B/E move
2.6%
Puts
Pseudo strike
51.91
IV
54.0%
B/E move
2.7%

60Δ

Calls
Pseudo strike
50.47
IV
39.9%
B/E move
2.1%
Puts
Pseudo strike
52.45
IV
55.3%
B/E move
2.3%

65Δ

Calls
Pseudo strike
50.03
IV
38.5%
B/E move
1.6%
Puts
Pseudo strike
53.27
IV
57.9%
B/E move
1.9%

70Δ

Calls
Pseudo strike
49.55
IV
37.9%
B/E move
1.3%
Puts
Pseudo strike
54.11
IV
60.7%
B/E move
1.6%

75Δ

Calls
Pseudo strike
49.06
IV
37.3%
B/E move
1.1%
Puts
Pseudo strike
54.95
IV
63.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
48.58
IV
36.7%
B/E move
0.9%
Puts
Pseudo strike
57.81
IV
85.9%
B/E move
1.3%

Options history

IV · four-Friday blend52.39%
Daily EOD
FND50.2%53.1%56.0%2026-10-19: 51.62%2026-10-20: 51.61%2026-10-21: 50.63%2026-10-22: 53.01%2026-10-23: 51.76%2026-10-26: 53.22%2026-10-27: 55.60%2026-10-28: 53.38%2026-10-29: 54.78%2026-10-30: 52.39%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
51.62%
51.61%
50.63%
53.01%
51.76%
53.22%
55.60%
53.38%
54.78%
52.39%