Share price$8.16
1D-0.4%
Sold putSold call
Canada Goose Holdings Inc GOOS
CONSUMER CYCLICAL · APPAREL MANUFACTURINGi
Market dataready · fetched 2026-10-21T16:58:58.536Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 dataPriceAlpaca · sip · 2026-10-21T16:58:41.261204511Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:58:58.178517+00:00
Canada Goose Holdings Inc options
PutsExpensive1.84×
CallsExpensive1.42×
SkewBullish-5.23 pp
Implied moveBalanced±$0.39
TiltBullish4.0% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.66 | 235.6% | 20.2% | 7.16 | 210.4% | 14.0% |
| 25Δ | 8.70 | 106.8% | 7.7% | 7.46 | 160.2% | 10.2% |
| 30Δ | 8.45 | 78.7% | 4.7% | 7.75 | 110.0% | 6.3% |
| 35Δ | 8.38 | 78.4% | 4.2% | 8.01 | 68.5% | 3.1% |
| 40Δ | 8.32 | 78.1% | 3.8% | 8.06 | 67.6% | 2.8% |
| 45Δ | 8.26 | 77.8% | 3.3% | 8.12 | 66.7% | 2.5% |
| 50Δ | 8.19 | 77.5% | 2.8% | 8.17 | 65.9% | 2.3% |
| 55Δ | 8.13 | 77.3% | 2.3% | 8.22 | 65.0% | 2.0% |
| 60Δ | 8.06 | 77.0% | 1.9% | 8.27 | 64.1% | 1.7% |
| 65Δ | 8.00 | 76.7% | 1.4% | 8.33 | 63.2% | 1.4% |
| 70Δ | 7.91 | 76.7% | 1.2% | 8.38 | 62.4% | 1.1% |
| 75Δ | 7.82 | 76.7% | 1.0% | 8.43 | 61.5% | 0.8% |
| 80Δ | 7.74 | 76.7% | 0.8% | 8.49 | 60.6% | 0.5% |
20Δ
- Pseudo strike
- 9.66
- IV
- 235.6%
- B/E move
- 20.2%
- Pseudo strike
- 7.16
- IV
- 210.4%
- B/E move
- 14.0%
25Δ
- Pseudo strike
- 8.70
- IV
- 106.8%
- B/E move
- 7.7%
- Pseudo strike
- 7.46
- IV
- 160.2%
- B/E move
- 10.2%
30Δ
- Pseudo strike
- 8.45
- IV
- 78.7%
- B/E move
- 4.7%
- Pseudo strike
- 7.75
- IV
- 110.0%
- B/E move
- 6.3%
35Δ
- Pseudo strike
- 8.38
- IV
- 78.4%
- B/E move
- 4.2%
- Pseudo strike
- 8.01
- IV
- 68.5%
- B/E move
- 3.1%
40Δ
- Pseudo strike
- 8.32
- IV
- 78.1%
- B/E move
- 3.8%
- Pseudo strike
- 8.06
- IV
- 67.6%
- B/E move
- 2.8%
45Δ
- Pseudo strike
- 8.26
- IV
- 77.8%
- B/E move
- 3.3%
- Pseudo strike
- 8.12
- IV
- 66.7%
- B/E move
- 2.5%
50Δ
- Pseudo strike
- 8.19
- IV
- 77.5%
- B/E move
- 2.8%
- Pseudo strike
- 8.17
- IV
- 65.9%
- B/E move
- 2.3%
55Δ
- Pseudo strike
- 8.13
- IV
- 77.3%
- B/E move
- 2.3%
- Pseudo strike
- 8.22
- IV
- 65.0%
- B/E move
- 2.0%
60Δ
- Pseudo strike
- 8.06
- IV
- 77.0%
- B/E move
- 1.9%
- Pseudo strike
- 8.27
- IV
- 64.1%
- B/E move
- 1.7%
65Δ
- Pseudo strike
- 8.00
- IV
- 76.7%
- B/E move
- 1.4%
- Pseudo strike
- 8.33
- IV
- 63.2%
- B/E move
- 1.4%
70Δ
- Pseudo strike
- 7.91
- IV
- 76.7%
- B/E move
- 1.2%
- Pseudo strike
- 8.38
- IV
- 62.4%
- B/E move
- 1.1%
75Δ
- Pseudo strike
- 7.82
- IV
- 76.7%
- B/E move
- 1.0%
- Pseudo strike
- 8.43
- IV
- 61.5%
- B/E move
- 0.8%
80Δ
- Pseudo strike
- 7.74
- IV
- 76.7%
- B/E move
- 0.8%
- Pseudo strike
- 8.49
- IV
- 60.6%
- B/E move
- 0.5%
Options history
No recorded observations