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Shake Shack Inc SHAK

CONSUMER CYCLICAL · RESTAURANTS
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Market dataready · fetched 2026-10-15T20:04:40.207Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:03.974864989Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:56:54.862119+00:00

Share price$70.61
1D+2.2%
AH$68.75$69.30$69.86$70.41$70.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSHAK
Sold putSold callAH

Shake Shack Inc options

Live interpolated SHAK call and put midpoint premiums by absolute delta.Shake Shack Inc$0.03$1.88$3.74$5.59$7.45$66.66$68.55$70.44$72.33$74.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $70.61OPTION PRICELive SHAK spot · $70.61SHAK PRICE$0.23$0.28$0.36$0.44$0.52$0.63$0.78$0.93$1.07$1.32$1.66$2.11$6.91$0.31$0.41$0.46$0.47$0.68$0.96$1.25$1.62$2.27$2.70$3.04$3.84$4.67
PutsExpensive2.33×
CallsCheap0.80×
SkewBearish+24.82 pp
Implied moveBearish±$2.03
TiltBearish13.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.4856.4%3.0%68.4471.5%3.5%
25Δ71.9652.2%2.3%68.8672.9%3.1%
30Δ71.6851.3%2.0%69.3465.8%2.5%
35Δ71.4050.4%1.7%69.8554.2%1.7%
40Δ71.1249.5%1.5%70.2057.9%1.5%
45Δ70.8649.8%1.3%70.4968.1%1.5%
50Δ70.6251.2%1.1%70.7878.3%1.5%
55Δ70.3752.6%1.0%71.1590.3%1.5%
60Δ70.1354.0%0.8%71.79108.1%1.5%
65Δ69.8057.3%0.7%72.36112.3%1.3%
70Δ69.4062.6%0.6%72.90109.9%1.1%
75Δ68.8969.6%0.6%73.82119.3%0.9%
80Δ64.05153.7%0.5%74.79124.8%0.7%

20Δ

Calls
Pseudo strike
72.48
IV
56.4%
B/E move
3.0%
Puts
Pseudo strike
68.44
IV
71.5%
B/E move
3.5%

25Δ

Calls
Pseudo strike
71.96
IV
52.2%
B/E move
2.3%
Puts
Pseudo strike
68.86
IV
72.9%
B/E move
3.1%

30Δ

Calls
Pseudo strike
71.68
IV
51.3%
B/E move
2.0%
Puts
Pseudo strike
69.34
IV
65.8%
B/E move
2.5%

35Δ

Calls
Pseudo strike
71.40
IV
50.4%
B/E move
1.7%
Puts
Pseudo strike
69.85
IV
54.2%
B/E move
1.7%

40Δ

Calls
Pseudo strike
71.12
IV
49.5%
B/E move
1.5%
Puts
Pseudo strike
70.20
IV
57.9%
B/E move
1.5%

45Δ

Calls
Pseudo strike
70.86
IV
49.8%
B/E move
1.3%
Puts
Pseudo strike
70.49
IV
68.1%
B/E move
1.5%

50Δ

Calls
Pseudo strike
70.62
IV
51.2%
B/E move
1.1%
Puts
Pseudo strike
70.78
IV
78.3%
B/E move
1.5%

55Δ

Calls
Pseudo strike
70.37
IV
52.6%
B/E move
1.0%
Puts
Pseudo strike
71.15
IV
90.3%
B/E move
1.5%

60Δ

Calls
Pseudo strike
70.13
IV
54.0%
B/E move
0.8%
Puts
Pseudo strike
71.79
IV
108.1%
B/E move
1.5%

65Δ

Calls
Pseudo strike
69.80
IV
57.3%
B/E move
0.7%
Puts
Pseudo strike
72.36
IV
112.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
69.40
IV
62.6%
B/E move
0.6%
Puts
Pseudo strike
72.90
IV
109.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
68.89
IV
69.6%
B/E move
0.6%
Puts
Pseudo strike
73.82
IV
119.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
64.05
IV
153.7%
B/E move
0.5%
Puts
Pseudo strike
74.79
IV
124.8%
B/E move
0.7%