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Freshpet, Inc. Common Stock FRPT

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Market datapartial · fetched 2026-10-22T22:30:55.093Z

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 · 2026-10-22T20:00:02.325391767Z

FundamentalsAlpha Vantage · unavailable

Share price$67.00
1D+6.2%
AH$63$64$65$66$685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFRPT
Sold putSold callAH

Freshpet, Inc. Common Stock options

Live interpolated FRPT call and put midpoint premiums by absolute delta.Freshpet, Inc. Common Stock$1.10$3.79$6.48$9.18$11.87$52.16$59.42$66.68$73.94$81.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FRPT spot · $67.00FRPT PRICE$1.39$1.75$1.93$2.39$2.75$3.20$3.74$4.40$5.14$6.22$7.44$8.64$10.66$1.65$2.10$2.74$3.25$3.78$4.73$5.70$6.67$7.38$8.18$9.27$10.21$11.10
PutsExpensive1.65×
CallsExpensive1.49×
SkewBearish+3.38 pp
Implied moveBearish±$9.44
TiltBearish12.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ81.6272.4%23.9%57.9270.9%16.0%
25Δ78.0368.2%19.1%60.2067.4%13.3%
30Δ74.2658.1%13.7%61.8868.2%11.7%
35Δ72.6258.6%12.0%63.6065.8%9.9%
40Δ70.8755.8%9.9%65.2962.9%8.2%
45Δ69.3354.3%8.3%66.8365.3%7.3%
50Δ68.0154.3%7.1%68.4266.6%6.4%
55Δ66.6954.9%6.1%70.0566.8%5.4%
60Δ65.3755.9%5.2%71.4663.8%4.4%
65Δ63.8559.0%4.6%72.9261.2%3.4%
70Δ62.2362.4%4.0%74.5160.0%2.6%
75Δ60.5163.4%3.2%75.9357.2%1.9%
80Δ58.1268.9%2.6%77.2753.9%1.2%

20Δ

Calls
Pseudo strike
81.62
IV
72.4%
B/E move
23.9%
Puts
Pseudo strike
57.92
IV
70.9%
B/E move
16.0%

25Δ

Calls
Pseudo strike
78.03
IV
68.2%
B/E move
19.1%
Puts
Pseudo strike
60.20
IV
67.4%
B/E move
13.3%

30Δ

Calls
Pseudo strike
74.26
IV
58.1%
B/E move
13.7%
Puts
Pseudo strike
61.88
IV
68.2%
B/E move
11.7%

35Δ

Calls
Pseudo strike
72.62
IV
58.6%
B/E move
12.0%
Puts
Pseudo strike
63.60
IV
65.8%
B/E move
9.9%

40Δ

Calls
Pseudo strike
70.87
IV
55.8%
B/E move
9.9%
Puts
Pseudo strike
65.29
IV
62.9%
B/E move
8.2%

45Δ

Calls
Pseudo strike
69.33
IV
54.3%
B/E move
8.3%
Puts
Pseudo strike
66.83
IV
65.3%
B/E move
7.3%

50Δ

Calls
Pseudo strike
68.01
IV
54.3%
B/E move
7.1%
Puts
Pseudo strike
68.42
IV
66.6%
B/E move
6.4%

55Δ

Calls
Pseudo strike
66.69
IV
54.9%
B/E move
6.1%
Puts
Pseudo strike
70.05
IV
66.8%
B/E move
5.4%

60Δ

Calls
Pseudo strike
65.37
IV
55.9%
B/E move
5.2%
Puts
Pseudo strike
71.46
IV
63.8%
B/E move
4.4%

65Δ

Calls
Pseudo strike
63.85
IV
59.0%
B/E move
4.6%
Puts
Pseudo strike
72.92
IV
61.2%
B/E move
3.4%

70Δ

Calls
Pseudo strike
62.23
IV
62.4%
B/E move
4.0%
Puts
Pseudo strike
74.51
IV
60.0%
B/E move
2.6%

75Δ

Calls
Pseudo strike
60.51
IV
63.4%
B/E move
3.2%
Puts
Pseudo strike
75.93
IV
57.2%
B/E move
1.9%

80Δ

Calls
Pseudo strike
58.12
IV
68.9%
B/E move
2.6%
Puts
Pseudo strike
77.27
IV
53.9%
B/E move
1.2%

Options history

No recorded observations