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Shake Shack Inc SHAK

CONSUMER CYCLICAL · RESTAURANTS
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Market dataready · fetched 2026-10-16T00:19:49.399Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.003254216Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:19:48.893038+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$0.89$5.74$10.58$15.42$20.27$50.96$60.24$69.52$78.80$88.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHAK spot · $70.61SHAK PRICE$1.42$1.89$2.37$2.97$3.56$4.23$4.98$5.73$6.66$7.66$8.66$10.18$11.76$1.83$2.45$3.08$3.88$4.69$5.59$6.72$7.86$9.22$10.71$12.60$15.46$18.87
PutsExpensive1.37×
CallsExpensive1.24×
SkewBearish+3.64 pp
Implied moveBearish±$11.70
TiltBearish17.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.2862.5%22.8%60.7765.9%16.5%
25Δ82.6162.3%19.7%62.8965.5%14.4%
30Δ80.0162.0%16.7%65.0165.2%12.3%
35Δ78.0062.2%14.7%66.8665.0%10.8%
40Δ75.9962.3%12.7%68.7064.8%9.3%
45Δ74.0962.4%10.9%70.5664.8%8.0%
50Δ72.3062.5%9.5%72.4565.2%6.9%
55Δ70.5162.6%8.0%74.3465.7%5.8%
60Δ68.7362.7%6.8%76.3865.8%4.9%
65Δ66.9562.7%5.7%78.5165.8%4.0%
70Δ65.1762.8%4.6%80.9966.8%3.1%
75Δ63.0463.8%3.7%84.3170.0%2.5%
80Δ60.8764.8%2.9%88.2072.3%1.8%

20Δ

Calls
Pseudo strike
85.28
IV
62.5%
B/E move
22.8%
Puts
Pseudo strike
60.77
IV
65.9%
B/E move
16.5%

25Δ

Calls
Pseudo strike
82.61
IV
62.3%
B/E move
19.7%
Puts
Pseudo strike
62.89
IV
65.5%
B/E move
14.4%

30Δ

Calls
Pseudo strike
80.01
IV
62.0%
B/E move
16.7%
Puts
Pseudo strike
65.01
IV
65.2%
B/E move
12.3%

35Δ

Calls
Pseudo strike
78.00
IV
62.2%
B/E move
14.7%
Puts
Pseudo strike
66.86
IV
65.0%
B/E move
10.8%

40Δ

Calls
Pseudo strike
75.99
IV
62.3%
B/E move
12.7%
Puts
Pseudo strike
68.70
IV
64.8%
B/E move
9.3%

45Δ

Calls
Pseudo strike
74.09
IV
62.4%
B/E move
10.9%
Puts
Pseudo strike
70.56
IV
64.8%
B/E move
8.0%

50Δ

Calls
Pseudo strike
72.30
IV
62.5%
B/E move
9.5%
Puts
Pseudo strike
72.45
IV
65.2%
B/E move
6.9%

55Δ

Calls
Pseudo strike
70.51
IV
62.6%
B/E move
8.0%
Puts
Pseudo strike
74.34
IV
65.7%
B/E move
5.8%

60Δ

Calls
Pseudo strike
68.73
IV
62.7%
B/E move
6.8%
Puts
Pseudo strike
76.38
IV
65.8%
B/E move
4.9%

65Δ

Calls
Pseudo strike
66.95
IV
62.7%
B/E move
5.7%
Puts
Pseudo strike
78.51
IV
65.8%
B/E move
4.0%

70Δ

Calls
Pseudo strike
65.17
IV
62.8%
B/E move
4.6%
Puts
Pseudo strike
80.99
IV
66.8%
B/E move
3.1%

75Δ

Calls
Pseudo strike
63.04
IV
63.8%
B/E move
3.7%
Puts
Pseudo strike
84.31
IV
70.0%
B/E move
2.5%

80Δ

Calls
Pseudo strike
60.87
IV
64.8%
B/E move
2.9%
Puts
Pseudo strike
88.20
IV
72.3%
B/E move
1.8%