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POST HOLDINGS, INC. POST

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Market datapartial · fetched 2026-10-22T21:58:05.661Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.002307598Z

FundamentalsAlpha Vantage · unavailable

Share price$82.00
1D+3.5%
AH$78.95$79.77$80.59$81.41$82.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPOST
Sold putSold callAH

POST HOLDINGS, INC. options

Live interpolated POST call and put midpoint premiums by absolute delta.POST HOLDINGS, INC.$0.84$3.32$5.79$8.27$10.75$69.36$75.09$80.81$86.54$92.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive POST spot · $82.00POST PRICE$1.10$1.19$1.41$1.62$2.02$2.51$2.99$3.48$3.97$4.65$5.73$6.81$7.89$1.54$1.89$2.25$2.60$3.00$3.51$4.02$4.53$5.03$6.03$7.05$8.06$10.04
PutsExpensive1.69×
CallsFair1.04×
SkewBearish+7.67 pp
Implied moveBearish±$7.01
TiltBearish13.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.7346.1%14.4%72.7255.9%13.2%
25Δ88.9336.7%9.9%75.3451.2%10.4%
30Δ87.2634.1%8.1%77.0648.0%8.8%
35Δ85.5931.5%6.4%78.7844.8%7.1%
40Δ84.3930.9%5.4%80.3442.2%5.7%
45Δ83.4531.5%4.8%81.5041.1%4.9%
50Δ82.5132.0%4.3%82.6539.9%4.1%
55Δ81.5732.6%3.7%83.8138.7%3.3%
60Δ80.6333.1%3.2%84.9637.5%2.5%
65Δ79.5534.0%2.7%86.3337.6%2.1%
70Δ78.1635.5%2.3%87.7037.8%1.6%
75Δ76.7837.1%1.9%89.0737.9%1.2%
80Δ75.4038.6%1.6%91.3440.6%0.8%

20Δ

Calls
Pseudo strike
92.73
IV
46.1%
B/E move
14.4%
Puts
Pseudo strike
72.72
IV
55.9%
B/E move
13.2%

25Δ

Calls
Pseudo strike
88.93
IV
36.7%
B/E move
9.9%
Puts
Pseudo strike
75.34
IV
51.2%
B/E move
10.4%

30Δ

Calls
Pseudo strike
87.26
IV
34.1%
B/E move
8.1%
Puts
Pseudo strike
77.06
IV
48.0%
B/E move
8.8%

35Δ

Calls
Pseudo strike
85.59
IV
31.5%
B/E move
6.4%
Puts
Pseudo strike
78.78
IV
44.8%
B/E move
7.1%

40Δ

Calls
Pseudo strike
84.39
IV
30.9%
B/E move
5.4%
Puts
Pseudo strike
80.34
IV
42.2%
B/E move
5.7%

45Δ

Calls
Pseudo strike
83.45
IV
31.5%
B/E move
4.8%
Puts
Pseudo strike
81.50
IV
41.1%
B/E move
4.9%

50Δ

Calls
Pseudo strike
82.51
IV
32.0%
B/E move
4.3%
Puts
Pseudo strike
82.65
IV
39.9%
B/E move
4.1%

55Δ

Calls
Pseudo strike
81.57
IV
32.6%
B/E move
3.7%
Puts
Pseudo strike
83.81
IV
38.7%
B/E move
3.3%

60Δ

Calls
Pseudo strike
80.63
IV
33.1%
B/E move
3.2%
Puts
Pseudo strike
84.96
IV
37.5%
B/E move
2.5%

65Δ

Calls
Pseudo strike
79.55
IV
34.0%
B/E move
2.7%
Puts
Pseudo strike
86.33
IV
37.6%
B/E move
2.1%

70Δ

Calls
Pseudo strike
78.16
IV
35.5%
B/E move
2.3%
Puts
Pseudo strike
87.70
IV
37.8%
B/E move
1.6%

75Δ

Calls
Pseudo strike
76.78
IV
37.1%
B/E move
1.9%
Puts
Pseudo strike
89.07
IV
37.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
75.40
IV
38.6%
B/E move
1.6%
Puts
Pseudo strike
91.34
IV
40.6%
B/E move
0.8%

Options history

No recorded observations