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Stitch Fix, Inc. Class A Common Stock SFIX

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Market dataready · fetched 2026-11-12T00:48:31.356Z

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 · 2026-11-11T21:00:08.082862532Z

FundamentalsSEC EDGAR · ready · as of 2026-08-01 · fetched 2026-11-12T00:48:30.900372+00:00

Share price$2.89
1D+1.0%
AH$2.84$2.86$2.88$2.90$2.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSFIX
Sold putSold callAH

Stitch Fix, Inc. Class A Common Stock options

Live interpolated SFIX call and put midpoint premiums by absolute delta.Stitch Fix, Inc. Class A Common Stock$0.04$0.50$0.96$1.42$1.87$2.06$2.47$2.88$3.30$3.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SFIX spot · $2.89SFIX PRICE$0.09$0.12$0.14$0.17$0.19$0.22$0.24$0.27$0.29$0.32$0.34$0.37$0.40$0.12$0.26$0.39$0.53$0.66$0.80$0.93$1.07$1.20$1.34$1.47$1.61$1.74
PutsExpensive1.27×
CallsExpensive1.15×
SkewBearish+2.91 pp
Implied moveBearish±$1.18
TiltBearish58.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.58191.9%61.7%2.59113.1%14.7%
25Δ4.42184.4%57.1%2.75119.2%13.8%
30Δ4.26176.9%52.5%2.91125.3%12.8%
35Δ4.11169.3%47.9%3.07131.4%11.8%
40Δ3.95161.8%43.3%3.24137.5%10.9%
45Δ3.79154.3%38.7%3.40143.6%9.9%
50Δ3.63146.8%34.1%3.56149.7%9.0%
55Δ3.47139.3%29.5%3.73155.8%8.0%
60Δ3.32131.8%24.9%3.89161.9%7.1%
65Δ3.16124.2%20.4%4.05168.0%6.1%
70Δ3.00116.7%15.8%4.21174.1%5.1%
75Δ2.84109.2%11.2%4.38180.2%4.2%
80Δ2.68101.7%6.6%4.54186.3%3.2%

20Δ

Calls
Pseudo strike
4.58
IV
191.9%
B/E move
61.7%
Puts
Pseudo strike
2.59
IV
113.1%
B/E move
14.7%

25Δ

Calls
Pseudo strike
4.42
IV
184.4%
B/E move
57.1%
Puts
Pseudo strike
2.75
IV
119.2%
B/E move
13.8%

30Δ

Calls
Pseudo strike
4.26
IV
176.9%
B/E move
52.5%
Puts
Pseudo strike
2.91
IV
125.3%
B/E move
12.8%

35Δ

Calls
Pseudo strike
4.11
IV
169.3%
B/E move
47.9%
Puts
Pseudo strike
3.07
IV
131.4%
B/E move
11.8%

40Δ

Calls
Pseudo strike
3.95
IV
161.8%
B/E move
43.3%
Puts
Pseudo strike
3.24
IV
137.5%
B/E move
10.9%

45Δ

Calls
Pseudo strike
3.79
IV
154.3%
B/E move
38.7%
Puts
Pseudo strike
3.40
IV
143.6%
B/E move
9.9%

50Δ

Calls
Pseudo strike
3.63
IV
146.8%
B/E move
34.1%
Puts
Pseudo strike
3.56
IV
149.7%
B/E move
9.0%

55Δ

Calls
Pseudo strike
3.47
IV
139.3%
B/E move
29.5%
Puts
Pseudo strike
3.73
IV
155.8%
B/E move
8.0%

60Δ

Calls
Pseudo strike
3.32
IV
131.8%
B/E move
24.9%
Puts
Pseudo strike
3.89
IV
161.9%
B/E move
7.1%

65Δ

Calls
Pseudo strike
3.16
IV
124.2%
B/E move
20.4%
Puts
Pseudo strike
4.05
IV
168.0%
B/E move
6.1%

70Δ

Calls
Pseudo strike
3.00
IV
116.7%
B/E move
15.8%
Puts
Pseudo strike
4.21
IV
174.1%
B/E move
5.1%

75Δ

Calls
Pseudo strike
2.84
IV
109.2%
B/E move
11.2%
Puts
Pseudo strike
4.38
IV
180.2%
B/E move
4.2%

80Δ

Calls
Pseudo strike
2.68
IV
101.7%
B/E move
6.6%
Puts
Pseudo strike
4.54
IV
186.3%
B/E move
3.2%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations