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Boston Beer Company SAM

i

Market dataready · fetched 2026-11-12T00:44:38.515Z

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 · 2026-11-12T00:00:00.003783007Z

FundamentalsSEC EDGAR · ready · as of 2026-09-26 · fetched 2026-11-12T00:44:38.156781+00:00

Share price$219.16
1D+0.5%
AH$215$216$218$219$2215:30 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$1.04$5.08$9.12$13.15$17.19$199.43$209.57$219.72$229.87$240.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SAM spot · $219.16SAM PRICE$1.48$1.94$2.45$2.97$3.48$3.99$4.64$5.77$6.90$8.02$9.15$10.28$12.31$1.58$2.02$2.59$3.16$3.73$4.30$4.88$6.23$7.80$9.37$10.94$12.51$16.02
PutsCheap0.82×
CallsCheap0.73×
SkewBearish+1.34 pp
Implied moveBearish±$9.52
TiltBearish7.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ232.0039.3%6.5%207.7941.2%5.9%
25Δ229.1338.3%5.4%211.0337.1%4.6%
30Δ227.2237.5%4.8%212.7536.5%4.1%
35Δ225.3136.6%4.2%214.4735.9%3.6%
40Δ223.4135.8%3.5%216.1935.3%3.1%
45Δ221.5034.9%2.9%217.9134.7%2.5%
50Δ219.6434.4%2.3%219.6334.2%2.0%
55Δ217.9334.8%2.1%221.6135.3%1.7%
60Δ216.2235.3%1.8%223.6636.9%1.5%
65Δ214.5135.8%1.5%225.7238.5%1.3%
70Δ212.8036.3%1.3%227.7740.1%1.1%
75Δ211.0936.8%1.0%229.8241.7%0.8%
80Δ208.5638.3%0.8%233.7744.2%0.6%

20Δ

Calls
Pseudo strike
232.00
IV
39.3%
B/E move
6.5%
Puts
Pseudo strike
207.79
IV
41.2%
B/E move
5.9%

25Δ

Calls
Pseudo strike
229.13
IV
38.3%
B/E move
5.4%
Puts
Pseudo strike
211.03
IV
37.1%
B/E move
4.6%

30Δ

Calls
Pseudo strike
227.22
IV
37.5%
B/E move
4.8%
Puts
Pseudo strike
212.75
IV
36.5%
B/E move
4.1%

35Δ

Calls
Pseudo strike
225.31
IV
36.6%
B/E move
4.2%
Puts
Pseudo strike
214.47
IV
35.9%
B/E move
3.6%

40Δ

Calls
Pseudo strike
223.41
IV
35.8%
B/E move
3.5%
Puts
Pseudo strike
216.19
IV
35.3%
B/E move
3.1%

45Δ

Calls
Pseudo strike
221.50
IV
34.9%
B/E move
2.9%
Puts
Pseudo strike
217.91
IV
34.7%
B/E move
2.5%

50Δ

Calls
Pseudo strike
219.64
IV
34.4%
B/E move
2.3%
Puts
Pseudo strike
219.63
IV
34.2%
B/E move
2.0%

55Δ

Calls
Pseudo strike
217.93
IV
34.8%
B/E move
2.1%
Puts
Pseudo strike
221.61
IV
35.3%
B/E move
1.7%

60Δ

Calls
Pseudo strike
216.22
IV
35.3%
B/E move
1.8%
Puts
Pseudo strike
223.66
IV
36.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
214.51
IV
35.8%
B/E move
1.5%
Puts
Pseudo strike
225.72
IV
38.5%
B/E move
1.3%

70Δ

Calls
Pseudo strike
212.80
IV
36.3%
B/E move
1.3%
Puts
Pseudo strike
227.77
IV
40.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
211.09
IV
36.8%
B/E move
1.0%
Puts
Pseudo strike
229.82
IV
41.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
208.56
IV
38.3%
B/E move
0.8%
Puts
Pseudo strike
233.77
IV
44.2%
B/E move
0.6%

Options history

IV · four-Friday blend36.68%
Daily EOD
SAM34.6%41.0%47.5%2026-10-19: 46.59%2026-10-20: 44.95%2026-10-21: 46.05%2026-10-22: 45.60%2026-10-23: 37.90%2026-10-26: 36.55%2026-10-27: 37.19%2026-10-28: 35.44%2026-10-29: 36.80%2026-10-30: 36.68%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
46.59%
44.95%
46.05%
45.60%
37.90%
36.55%
37.19%
35.44%
36.80%
36.68%