IntraAlpha
Create free account Start free

Freshpet, Inc. Common Stock FRPT

i

Market datapartial · fetched 2026-10-22T16:37:50.066Z

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 · 2026-10-22T16:36:50.716541915Z

FundamentalsAlpha Vantage · unavailable

Share price$65.48
1D+3.8%
$62.88$63.66$64.45$65.24$66.025:30 AM6:30 AM9:00 AM1:00 PMFRPT
Sold putSold call

Freshpet, Inc. Common Stock options

Live interpolated FRPT call and put midpoint premiums by absolute delta.Freshpet, Inc. Common Stock$0.88$4.41$7.94$11.47$15.00$50.42$57.48$64.54$71.61$78.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FRPT spot · $65.47FRPT PRICE$1.27$1.59$1.78$2.22$2.65$3.08$3.60$4.15$4.78$5.43$6.61$7.90$9.15$1.54$2.10$2.66$3.14$3.95$4.80$5.57$6.54$7.66$8.85$9.93$11.12$13.98
PutsExpensive1.70×
CallsExpensive1.40×
SkewBearish+10.07 pp
Implied moveBearish±$9.18
TiltBearish20.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.0868.3%22.7%56.9667.5%15.4%
25Δ75.5963.6%17.9%58.7168.5%13.5%
30Δ72.0654.6%12.8%60.4768.1%11.7%
35Δ70.6055.2%11.2%62.2165.1%9.8%
40Δ69.1654.8%9.7%63.7766.4%8.6%
45Δ67.7353.7%8.1%65.3067.9%7.6%
50Δ66.4453.3%7.0%66.8566.8%6.4%
55Δ65.1953.0%5.9%68.4866.7%5.4%
60Δ63.9552.7%5.0%70.1767.3%4.5%
65Δ62.7352.4%4.1%71.9166.8%3.7%
70Δ61.1755.6%3.5%73.5465.0%2.9%
75Δ59.5258.7%3.0%75.2363.0%2.1%
80Δ57.8359.3%2.3%78.4367.0%1.6%

20Δ

Calls
Pseudo strike
79.08
IV
68.3%
B/E move
22.7%
Puts
Pseudo strike
56.96
IV
67.5%
B/E move
15.4%

25Δ

Calls
Pseudo strike
75.59
IV
63.6%
B/E move
17.9%
Puts
Pseudo strike
58.71
IV
68.5%
B/E move
13.5%

30Δ

Calls
Pseudo strike
72.06
IV
54.6%
B/E move
12.8%
Puts
Pseudo strike
60.47
IV
68.1%
B/E move
11.7%

35Δ

Calls
Pseudo strike
70.60
IV
55.2%
B/E move
11.2%
Puts
Pseudo strike
62.21
IV
65.1%
B/E move
9.8%

40Δ

Calls
Pseudo strike
69.16
IV
54.8%
B/E move
9.7%
Puts
Pseudo strike
63.77
IV
66.4%
B/E move
8.6%

45Δ

Calls
Pseudo strike
67.73
IV
53.7%
B/E move
8.1%
Puts
Pseudo strike
65.30
IV
67.9%
B/E move
7.6%

50Δ

Calls
Pseudo strike
66.44
IV
53.3%
B/E move
7.0%
Puts
Pseudo strike
66.85
IV
66.8%
B/E move
6.4%

55Δ

Calls
Pseudo strike
65.19
IV
53.0%
B/E move
5.9%
Puts
Pseudo strike
68.48
IV
66.7%
B/E move
5.4%

60Δ

Calls
Pseudo strike
63.95
IV
52.7%
B/E move
5.0%
Puts
Pseudo strike
70.17
IV
67.3%
B/E move
4.5%

65Δ

Calls
Pseudo strike
62.73
IV
52.4%
B/E move
4.1%
Puts
Pseudo strike
71.91
IV
66.8%
B/E move
3.7%

70Δ

Calls
Pseudo strike
61.17
IV
55.6%
B/E move
3.5%
Puts
Pseudo strike
73.54
IV
65.0%
B/E move
2.9%

75Δ

Calls
Pseudo strike
59.52
IV
58.7%
B/E move
3.0%
Puts
Pseudo strike
75.23
IV
63.0%
B/E move
2.1%

80Δ

Calls
Pseudo strike
57.83
IV
59.3%
B/E move
2.3%
Puts
Pseudo strike
78.43
IV
67.0%
B/E move
1.6%

Options history

No recorded observations