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Boston Beer Company SAM

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Market datapartial · fetched 2026-10-22T21:03:13.179Z

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 · 2026-10-22T20:10:00.001245969Z

FundamentalsAlpha Vantage · unavailable

Share price$195.72
1D+7.1%
AH$182$186$190$194$1985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSAM
Sold putSold callAH

Boston Beer Company options

Live interpolated SAM call and put midpoint premiums by absolute delta.Boston Beer Company$2.06$9.04$16.03$23.02$30.01$153.05$172.69$192.32$211.96$231.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SAM spot · $195.72SAM PRICE$2.81$3.82$4.92$6.08$7.57$9.06$10.25$11.13$13.95$16.73$19.23$21.71$25.93$3.50$5.09$5.85$7.07$8.88$11.22$13.01$14.87$16.78$18.69$21.25$24.05$27.99
PutsExpensive1.58×
CallsExpensive1.36×
SkewNeutral-0.24 pp
Implied moveBearish±$23.26
TiltBearish7.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ222.2547.9%15.0%175.1752.7%12.3%
25Δ217.6848.8%13.2%178.6656.3%11.3%
30Δ213.5249.5%11.6%183.7451.7%9.1%
35Δ209.4450.2%10.1%187.8050.0%7.7%
40Δ205.8151.2%9.0%191.3351.4%6.8%
45Δ202.1752.1%7.9%194.8754.4%6.2%
50Δ198.5050.9%6.7%198.5653.5%5.2%
55Δ194.7747.1%5.2%202.1252.2%4.3%
60Δ191.1551.4%4.8%205.5950.6%3.5%
65Δ187.2354.0%4.2%209.0749.1%2.7%
70Δ183.3154.4%3.5%212.8547.9%2.1%
75Δ179.3253.5%2.7%216.7446.9%1.5%
80Δ174.0855.9%2.2%221.6847.1%1.0%

20Δ

Calls
Pseudo strike
222.25
IV
47.9%
B/E move
15.0%
Puts
Pseudo strike
175.17
IV
52.7%
B/E move
12.3%

25Δ

Calls
Pseudo strike
217.68
IV
48.8%
B/E move
13.2%
Puts
Pseudo strike
178.66
IV
56.3%
B/E move
11.3%

30Δ

Calls
Pseudo strike
213.52
IV
49.5%
B/E move
11.6%
Puts
Pseudo strike
183.74
IV
51.7%
B/E move
9.1%

35Δ

Calls
Pseudo strike
209.44
IV
50.2%
B/E move
10.1%
Puts
Pseudo strike
187.80
IV
50.0%
B/E move
7.7%

40Δ

Calls
Pseudo strike
205.81
IV
51.2%
B/E move
9.0%
Puts
Pseudo strike
191.33
IV
51.4%
B/E move
6.8%

45Δ

Calls
Pseudo strike
202.17
IV
52.1%
B/E move
7.9%
Puts
Pseudo strike
194.87
IV
54.4%
B/E move
6.2%

50Δ

Calls
Pseudo strike
198.50
IV
50.9%
B/E move
6.7%
Puts
Pseudo strike
198.56
IV
53.5%
B/E move
5.2%

55Δ

Calls
Pseudo strike
194.77
IV
47.1%
B/E move
5.2%
Puts
Pseudo strike
202.12
IV
52.2%
B/E move
4.3%

60Δ

Calls
Pseudo strike
191.15
IV
51.4%
B/E move
4.8%
Puts
Pseudo strike
205.59
IV
50.6%
B/E move
3.5%

65Δ

Calls
Pseudo strike
187.23
IV
54.0%
B/E move
4.2%
Puts
Pseudo strike
209.07
IV
49.1%
B/E move
2.7%

70Δ

Calls
Pseudo strike
183.31
IV
54.4%
B/E move
3.5%
Puts
Pseudo strike
212.85
IV
47.9%
B/E move
2.1%

75Δ

Calls
Pseudo strike
179.32
IV
53.5%
B/E move
2.7%
Puts
Pseudo strike
216.74
IV
46.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
174.08
IV
55.9%
B/E move
2.2%
Puts
Pseudo strike
221.68
IV
47.1%
B/E move
1.0%

Options history

No recorded observations