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Stitch Fix SFIX

CONSUMER CYCLICAL · APPAREL RETAIL
i

Market dataready · fetched 2026-10-22T22:44:20.733Z

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 · 2026-10-22T22:02:03.96846362Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-22T22:44:20.282651+00:00

Share price$2.72
1D+6.7%
AH$2.53$2.59$2.64$2.70$2.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSFIX
Sold putSold callAH

Stitch Fix options

Live interpolated SFIX call and put midpoint premiums by absolute delta.Stitch Fix$0.04$0.61$1.18$1.76$2.33$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESFIX PRICE$0.40$0.50$0.10$0.12$0.14$0.30$0.51$0.71$0.92$1.13$1.34$1.54$1.75$1.96$2.17
PutsExpensive1.33×
CallsCheap0.70×
SkewBearish+49.89 pp
Implied move——
TiltBearish86.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.18107.3%23.7%
25Δ2.3297.3%19.2%
30Δ2.4687.4%14.8%
35Δ2.6790.5%12.8%
40Δ2.9198.7%11.8%
45Δ3.14106.9%10.8%
50Δ3.38115.0%9.7%
55Δ3.61123.2%8.7%
60Δ3.85131.4%7.6%
65Δ4.08139.6%6.6%
70Δ4.32147.8%5.6%
75Δ2.4268.2%3.4%4.55155.9%4.5%
80Δ2.3072.8%2.8%4.79164.1%3.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.18
IV
107.3%
B/E move
23.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.32
IV
97.3%
B/E move
19.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.46
IV
87.4%
B/E move
14.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.67
IV
90.5%
B/E move
12.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.91
IV
98.7%
B/E move
11.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.14
IV
106.9%
B/E move
10.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.38
IV
115.0%
B/E move
9.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.61
IV
123.2%
B/E move
8.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.85
IV
131.4%
B/E move
7.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.08
IV
139.6%
B/E move
6.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.32
IV
147.8%
B/E move
5.6%

75Δ

Calls
Pseudo strike
2.42
IV
68.2%
B/E move
3.4%
Puts
Pseudo strike
4.55
IV
155.9%
B/E move
4.5%

80Δ

Calls
Pseudo strike
2.30
IV
72.8%
B/E move
2.8%
Puts
Pseudo strike
4.79
IV
164.1%
B/E move
3.5%

Options history

No recorded observations