IntraAlpha
Create free account Start free

Shoe Station Group, Inc. Common Stock SHOE

i

Market datapartial · fetched 2026-10-23T17:41:23.935Z

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 · 2026-10-23T17:40:23.755454683Z

FundamentalsAlpha Vantage · unavailable

Share price$14.08
1D+0.5%
$13.77$13.89$14.01$14.12$14.245:30 AM6:30 AM9:00 AM1:00 PMSHOE
Sold putSold call

Shoe Station Group, Inc. Common Stock options

Live interpolated SHOE call and put midpoint premiums by absolute delta.Shoe Station Group, Inc. Common Stock$0.30$1.42$2.54$3.66$4.78$10.05$12.11$14.17$16.23$18.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHOE spot · $14.08SHOE PRICE$0.42$0.52$0.61$0.71$0.81$0.94$1.15$1.36$1.57$1.78$2.00$2.25$2.76$0.42$0.52$0.71$0.91$1.10$1.30$1.49$1.69$2.10$2.61$3.13$3.64$4.46
PutsExpensive1.84×
CallsExpensive1.89×
SkewBullish-4.57 pp
Implied moveBearish±$2.64
TiltBearish17.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.56112.0%41.9%11.6887.9%20.0%
25Δ18.58105.0%35.7%12.4679.7%15.2%
30Δ17.6197.9%29.4%12.8879.2%13.6%
35Δ16.6490.9%23.2%13.2879.2%12.1%
40Δ15.6683.8%17.0%13.6879.1%10.7%
45Δ14.8779.2%12.3%14.0779.1%9.2%
50Δ14.4779.6%10.9%14.4779.1%7.8%
55Δ14.0680.1%9.5%14.8779.0%6.4%
60Δ13.6680.5%8.2%15.4381.1%5.3%
65Δ13.2581.0%6.8%16.0584.1%4.5%
70Δ12.8581.5%5.4%16.6887.1%3.7%
75Δ12.4182.0%4.1%17.3190.1%2.9%
80Δ11.7882.9%3.3%18.2392.2%2.2%

20Δ

Calls
Pseudo strike
19.56
IV
112.0%
B/E move
41.9%
Puts
Pseudo strike
11.68
IV
87.9%
B/E move
20.0%

25Δ

Calls
Pseudo strike
18.58
IV
105.0%
B/E move
35.7%
Puts
Pseudo strike
12.46
IV
79.7%
B/E move
15.2%

30Δ

Calls
Pseudo strike
17.61
IV
97.9%
B/E move
29.4%
Puts
Pseudo strike
12.88
IV
79.2%
B/E move
13.6%

35Δ

Calls
Pseudo strike
16.64
IV
90.9%
B/E move
23.2%
Puts
Pseudo strike
13.28
IV
79.2%
B/E move
12.1%

40Δ

Calls
Pseudo strike
15.66
IV
83.8%
B/E move
17.0%
Puts
Pseudo strike
13.68
IV
79.1%
B/E move
10.7%

45Δ

Calls
Pseudo strike
14.87
IV
79.2%
B/E move
12.3%
Puts
Pseudo strike
14.07
IV
79.1%
B/E move
9.2%

50Δ

Calls
Pseudo strike
14.47
IV
79.6%
B/E move
10.9%
Puts
Pseudo strike
14.47
IV
79.1%
B/E move
7.8%

55Δ

Calls
Pseudo strike
14.06
IV
80.1%
B/E move
9.5%
Puts
Pseudo strike
14.87
IV
79.0%
B/E move
6.4%

60Δ

Calls
Pseudo strike
13.66
IV
80.5%
B/E move
8.2%
Puts
Pseudo strike
15.43
IV
81.1%
B/E move
5.3%

65Δ

Calls
Pseudo strike
13.25
IV
81.0%
B/E move
6.8%
Puts
Pseudo strike
16.05
IV
84.1%
B/E move
4.5%

70Δ

Calls
Pseudo strike
12.85
IV
81.5%
B/E move
5.4%
Puts
Pseudo strike
16.68
IV
87.1%
B/E move
3.7%

75Δ

Calls
Pseudo strike
12.41
IV
82.0%
B/E move
4.1%
Puts
Pseudo strike
17.31
IV
90.1%
B/E move
2.9%

80Δ

Calls
Pseudo strike
11.78
IV
82.9%
B/E move
3.3%
Puts
Pseudo strike
18.23
IV
92.2%
B/E move
2.2%

Options history

No recorded observations