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Sally Beauty Holdings, Inc. SBH

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Market datapartial · fetched 2026-10-22T23:21:19.522Z

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 · 2026-10-22T23:00:00.002737931Z

FundamentalsAlpha Vantage · unavailable

Share price$17.62
1D+7.4%
AH$16.30$16.67$17.04$17.40$17.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSBH
Sold putSold callAH

Sally Beauty Holdings, Inc. options

Live interpolated SBH call and put midpoint premiums by absolute delta.Sally Beauty Holdings, Inc.$0.17$2.69$5.20$7.72$10.24$12.32$15.00$17.67$20.35$23.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SBH spot · $17.62SBH PRICE$0.47$0.44$0.53$0.66$0.79$0.92$1.05$1.18$2.25$3.46$4.67$5.88$7.09$0.48$0.63$0.78$0.93$1.08$1.29$1.83$2.36$2.90$3.59$4.71$6.34$9.52
PutsExpensive2.28×
CallsExpensive2.12×
SkewBullish-2.16 pp
Implied moveBearish±$2.88
TiltBearish10.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.1296.2%33.9%15.0378.2%17.4%
25Δ20.4866.1%18.7%15.5475.6%15.4%
30Δ19.6559.3%14.6%16.0572.9%13.3%
35Δ19.2358.7%12.9%16.5670.2%11.3%
40Δ18.8158.1%11.3%17.0767.5%9.2%
45Δ18.3957.6%9.6%17.6066.4%7.4%
50Δ17.9757.0%8.0%18.2473.1%6.8%
55Δ17.5556.5%6.3%18.8879.8%6.2%
60Δ16.3777.9%5.7%19.5286.5%5.7%
65Δ15.08102.6%5.2%20.3293.6%5.0%
70Δ13.79127.4%4.8%21.56102.1%4.3%
75Δ12.49152.1%4.3%23.31115.7%3.7%
80Δ11.20176.8%3.8%26.60136.7%3.1%

20Δ

Calls
Pseudo strike
23.12
IV
96.2%
B/E move
33.9%
Puts
Pseudo strike
15.03
IV
78.2%
B/E move
17.4%

25Δ

Calls
Pseudo strike
20.48
IV
66.1%
B/E move
18.7%
Puts
Pseudo strike
15.54
IV
75.6%
B/E move
15.4%

30Δ

Calls
Pseudo strike
19.65
IV
59.3%
B/E move
14.6%
Puts
Pseudo strike
16.05
IV
72.9%
B/E move
13.3%

35Δ

Calls
Pseudo strike
19.23
IV
58.7%
B/E move
12.9%
Puts
Pseudo strike
16.56
IV
70.2%
B/E move
11.3%

40Δ

Calls
Pseudo strike
18.81
IV
58.1%
B/E move
11.3%
Puts
Pseudo strike
17.07
IV
67.5%
B/E move
9.2%

45Δ

Calls
Pseudo strike
18.39
IV
57.6%
B/E move
9.6%
Puts
Pseudo strike
17.60
IV
66.4%
B/E move
7.4%

50Δ

Calls
Pseudo strike
17.97
IV
57.0%
B/E move
8.0%
Puts
Pseudo strike
18.24
IV
73.1%
B/E move
6.8%

55Δ

Calls
Pseudo strike
17.55
IV
56.5%
B/E move
6.3%
Puts
Pseudo strike
18.88
IV
79.8%
B/E move
6.2%

60Δ

Calls
Pseudo strike
16.37
IV
77.9%
B/E move
5.7%
Puts
Pseudo strike
19.52
IV
86.5%
B/E move
5.7%

65Δ

Calls
Pseudo strike
15.08
IV
102.6%
B/E move
5.2%
Puts
Pseudo strike
20.32
IV
93.6%
B/E move
5.0%

70Δ

Calls
Pseudo strike
13.79
IV
127.4%
B/E move
4.8%
Puts
Pseudo strike
21.56
IV
102.1%
B/E move
4.3%

75Δ

Calls
Pseudo strike
12.49
IV
152.1%
B/E move
4.3%
Puts
Pseudo strike
23.31
IV
115.7%
B/E move
3.7%

80Δ

Calls
Pseudo strike
11.20
IV
176.8%
B/E move
3.8%
Puts
Pseudo strike
26.60
IV
136.7%
B/E move
3.1%

Options history

No recorded observations