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Six Flags Entertainment Corporation FUN

CONSUMER CYCLICAL · LEISURE
i

Market dataready · fetched 2026-11-11T13:45:10.590Z

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 · 2026-11-11T13:43:53.460758399Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:45:10.193076+00:00

Share price$11.05
1D-0.5%
$11.04$11.06$11.08$11.09$11.115:30 AM6:30 AM9:00 AM1:00 PMFUN
Sold putSold call

Six Flags Entertainment Corporation options

Live interpolated FUN call and put midpoint premiums by absolute delta.Six Flags Entertainment Corporation$0.17$1.51$2.85$4.19$5.54$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFUN PRICE$0.32$0.40$0.60$0.95$1.30$1.65$2.01$2.36$3.53$5.15
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.16139.8%19.9%
25Δ9.69136.1%15.9%
30Δ10.18140.6%13.3%
35Δ10.62156.7%12.5%
40Δ11.05172.8%11.8%
45Δ11.49188.9%11.0%
50Δ11.92205.0%10.3%
55Δ12.36221.1%9.5%
60Δ13.56261.1%9.2%
65Δ15.21312.0%9.0%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.16
IV
139.8%
B/E move
19.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.69
IV
136.1%
B/E move
15.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.18
IV
140.6%
B/E move
13.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.62
IV
156.7%
B/E move
12.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.05
IV
172.8%
B/E move
11.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.49
IV
188.9%
B/E move
11.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.92
IV
205.0%
B/E move
10.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.36
IV
221.1%
B/E move
9.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.56
IV
261.1%
B/E move
9.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.21
IV
312.0%
B/E move
9.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend98.07%
Daily EOD
FUN77.4%88.5%99.6%2026-10-19: 79.38%2026-10-20: 78.90%2026-10-21: 83.58%2026-10-22: 83.09%2026-10-23: 86.80%2026-10-26: 87.00%2026-10-27: 87.44%2026-10-28: 86.86%2026-10-29: 86.91%2026-10-30: 98.07%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
79.38%
78.90%
83.58%
83.09%
86.80%
87.00%
87.44%
86.86%
86.91%
98.07%