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Six Flags Entertainment Corporation FUN

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Market datapartial · fetched 2026-10-22T07:13:05.512Z

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 · 2026-10-21T23:59:33.270079179Z

FundamentalsAlpha Vantage · unavailable

Share price$7.09
1D-9.3%
AH$6.93$7.19$7.45$7.71$7.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFUN
Sold putSold callAH

Six Flags Entertainment Corporation options

Live interpolated FUN call and put midpoint premiums by absolute delta.Six Flags Entertainment Corporation$0.08$1.33$2.59$3.84$5.10$3.91$6.47$9.03$11.59$14.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FUN spot · $7.09FUN PRICE$0.21$0.28$0.35$0.42$0.49$0.56$0.70$0.91$1.11$1.32$1.53$1.73$1.94$0.32$0.42$0.52$0.62$0.72$0.82$0.92$1.29$1.98$2.67$3.36$4.05$4.73
PutsExpensive1.07×
CallsExpensive1.19×
SkewBearish+4.88 pp
Implied moveBearish±$1.62
TiltBearish31.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.65103.1%39.2%5.63102.2%25.1%
25Δ9.26101.7%34.6%5.91100.9%22.5%
30Δ8.87100.3%30.1%6.2099.7%19.9%
35Δ8.4898.9%25.6%6.4998.4%17.3%
40Δ8.0997.4%21.0%6.7797.1%14.6%
45Δ7.6996.0%16.5%7.0695.8%12.0%
50Δ7.3597.0%13.5%7.3494.5%9.4%
55Δ7.04100.3%12.1%7.8497.9%7.6%
60Δ6.73103.6%10.7%8.60106.8%6.7%
65Δ6.43107.0%9.2%9.35115.7%5.8%
70Δ6.12110.3%7.8%10.10124.6%4.8%
75Δ5.81113.6%6.4%10.86133.5%3.9%
80Δ5.51116.9%5.0%11.61142.4%3.0%

20Δ

Calls
Pseudo strike
9.65
IV
103.1%
B/E move
39.2%
Puts
Pseudo strike
5.63
IV
102.2%
B/E move
25.1%

25Δ

Calls
Pseudo strike
9.26
IV
101.7%
B/E move
34.6%
Puts
Pseudo strike
5.91
IV
100.9%
B/E move
22.5%

30Δ

Calls
Pseudo strike
8.87
IV
100.3%
B/E move
30.1%
Puts
Pseudo strike
6.20
IV
99.7%
B/E move
19.9%

35Δ

Calls
Pseudo strike
8.48
IV
98.9%
B/E move
25.6%
Puts
Pseudo strike
6.49
IV
98.4%
B/E move
17.3%

40Δ

Calls
Pseudo strike
8.09
IV
97.4%
B/E move
21.0%
Puts
Pseudo strike
6.77
IV
97.1%
B/E move
14.6%

45Δ

Calls
Pseudo strike
7.69
IV
96.0%
B/E move
16.5%
Puts
Pseudo strike
7.06
IV
95.8%
B/E move
12.0%

50Δ

Calls
Pseudo strike
7.35
IV
97.0%
B/E move
13.5%
Puts
Pseudo strike
7.34
IV
94.5%
B/E move
9.4%

55Δ

Calls
Pseudo strike
7.04
IV
100.3%
B/E move
12.1%
Puts
Pseudo strike
7.84
IV
97.9%
B/E move
7.6%

60Δ

Calls
Pseudo strike
6.73
IV
103.6%
B/E move
10.7%
Puts
Pseudo strike
8.60
IV
106.8%
B/E move
6.7%

65Δ

Calls
Pseudo strike
6.43
IV
107.0%
B/E move
9.2%
Puts
Pseudo strike
9.35
IV
115.7%
B/E move
5.8%

70Δ

Calls
Pseudo strike
6.12
IV
110.3%
B/E move
7.8%
Puts
Pseudo strike
10.10
IV
124.6%
B/E move
4.8%

75Δ

Calls
Pseudo strike
5.81
IV
113.6%
B/E move
6.4%
Puts
Pseudo strike
10.86
IV
133.5%
B/E move
3.9%

80Δ

Calls
Pseudo strike
5.51
IV
116.9%
B/E move
5.0%
Puts
Pseudo strike
11.61
IV
142.4%
B/E move
3.0%

Options history

No recorded observations