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Sally Beauty Holdings, Inc. SBH

CONSUMER CYCLICAL · SPECIALTY RETAIL
i

Market dataready · fetched 2026-11-12T02:58:21.806Z

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 · 2026-11-12T00:00:00.003719909Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:58:21.462934+00:00

Share price$19.22
1D-7.0%
AH$18.72$19.24$19.77$20.29$20.815:30 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.$0.34$0.79$1.25$1.71$2.17$13.61$15.86$18.12$20.37$22.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SBH spot · $19.22SBH PRICE$0.50$0.38$0.54$0.69$0.85$1.00$1.15$1.31$1.46$1.61$1.77$0.59$0.63$0.67$0.70$0.74$0.78$0.82$0.85$0.89$0.93$0.96$1.42$2.04
PutsExpensive2.16×
Calls——
Skew——
Implied moveBalanced±$1.66
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.88170.1%32.1%11.92309.2%41.0%
25Δ12.71283.1%37.2%
30Δ13.49257.1%33.3%
35Δ19.9454.1%5.8%14.28231.1%29.4%
40Δ19.7055.0%5.3%15.06205.0%25.5%
45Δ19.4555.9%4.8%15.85179.0%21.6%
50Δ19.2056.8%4.3%16.63153.0%17.7%
55Δ18.9557.7%3.8%17.42126.9%13.8%
60Δ18.7158.6%3.3%18.20100.9%9.9%
65Δ18.4659.5%2.8%18.9974.8%6.0%
70Δ18.2160.4%2.3%19.7748.8%2.1%
75Δ17.9661.2%1.9%20.4647.1%0.9%
80Δ17.7162.1%1.4%21.1255.2%0.7%

20Δ

Calls
Pseudo strike
24.88
IV
170.1%
B/E move
32.1%
Puts
Pseudo strike
11.92
IV
309.2%
B/E move
41.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.71
IV
283.1%
B/E move
37.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.49
IV
257.1%
B/E move
33.3%

35Δ

Calls
Pseudo strike
19.94
IV
54.1%
B/E move
5.8%
Puts
Pseudo strike
14.28
IV
231.1%
B/E move
29.4%

40Δ

Calls
Pseudo strike
19.70
IV
55.0%
B/E move
5.3%
Puts
Pseudo strike
15.06
IV
205.0%
B/E move
25.5%

45Δ

Calls
Pseudo strike
19.45
IV
55.9%
B/E move
4.8%
Puts
Pseudo strike
15.85
IV
179.0%
B/E move
21.6%

50Δ

Calls
Pseudo strike
19.20
IV
56.8%
B/E move
4.3%
Puts
Pseudo strike
16.63
IV
153.0%
B/E move
17.7%

55Δ

Calls
Pseudo strike
18.95
IV
57.7%
B/E move
3.8%
Puts
Pseudo strike
17.42
IV
126.9%
B/E move
13.8%

60Δ

Calls
Pseudo strike
18.71
IV
58.6%
B/E move
3.3%
Puts
Pseudo strike
18.20
IV
100.9%
B/E move
9.9%

65Δ

Calls
Pseudo strike
18.46
IV
59.5%
B/E move
2.8%
Puts
Pseudo strike
18.99
IV
74.8%
B/E move
6.0%

70Δ

Calls
Pseudo strike
18.21
IV
60.4%
B/E move
2.3%
Puts
Pseudo strike
19.77
IV
48.8%
B/E move
2.1%

75Δ

Calls
Pseudo strike
17.96
IV
61.2%
B/E move
1.9%
Puts
Pseudo strike
20.46
IV
47.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
17.71
IV
62.1%
B/E move
1.4%
Puts
Pseudo strike
21.12
IV
55.2%
B/E move
0.7%

Options history

IV · four-Friday blend53.15%
Daily EOD
SBH49.1%53.0%56.9%2026-10-19: 51.72%2026-10-20: 51.55%2026-10-21: 53.79%2026-10-22: 53.96%2026-10-23: 54.64%2026-10-26: 53.93%2026-10-27: 51.61%2026-10-28: 49.64%2026-10-29: 56.41%2026-10-30: 53.15%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
51.72%
51.55%
53.79%
53.96%
54.64%
53.93%
51.61%
49.64%
56.41%
53.15%