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Once Upon a Farm, PBC OFRM

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-11-12T03:20:33.733Z

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 · 2026-11-12T00:00:00.001952572Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T03:20:33.256605+00:00

Share price$10.08
1D-0.5%
AH$9.95$10.05$10.15$10.24$10.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOFRM
Sold putSold callAH

Once Upon a Farm, PBC options

Live interpolated OFRM call and put midpoint premiums by absolute delta.Once Upon a Farm, PBC$0.23$0.85$1.46$2.07$2.68$7.45$8.64$9.84$11.03$12.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive OFRM spot · $10.08OFRM PRICE$0.30$0.38$0.45$0.53$0.61$0.69$0.77$1.06$1.37$1.69$2.01$2.32$0.38$0.43$0.49$0.54$0.60$0.68$0.94$1.20$1.46$1.72$1.98$2.25$2.51
PutsExpensive1.49×
Calls——
Skew——
Implied moveBearish±$1.63
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.91205.4%25.3%
25Δ12.07133.0%22.7%8.34186.1%21.6%
30Δ11.73130.3%20.1%8.76166.7%17.9%
35Δ11.39127.5%17.5%9.19147.3%14.2%
40Δ11.05124.7%14.9%9.62128.0%10.6%
45Δ10.72122.0%12.4%10.03110.9%7.2%
50Δ10.38119.2%9.8%10.37114.1%6.4%
55Δ10.04116.5%7.2%10.70117.3%5.7%
60Δ9.65126.6%6.2%11.04120.6%5.0%
65Δ9.26138.4%5.5%11.37123.8%4.2%
70Δ8.87150.1%4.8%11.71127.0%3.5%
75Δ8.48161.9%4.0%12.05130.3%2.8%
80Δ8.09173.7%3.3%12.38133.5%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.91
IV
205.4%
B/E move
25.3%

25Δ

Calls
Pseudo strike
12.07
IV
133.0%
B/E move
22.7%
Puts
Pseudo strike
8.34
IV
186.1%
B/E move
21.6%

30Δ

Calls
Pseudo strike
11.73
IV
130.3%
B/E move
20.1%
Puts
Pseudo strike
8.76
IV
166.7%
B/E move
17.9%

35Δ

Calls
Pseudo strike
11.39
IV
127.5%
B/E move
17.5%
Puts
Pseudo strike
9.19
IV
147.3%
B/E move
14.2%

40Δ

Calls
Pseudo strike
11.05
IV
124.7%
B/E move
14.9%
Puts
Pseudo strike
9.62
IV
128.0%
B/E move
10.6%

45Δ

Calls
Pseudo strike
10.72
IV
122.0%
B/E move
12.4%
Puts
Pseudo strike
10.03
IV
110.9%
B/E move
7.2%

50Δ

Calls
Pseudo strike
10.38
IV
119.2%
B/E move
9.8%
Puts
Pseudo strike
10.37
IV
114.1%
B/E move
6.4%

55Δ

Calls
Pseudo strike
10.04
IV
116.5%
B/E move
7.2%
Puts
Pseudo strike
10.70
IV
117.3%
B/E move
5.7%

60Δ

Calls
Pseudo strike
9.65
IV
126.6%
B/E move
6.2%
Puts
Pseudo strike
11.04
IV
120.6%
B/E move
5.0%

65Δ

Calls
Pseudo strike
9.26
IV
138.4%
B/E move
5.5%
Puts
Pseudo strike
11.37
IV
123.8%
B/E move
4.2%

70Δ

Calls
Pseudo strike
8.87
IV
150.1%
B/E move
4.8%
Puts
Pseudo strike
11.71
IV
127.0%
B/E move
3.5%

75Δ

Calls
Pseudo strike
8.48
IV
161.9%
B/E move
4.0%
Puts
Pseudo strike
12.05
IV
130.3%
B/E move
2.8%

80Δ

Calls
Pseudo strike
8.09
IV
173.7%
B/E move
3.3%
Puts
Pseudo strike
12.38
IV
133.5%
B/E move
2.0%

Options history

IV · four-Friday blend77.13%
Daily EOD
OFRM63.1%74.4%85.8%2026-10-19: 65.38%2026-10-20: 64.63%2026-10-21: 74.75%2026-10-22: 70.62%2026-10-23: 71.90%2026-10-26: 73.83%2026-10-27: 76.27%2026-10-28: 84.20%2026-10-29: 73.90%2026-10-30: 77.13%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
65.38%
64.63%
74.75%
70.62%
71.90%
73.83%
76.27%
84.20%
73.90%
77.13%