Hasbro Inc HAS
CONSUMER CYCLICAL · LEISUREi
Market dataready · fetched 2026-10-22T16:54:12.624Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
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 · 2026-10-22T16:54:06.082568721Z
FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-22T16:53:11.712583+00:00
Share price$115.33
1D+1.2%
Sold putSold call
Hasbro Inc options
PutsCheap0.90×
CallsCheap0.60×
SkewBearish+4.50 pp
Implied moveBearish±$8.49
TiltBearish13.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 124.67 | 29.8% | 9.0% | 106.96 | 34.1% | 8.4% |
| 25Δ | 123.05 | 29.6% | 7.9% | 108.86 | 33.6% | 7.1% |
| 30Δ | 121.43 | 29.5% | 6.8% | 110.57 | 33.4% | 6.0% |
| 35Δ | 119.86 | 29.4% | 5.8% | 111.99 | 33.6% | 5.3% |
| 40Δ | 118.61 | 29.5% | 5.2% | 113.41 | 33.8% | 4.6% |
| 45Δ | 117.37 | 29.6% | 4.5% | 114.83 | 33.9% | 3.9% |
| 50Δ | 116.12 | 29.7% | 3.9% | 116.24 | 33.8% | 3.3% |
| 55Δ | 114.87 | 29.8% | 3.3% | 117.65 | 33.7% | 2.8% |
| 60Δ | 113.57 | 29.9% | 2.9% | 119.06 | 33.6% | 2.3% |
| 65Δ | 112.28 | 30.0% | 2.5% | 120.72 | 34.1% | 1.8% |
| 70Δ | 110.98 | 30.1% | 2.0% | 122.83 | 35.8% | 1.5% |
| 75Δ | 109.40 | 30.9% | 1.6% | 124.95 | 37.5% | 1.2% |
| 80Δ | 106.96 | 34.0% | 1.4% | 127.91 | 39.1% | 0.8% |
20Δ
- Pseudo strike
- 124.67
- IV
- 29.8%
- B/E move
- 9.0%
- Pseudo strike
- 106.96
- IV
- 34.1%
- B/E move
- 8.4%
25Δ
- Pseudo strike
- 123.05
- IV
- 29.6%
- B/E move
- 7.9%
- Pseudo strike
- 108.86
- IV
- 33.6%
- B/E move
- 7.1%
30Δ
- Pseudo strike
- 121.43
- IV
- 29.5%
- B/E move
- 6.8%
- Pseudo strike
- 110.57
- IV
- 33.4%
- B/E move
- 6.0%
35Δ
- Pseudo strike
- 119.86
- IV
- 29.4%
- B/E move
- 5.8%
- Pseudo strike
- 111.99
- IV
- 33.6%
- B/E move
- 5.3%
40Δ
- Pseudo strike
- 118.61
- IV
- 29.5%
- B/E move
- 5.2%
- Pseudo strike
- 113.41
- IV
- 33.8%
- B/E move
- 4.6%
45Δ
- Pseudo strike
- 117.37
- IV
- 29.6%
- B/E move
- 4.5%
- Pseudo strike
- 114.83
- IV
- 33.9%
- B/E move
- 3.9%
50Δ
- Pseudo strike
- 116.12
- IV
- 29.7%
- B/E move
- 3.9%
- Pseudo strike
- 116.24
- IV
- 33.8%
- B/E move
- 3.3%
55Δ
- Pseudo strike
- 114.87
- IV
- 29.8%
- B/E move
- 3.3%
- Pseudo strike
- 117.65
- IV
- 33.7%
- B/E move
- 2.8%
60Δ
- Pseudo strike
- 113.57
- IV
- 29.9%
- B/E move
- 2.9%
- Pseudo strike
- 119.06
- IV
- 33.6%
- B/E move
- 2.3%
65Δ
- Pseudo strike
- 112.28
- IV
- 30.0%
- B/E move
- 2.5%
- Pseudo strike
- 120.72
- IV
- 34.1%
- B/E move
- 1.8%
70Δ
- Pseudo strike
- 110.98
- IV
- 30.1%
- B/E move
- 2.0%
- Pseudo strike
- 122.83
- IV
- 35.8%
- B/E move
- 1.5%
75Δ
- Pseudo strike
- 109.40
- IV
- 30.9%
- B/E move
- 1.6%
- Pseudo strike
- 124.95
- IV
- 37.5%
- B/E move
- 1.2%
80Δ
- Pseudo strike
- 106.96
- IV
- 34.0%
- B/E move
- 1.4%
- Pseudo strike
- 127.91
- IV
- 39.1%
- B/E move
- 0.8%
Options history
No recorded observations