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Floor & Decor Holdings Inc FND

CONSUMER CYCLICAL · HOME IMPROVEMENT RETAIL
i

Market dataready · fetched 2026-10-22T21:28:49.123Z

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 · 2026-10-22T20:10:00.002307058Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:28:45.118482+00:00

Share price$48.17
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$0.50$3.06$5.63$8.19$10.75$37.65$42.62$47.60$52.57$57.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FND spot · $48.17FND PRICE$0.78$1.03$1.30$1.70$2.18$2.66$2.95$3.18$3.53$3.99$4.44$5.08$5.81$1.03$1.47$1.93$2.37$2.82$3.21$3.56$3.91$4.67$5.48$8.44$9.23$10.01
PutsExpensive1.23×
CallsFair1.02×
SkewBearish+8.44 pp
Implied moveBearish±$6.51
TiltBearish20.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.8055.0%17.5%42.2862.6%14.4%
25Δ54.2754.3%14.8%43.4963.9%12.8%
30Δ52.9954.0%12.7%44.5866.3%11.4%
35Δ51.9656.2%11.4%45.7266.3%10.0%
40Δ51.0859.9%10.6%46.8864.9%8.5%
45Δ50.2063.6%9.7%47.9562.6%7.1%
50Δ49.1560.8%8.2%48.9159.1%5.8%
55Δ48.0555.9%6.4%49.8855.7%4.6%
60Δ47.0652.9%5.0%50.9956.2%3.8%
65Δ46.1851.7%4.1%52.1357.3%3.2%
70Δ45.3050.5%3.3%55.0673.8%3.2%
75Δ44.3349.9%2.6%56.2569.7%2.4%
80Δ43.3249.5%2.0%57.4565.7%1.5%

20Δ

Calls
Pseudo strike
55.80
IV
55.0%
B/E move
17.5%
Puts
Pseudo strike
42.28
IV
62.6%
B/E move
14.4%

25Δ

Calls
Pseudo strike
54.27
IV
54.3%
B/E move
14.8%
Puts
Pseudo strike
43.49
IV
63.9%
B/E move
12.8%

30Δ

Calls
Pseudo strike
52.99
IV
54.0%
B/E move
12.7%
Puts
Pseudo strike
44.58
IV
66.3%
B/E move
11.4%

35Δ

Calls
Pseudo strike
51.96
IV
56.2%
B/E move
11.4%
Puts
Pseudo strike
45.72
IV
66.3%
B/E move
10.0%

40Δ

Calls
Pseudo strike
51.08
IV
59.9%
B/E move
10.6%
Puts
Pseudo strike
46.88
IV
64.9%
B/E move
8.5%

45Δ

Calls
Pseudo strike
50.20
IV
63.6%
B/E move
9.7%
Puts
Pseudo strike
47.95
IV
62.6%
B/E move
7.1%

50Δ

Calls
Pseudo strike
49.15
IV
60.8%
B/E move
8.2%
Puts
Pseudo strike
48.91
IV
59.1%
B/E move
5.8%

55Δ

Calls
Pseudo strike
48.05
IV
55.9%
B/E move
6.4%
Puts
Pseudo strike
49.88
IV
55.7%
B/E move
4.6%

60Δ

Calls
Pseudo strike
47.06
IV
52.9%
B/E move
5.0%
Puts
Pseudo strike
50.99
IV
56.2%
B/E move
3.8%

65Δ

Calls
Pseudo strike
46.18
IV
51.7%
B/E move
4.1%
Puts
Pseudo strike
52.13
IV
57.3%
B/E move
3.2%

70Δ

Calls
Pseudo strike
45.30
IV
50.5%
B/E move
3.3%
Puts
Pseudo strike
55.06
IV
73.8%
B/E move
3.2%

75Δ

Calls
Pseudo strike
44.33
IV
49.9%
B/E move
2.6%
Puts
Pseudo strike
56.25
IV
69.7%
B/E move
2.4%

80Δ

Calls
Pseudo strike
43.32
IV
49.5%
B/E move
2.0%
Puts
Pseudo strike
57.45
IV
65.7%
B/E move
1.5%

Options history

No recorded observations