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POST HOLDINGS, INC. POST

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-11-12T00:46:15.422Z

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 · 2026-11-12T00:00:00.002677203Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T00:46:14.991103+00:00

Share price$80.83
1D+0.3%
AH$79.41$79.85$80.29$80.72$81.165:30 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.$0.70$2.84$4.98$7.11$9.25$70.05$75.27$80.49$85.72$90.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive POST spot · $80.83POST PRICE$0.93$1.27$1.61$1.96$2.35$2.75$3.14$3.53$4.10$4.75$5.39$6.04$6.68$1.20$1.57$1.94$2.31$2.68$3.13$3.81$4.49$5.16$5.84$6.74$7.69$8.64
PutsExpensive1.66×
CallsExpensive1.77×
SkewBearish+5.34 pp
Implied moveBearish±$6.95
TiltBearish10.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.7564.5%10.9%73.3577.4%10.7%
25Δ87.4666.2%9.8%75.0677.7%9.1%
30Δ86.1767.9%8.6%76.3874.9%7.9%
35Δ84.9069.4%7.5%77.7172.1%6.7%
40Δ83.7667.9%6.5%79.0369.3%5.5%
45Δ82.6266.5%5.6%80.3067.3%4.5%
50Δ81.4865.0%4.7%81.4367.5%4.0%
55Δ80.3463.5%3.8%82.5667.7%3.4%
60Δ79.2762.6%3.1%83.6967.9%2.9%
65Δ78.2361.8%2.7%84.8168.1%2.3%
70Δ77.1961.0%2.2%86.0766.8%1.9%
75Δ76.1560.2%1.7%87.3565.1%1.4%
80Δ75.1159.4%1.2%88.6363.4%1.0%

20Δ

Calls
Pseudo strike
88.75
IV
64.5%
B/E move
10.9%
Puts
Pseudo strike
73.35
IV
77.4%
B/E move
10.7%

25Δ

Calls
Pseudo strike
87.46
IV
66.2%
B/E move
9.8%
Puts
Pseudo strike
75.06
IV
77.7%
B/E move
9.1%

30Δ

Calls
Pseudo strike
86.17
IV
67.9%
B/E move
8.6%
Puts
Pseudo strike
76.38
IV
74.9%
B/E move
7.9%

35Δ

Calls
Pseudo strike
84.90
IV
69.4%
B/E move
7.5%
Puts
Pseudo strike
77.71
IV
72.1%
B/E move
6.7%

40Δ

Calls
Pseudo strike
83.76
IV
67.9%
B/E move
6.5%
Puts
Pseudo strike
79.03
IV
69.3%
B/E move
5.5%

45Δ

Calls
Pseudo strike
82.62
IV
66.5%
B/E move
5.6%
Puts
Pseudo strike
80.30
IV
67.3%
B/E move
4.5%

50Δ

Calls
Pseudo strike
81.48
IV
65.0%
B/E move
4.7%
Puts
Pseudo strike
81.43
IV
67.5%
B/E move
4.0%

55Δ

Calls
Pseudo strike
80.34
IV
63.5%
B/E move
3.8%
Puts
Pseudo strike
82.56
IV
67.7%
B/E move
3.4%

60Δ

Calls
Pseudo strike
79.27
IV
62.6%
B/E move
3.1%
Puts
Pseudo strike
83.69
IV
67.9%
B/E move
2.9%

65Δ

Calls
Pseudo strike
78.23
IV
61.8%
B/E move
2.7%
Puts
Pseudo strike
84.81
IV
68.1%
B/E move
2.3%

70Δ

Calls
Pseudo strike
77.19
IV
61.0%
B/E move
2.2%
Puts
Pseudo strike
86.07
IV
66.8%
B/E move
1.9%

75Δ

Calls
Pseudo strike
76.15
IV
60.2%
B/E move
1.7%
Puts
Pseudo strike
87.35
IV
65.1%
B/E move
1.4%

80Δ

Calls
Pseudo strike
75.11
IV
59.4%
B/E move
1.2%
Puts
Pseudo strike
88.63
IV
63.4%
B/E move
1.0%

Options history

IV · four-Friday blend35.70%
Daily EOD
POST31.8%33.9%36.1%2026-10-19: 34.08%2026-10-20: 32.07%2026-10-21: 33.69%2026-10-22: 33.71%2026-10-23: 33.51%2026-10-26: 34.63%2026-10-27: 33.38%2026-10-28: 35.80%2026-10-29: 34.97%2026-10-30: 35.70%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.08%
32.07%
33.69%
33.71%
33.51%
34.63%
33.38%
35.80%
34.97%
35.70%