Share price$8.17
1D-0.4%
Sold putSold call
Canada Goose Holdings Inc GOOS
CONSUMER CYCLICAL · APPAREL MANUFACTURINGi
Market dataready · fetched 2026-10-21T17:51:37.547Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:50:47.222947901Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:42.433360+00:00
Canada Goose Holdings Inc options
PutsExpensive1.87×
CallsExpensive1.34×
SkewBearish+2.41 pp
Implied moveBearish±$0.37
TiltBearish2.8% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.67 | 237.6% | 20.2% | 7.16 | 212.0% | 14.0% |
| 25Δ | 8.72 | 110.4% | 7.9% | 7.46 | 160.7% | 10.1% |
| 30Δ | 8.45 | 77.6% | 4.7% | 7.77 | 109.4% | 6.2% |
| 35Δ | 8.39 | 75.8% | 4.2% | 8.01 | 69.8% | 3.2% |
| 40Δ | 8.33 | 74.0% | 3.7% | 8.07 | 69.0% | 2.9% |
| 45Δ | 8.27 | 72.1% | 3.2% | 8.12 | 68.2% | 2.6% |
| 50Δ | 8.21 | 70.3% | 2.7% | 8.18 | 67.5% | 2.3% |
| 55Δ | 8.15 | 68.5% | 2.3% | 8.23 | 66.7% | 2.0% |
| 60Δ | 8.09 | 66.7% | 1.8% | 8.28 | 65.9% | 1.7% |
| 65Δ | 8.03 | 64.8% | 1.3% | 8.34 | 65.1% | 1.4% |
| 70Δ | 7.96 | 64.3% | 1.0% | 8.39 | 64.4% | 1.1% |
| 75Δ | 7.87 | 65.4% | 0.8% | 8.45 | 63.6% | 0.8% |
| 80Δ | 7.78 | 66.5% | 0.6% | 8.51 | 63.1% | 0.5% |
20Δ
- Pseudo strike
- 9.67
- IV
- 237.6%
- B/E move
- 20.2%
- Pseudo strike
- 7.16
- IV
- 212.0%
- B/E move
- 14.0%
25Δ
- Pseudo strike
- 8.72
- IV
- 110.4%
- B/E move
- 7.9%
- Pseudo strike
- 7.46
- IV
- 160.7%
- B/E move
- 10.1%
30Δ
- Pseudo strike
- 8.45
- IV
- 77.6%
- B/E move
- 4.7%
- Pseudo strike
- 7.77
- IV
- 109.4%
- B/E move
- 6.2%
35Δ
- Pseudo strike
- 8.39
- IV
- 75.8%
- B/E move
- 4.2%
- Pseudo strike
- 8.01
- IV
- 69.8%
- B/E move
- 3.2%
40Δ
- Pseudo strike
- 8.33
- IV
- 74.0%
- B/E move
- 3.7%
- Pseudo strike
- 8.07
- IV
- 69.0%
- B/E move
- 2.9%
45Δ
- Pseudo strike
- 8.27
- IV
- 72.1%
- B/E move
- 3.2%
- Pseudo strike
- 8.12
- IV
- 68.2%
- B/E move
- 2.6%
50Δ
- Pseudo strike
- 8.21
- IV
- 70.3%
- B/E move
- 2.7%
- Pseudo strike
- 8.18
- IV
- 67.5%
- B/E move
- 2.3%
55Δ
- Pseudo strike
- 8.15
- IV
- 68.5%
- B/E move
- 2.3%
- Pseudo strike
- 8.23
- IV
- 66.7%
- B/E move
- 2.0%
60Δ
- Pseudo strike
- 8.09
- IV
- 66.7%
- B/E move
- 1.8%
- Pseudo strike
- 8.28
- IV
- 65.9%
- B/E move
- 1.7%
65Δ
- Pseudo strike
- 8.03
- IV
- 64.8%
- B/E move
- 1.3%
- Pseudo strike
- 8.34
- IV
- 65.1%
- B/E move
- 1.4%
70Δ
- Pseudo strike
- 7.96
- IV
- 64.3%
- B/E move
- 1.0%
- Pseudo strike
- 8.39
- IV
- 64.4%
- B/E move
- 1.1%
75Δ
- Pseudo strike
- 7.87
- IV
- 65.4%
- B/E move
- 0.8%
- Pseudo strike
- 8.45
- IV
- 63.6%
- B/E move
- 0.8%
80Δ
- Pseudo strike
- 7.78
- IV
- 66.5%
- B/E move
- 0.6%
- Pseudo strike
- 8.51
- IV
- 63.1%
- B/E move
- 0.5%
Options history
No recorded observations