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PriceSmart, Inc. Common Stock PSMT

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Market dataready · fetched 2026-11-12T02:42:18.571Z

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 · 2026-11-11T21:00:01.190287464Z

FundamentalsSEC EDGAR · ready · as of 2026-08-31 · fetched 2026-11-12T02:42:18.200179+00:00

Share price$166.50
1D-0.5%
AH$163.80$164.73$165.67$166.60$167.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPSMT
Sold putSold callAH

PriceSmart, Inc. Common Stock options

Live interpolated PSMT call and put midpoint premiums by absolute delta.PriceSmart, Inc. Common Stock$2.26$4.05$5.84$7.63$9.42$153.23$159.97$166.71$173.45$180.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSMT spot · $166.50PSMT PRICE$2.45$2.45$2.45$2.47$2.65$3.06$3.47$3.88$4.40$5.33$6.26$7.19$8.41$2.45$2.45$2.46$2.53$2.59$3.11$3.78$4.45$5.12$5.90$6.90$7.90$8.90
PutsExpensive1.22×
CallsExpensive1.06×
SkewBullish-1.63 pp
Implied moveBearish±$7.25
TiltBearish3.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ189.6391.0%15.4%151.1380.6%10.7%
25Δ179.7967.1%9.5%156.8161.7%7.3%
30Δ174.6052.4%6.3%160.5048.9%5.1%
35Δ171.6642.7%4.6%162.5141.5%3.9%
40Δ169.4836.6%3.4%164.5234.2%2.7%
45Δ168.3035.4%2.9%165.8632.8%2.3%
50Δ167.1134.1%2.5%167.0033.3%2.0%
55Δ165.9332.8%2.0%168.1333.8%1.7%
60Δ164.7232.0%1.6%169.2734.3%1.4%
65Δ163.4332.6%1.4%170.4834.5%1.2%
70Δ162.1433.3%1.1%171.8534.3%0.9%
75Δ160.8534.0%0.9%173.2234.0%0.7%
80Δ159.2934.7%0.7%174.5933.8%0.5%

20Δ

Calls
Pseudo strike
189.63
IV
91.0%
B/E move
15.4%
Puts
Pseudo strike
151.13
IV
80.6%
B/E move
10.7%

25Δ

Calls
Pseudo strike
179.79
IV
67.1%
B/E move
9.5%
Puts
Pseudo strike
156.81
IV
61.7%
B/E move
7.3%

30Δ

Calls
Pseudo strike
174.60
IV
52.4%
B/E move
6.3%
Puts
Pseudo strike
160.50
IV
48.9%
B/E move
5.1%

35Δ

Calls
Pseudo strike
171.66
IV
42.7%
B/E move
4.6%
Puts
Pseudo strike
162.51
IV
41.5%
B/E move
3.9%

40Δ

Calls
Pseudo strike
169.48
IV
36.6%
B/E move
3.4%
Puts
Pseudo strike
164.52
IV
34.2%
B/E move
2.7%

45Δ

Calls
Pseudo strike
168.30
IV
35.4%
B/E move
2.9%
Puts
Pseudo strike
165.86
IV
32.8%
B/E move
2.3%

50Δ

Calls
Pseudo strike
167.11
IV
34.1%
B/E move
2.5%
Puts
Pseudo strike
167.00
IV
33.3%
B/E move
2.0%

55Δ

Calls
Pseudo strike
165.93
IV
32.8%
B/E move
2.0%
Puts
Pseudo strike
168.13
IV
33.8%
B/E move
1.7%

60Δ

Calls
Pseudo strike
164.72
IV
32.0%
B/E move
1.6%
Puts
Pseudo strike
169.27
IV
34.3%
B/E move
1.4%

65Δ

Calls
Pseudo strike
163.43
IV
32.6%
B/E move
1.4%
Puts
Pseudo strike
170.48
IV
34.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
162.14
IV
33.3%
B/E move
1.1%
Puts
Pseudo strike
171.85
IV
34.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
160.85
IV
34.0%
B/E move
0.9%
Puts
Pseudo strike
173.22
IV
34.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
159.29
IV
34.7%
B/E move
0.7%
Puts
Pseudo strike
174.59
IV
33.8%
B/E move
0.5%

Options history

IV · four-Friday blend30.31%
Daily EOD
PSMT28.4%31.8%35.2%2026-10-19: 33.48%2026-10-20: 33.49%2026-10-21: 33.57%2026-10-22: 34.28%2026-10-23: 34.59%2026-10-26: 34.76%2026-10-27: 29.53%2026-10-28: 29.64%2026-10-29: 28.87%2026-10-30: 30.31%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.48%
33.49%
33.57%
34.28%
34.59%
34.76%
29.53%
29.64%
28.87%
30.31%