IntraAlpha
Create free account Start free

Hasbro, Inc. Common Stock HAS

i

Market dataready · fetched 2026-11-12T00:52:31.064Z

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 · 2026-11-11T23:01:41.481208424Z

FundamentalsSEC EDGAR · ready · as of 2026-09-27 · fetched 2026-11-12T00:52:30.687809+00:00

Share price$123.63
1D+2.4%
AH$121.44$122.28$123.12$123.95$124.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHAS
Sold putSold callAH

Hasbro, Inc. Common Stock options

Live interpolated HAS call and put midpoint premiums by absolute delta.Hasbro, Inc. Common Stock$0.52$2.25$3.97$5.69$7.42$114.30$119.21$124.11$129.02$133.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HAS spot · $123.63HAS PRICE$0.71$0.98$1.24$1.51$1.78$2.13$2.63$3.14$3.64$4.14$4.64$5.56$6.92$0.76$0.88$1.20$1.53$1.86$2.18$2.51$2.83$3.37$4.12$4.86$5.61$6.36
PutsCheap0.79×
CallsCheap0.76×
SkewBullish-2.47 pp
Implied moveBullish±$5.14
TiltBalanced1.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ129.2831.2%5.1%117.8636.5%5.3%
25Δ128.3631.4%4.6%120.1229.4%3.6%
30Δ127.4431.7%4.1%120.8729.4%3.2%
35Δ126.5132.0%3.6%121.6229.5%2.9%
40Δ125.5932.3%3.0%122.3729.6%2.5%
45Δ124.6932.5%2.6%123.1229.7%2.2%
50Δ123.8432.8%2.3%123.8729.7%1.8%
55Δ122.9933.1%2.0%124.6229.8%1.5%
60Δ122.1433.4%1.7%125.4830.1%1.2%
65Δ121.2933.7%1.5%126.4730.5%1.0%
70Δ120.4434.0%1.2%127.4531.0%0.8%
75Δ119.2335.1%0.9%128.4431.4%0.7%
80Δ117.6537.0%0.8%129.4331.9%0.5%

20Δ

Calls
Pseudo strike
129.28
IV
31.2%
B/E move
5.1%
Puts
Pseudo strike
117.86
IV
36.5%
B/E move
5.3%

25Δ

Calls
Pseudo strike
128.36
IV
31.4%
B/E move
4.6%
Puts
Pseudo strike
120.12
IV
29.4%
B/E move
3.6%

30Δ

Calls
Pseudo strike
127.44
IV
31.7%
B/E move
4.1%
Puts
Pseudo strike
120.87
IV
29.4%
B/E move
3.2%

35Δ

Calls
Pseudo strike
126.51
IV
32.0%
B/E move
3.6%
Puts
Pseudo strike
121.62
IV
29.5%
B/E move
2.9%

40Δ

Calls
Pseudo strike
125.59
IV
32.3%
B/E move
3.0%
Puts
Pseudo strike
122.37
IV
29.6%
B/E move
2.5%

45Δ

Calls
Pseudo strike
124.69
IV
32.5%
B/E move
2.6%
Puts
Pseudo strike
123.12
IV
29.7%
B/E move
2.2%

50Δ

Calls
Pseudo strike
123.84
IV
32.8%
B/E move
2.3%
Puts
Pseudo strike
123.87
IV
29.7%
B/E move
1.8%

55Δ

Calls
Pseudo strike
122.99
IV
33.1%
B/E move
2.0%
Puts
Pseudo strike
124.62
IV
29.8%
B/E move
1.5%

60Δ

Calls
Pseudo strike
122.14
IV
33.4%
B/E move
1.7%
Puts
Pseudo strike
125.48
IV
30.1%
B/E move
1.2%

65Δ

Calls
Pseudo strike
121.29
IV
33.7%
B/E move
1.5%
Puts
Pseudo strike
126.47
IV
30.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
120.44
IV
34.0%
B/E move
1.2%
Puts
Pseudo strike
127.45
IV
31.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
119.23
IV
35.1%
B/E move
0.9%
Puts
Pseudo strike
128.44
IV
31.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
117.65
IV
37.0%
B/E move
0.8%
Puts
Pseudo strike
129.43
IV
31.9%
B/E move
0.5%

Options history

IV · four-Friday blend33.43%
Daily EOD
HAS30.8%33.3%35.8%2026-10-19: 35.48%2026-10-20: 31.12%2026-10-21: 31.28%2026-10-22: 31.77%2026-10-23: 31.70%2026-10-26: 32.93%2026-10-27: 32.74%2026-10-28: 32.15%2026-10-29: 32.20%2026-10-30: 33.43%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
35.48%
31.12%
31.28%
31.77%
31.70%
32.93%
32.74%
32.15%
32.20%
33.43%