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Boston Beer Company SAM

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Market datapartial · fetched 2026-10-23T16:47:55.455Z

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 · 2026-10-23T16:47:40.310785275Z

FundamentalsAlpha Vantage · unavailable

Share price$197.80
1D-0.9%
$194$196$197$199$2015:30 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$1.51$7.07$12.64$18.20$23.77$153.39$172.15$190.90$209.66$228.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SAM spot · $197.80SAM PRICE$2.11$2.79$3.48$4.38$5.27$6.17$7.13$8.27$9.53$11.37$13.25$15.21$17.36$2.74$3.51$4.51$5.56$6.69$7.89$9.14$10.82$12.58$14.35$16.44$19.30$22.16
PutsExpensive1.08×
CallsCheap0.83×
SkewBearish+4.30 pp
Implied moveBearish±$16.27
TiltBearish12.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ216.9635.4%10.8%180.9242.3%9.9%
25Δ213.3135.2%9.3%185.1040.5%8.2%
30Δ209.7535.0%7.8%188.1940.5%7.1%
35Δ207.1234.9%6.9%191.1940.3%6.2%
40Δ204.5034.7%6.0%194.0740.0%5.3%
45Δ201.8734.6%5.2%196.8339.5%4.5%
50Δ199.3134.5%4.4%199.5439.0%3.7%
55Δ196.9434.3%3.7%202.3538.7%3.2%
60Δ194.5234.3%3.2%205.1838.6%2.6%
65Δ191.8535.5%2.7%208.0038.4%2.1%
70Δ189.1336.3%2.3%211.0638.3%1.6%
75Δ186.2936.2%1.9%214.7138.2%1.2%
80Δ183.3135.8%1.5%218.3638.2%0.8%

20Δ

Calls
Pseudo strike
216.96
IV
35.4%
B/E move
10.8%
Puts
Pseudo strike
180.92
IV
42.3%
B/E move
9.9%

25Δ

Calls
Pseudo strike
213.31
IV
35.2%
B/E move
9.3%
Puts
Pseudo strike
185.10
IV
40.5%
B/E move
8.2%

30Δ

Calls
Pseudo strike
209.75
IV
35.0%
B/E move
7.8%
Puts
Pseudo strike
188.19
IV
40.5%
B/E move
7.1%

35Δ

Calls
Pseudo strike
207.12
IV
34.9%
B/E move
6.9%
Puts
Pseudo strike
191.19
IV
40.3%
B/E move
6.2%

40Δ

Calls
Pseudo strike
204.50
IV
34.7%
B/E move
6.0%
Puts
Pseudo strike
194.07
IV
40.0%
B/E move
5.3%

45Δ

Calls
Pseudo strike
201.87
IV
34.6%
B/E move
5.2%
Puts
Pseudo strike
196.83
IV
39.5%
B/E move
4.5%

50Δ

Calls
Pseudo strike
199.31
IV
34.5%
B/E move
4.4%
Puts
Pseudo strike
199.54
IV
39.0%
B/E move
3.7%

55Δ

Calls
Pseudo strike
196.94
IV
34.3%
B/E move
3.7%
Puts
Pseudo strike
202.35
IV
38.7%
B/E move
3.2%

60Δ

Calls
Pseudo strike
194.52
IV
34.3%
B/E move
3.2%
Puts
Pseudo strike
205.18
IV
38.6%
B/E move
2.6%

65Δ

Calls
Pseudo strike
191.85
IV
35.5%
B/E move
2.7%
Puts
Pseudo strike
208.00
IV
38.4%
B/E move
2.1%

70Δ

Calls
Pseudo strike
189.13
IV
36.3%
B/E move
2.3%
Puts
Pseudo strike
211.06
IV
38.3%
B/E move
1.6%

75Δ

Calls
Pseudo strike
186.29
IV
36.2%
B/E move
1.9%
Puts
Pseudo strike
214.71
IV
38.2%
B/E move
1.2%

80Δ

Calls
Pseudo strike
183.31
IV
35.8%
B/E move
1.5%
Puts
Pseudo strike
218.36
IV
38.2%
B/E move
0.8%

Options history

No recorded observations