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Boston Beer Company SAM

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Market datapartial · fetched 2026-10-22T16:34:47.116Z

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 · 2026-10-22T16:34:39.212466532Z

FundamentalsAlpha Vantage · unavailable

Share price$191.05
1D+4.3%
$182$184$187$189$1925:30 AM6:30 AM9:00 AM1:00 PMSAM
Sold putSold call

Boston Beer Company options

Live interpolated SAM call and put midpoint premiums by absolute delta.Boston Beer Company$1.70$11.41$21.12$30.83$40.54$153.49$171.08$188.68$206.27$223.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SAM spot · $191.05SAM PRICE$2.75$3.68$4.73$5.90$7.07$8.44$9.92$11.52$13.45$14.77$15.50$17.57$20.98$3.62$5.48$6.12$7.70$9.54$11.10$13.62$15.86$18.29$21.00$23.96$30.81$37.74
PutsExpensive1.76×
CallsExpensive1.32×
SkewBearish+8.78 pp
Implied moveBearish±$23.54
TiltBearish20.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ216.9247.7%15.0%169.9855.8%12.9%
25Δ212.3248.4%13.1%173.2861.1%12.2%
30Δ208.1348.9%11.4%178.7155.1%9.7%
35Δ204.3549.3%10.0%182.8354.9%8.3%
40Δ200.5749.7%8.7%186.3856.5%7.4%
45Δ197.0349.9%7.5%190.2455.1%6.2%
50Δ193.5750.1%6.5%194.1756.9%5.5%
55Δ190.1650.3%5.6%198.0556.7%4.6%
60Δ186.7050.8%4.8%202.0456.0%3.8%
65Δ183.6848.7%3.9%206.1455.3%3.1%
70Δ181.0844.2%2.9%210.4655.0%2.4%
75Δ177.7443.2%2.2%218.1260.0%2.0%
80Δ173.4945.1%1.8%226.0262.4%1.4%

20Δ

Calls
Pseudo strike
216.92
IV
47.7%
B/E move
15.0%
Puts
Pseudo strike
169.98
IV
55.8%
B/E move
12.9%

25Δ

Calls
Pseudo strike
212.32
IV
48.4%
B/E move
13.1%
Puts
Pseudo strike
173.28
IV
61.1%
B/E move
12.2%

30Δ

Calls
Pseudo strike
208.13
IV
48.9%
B/E move
11.4%
Puts
Pseudo strike
178.71
IV
55.1%
B/E move
9.7%

35Δ

Calls
Pseudo strike
204.35
IV
49.3%
B/E move
10.0%
Puts
Pseudo strike
182.83
IV
54.9%
B/E move
8.3%

40Δ

Calls
Pseudo strike
200.57
IV
49.7%
B/E move
8.7%
Puts
Pseudo strike
186.38
IV
56.5%
B/E move
7.4%

45Δ

Calls
Pseudo strike
197.03
IV
49.9%
B/E move
7.5%
Puts
Pseudo strike
190.24
IV
55.1%
B/E move
6.2%

50Δ

Calls
Pseudo strike
193.57
IV
50.1%
B/E move
6.5%
Puts
Pseudo strike
194.17
IV
56.9%
B/E move
5.5%

55Δ

Calls
Pseudo strike
190.16
IV
50.3%
B/E move
5.6%
Puts
Pseudo strike
198.05
IV
56.7%
B/E move
4.6%

60Δ

Calls
Pseudo strike
186.70
IV
50.8%
B/E move
4.8%
Puts
Pseudo strike
202.04
IV
56.0%
B/E move
3.8%

65Δ

Calls
Pseudo strike
183.68
IV
48.7%
B/E move
3.9%
Puts
Pseudo strike
206.14
IV
55.3%
B/E move
3.1%

70Δ

Calls
Pseudo strike
181.08
IV
44.2%
B/E move
2.9%
Puts
Pseudo strike
210.46
IV
55.0%
B/E move
2.4%

75Δ

Calls
Pseudo strike
177.74
IV
43.2%
B/E move
2.2%
Puts
Pseudo strike
218.12
IV
60.0%
B/E move
2.0%

80Δ

Calls
Pseudo strike
173.49
IV
45.1%
B/E move
1.8%
Puts
Pseudo strike
226.02
IV
62.4%
B/E move
1.4%

Options history

No recorded observations