IntraAlpha
Create free account Start free

Shoe Station Group, Inc. Common Stock SHOE

CONSUMER CYCLICAL · APPAREL RETAIL
i

Market dataready · fetched 2026-11-13T02:34:41.587Z

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 · 2026-11-12T21:00:03.324182837Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-13T02:34:41.175928+00:00

Share price$14.20
1D-1.8%
AH$14.09$14.20$14.30$14.40$14.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSHOE
Sold putSold callAH

Shoe Station Group, Inc. Common Stock options

Live interpolated SHOE call and put midpoint premiums by absolute delta.Shoe Station Group, Inc. Common Stock$0.19$0.80$1.42$2.04$2.66$12.01$13.10$14.19$15.28$16.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SHOE spot · $14.20SHOE PRICE$0.39$0.59$0.79$0.99$1.19$1.40$1.61$1.82$2.03$2.48$0.25$0.32$0.38$0.45$0.52$0.61$0.74$0.88$1.01$1.14$1.43$1.75$2.12
PutsExpensive1.39×
Calls——
Skew——
Implied moveBullish±$1.74
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.63100.7%12.8%
25Δ12.9395.7%11.2%
30Δ13.2490.7%9.5%
35Δ14.9680.4%8.1%13.5485.7%7.8%
40Δ14.7494.0%8.0%13.8480.7%6.1%
45Δ14.52107.6%7.8%14.1178.4%5.0%
50Δ14.31121.3%7.7%14.3278.7%4.4%
55Δ14.09134.9%7.6%14.5479.0%3.8%
60Δ13.78139.4%6.9%14.7679.3%3.1%
65Δ13.41138.0%5.8%14.9879.6%2.5%
70Δ13.03136.5%4.6%15.3383.6%2.1%
75Δ12.66135.1%3.5%15.7087.9%1.7%
80Δ12.10143.9%2.7%16.1392.3%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.63
IV
100.7%
B/E move
12.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.93
IV
95.7%
B/E move
11.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.24
IV
90.7%
B/E move
9.5%

35Δ

Calls
Pseudo strike
14.96
IV
80.4%
B/E move
8.1%
Puts
Pseudo strike
13.54
IV
85.7%
B/E move
7.8%

40Δ

Calls
Pseudo strike
14.74
IV
94.0%
B/E move
8.0%
Puts
Pseudo strike
13.84
IV
80.7%
B/E move
6.1%

45Δ

Calls
Pseudo strike
14.52
IV
107.6%
B/E move
7.8%
Puts
Pseudo strike
14.11
IV
78.4%
B/E move
5.0%

50Δ

Calls
Pseudo strike
14.31
IV
121.3%
B/E move
7.7%
Puts
Pseudo strike
14.32
IV
78.7%
B/E move
4.4%

55Δ

Calls
Pseudo strike
14.09
IV
134.9%
B/E move
7.6%
Puts
Pseudo strike
14.54
IV
79.0%
B/E move
3.8%

60Δ

Calls
Pseudo strike
13.78
IV
139.4%
B/E move
6.9%
Puts
Pseudo strike
14.76
IV
79.3%
B/E move
3.1%

65Δ

Calls
Pseudo strike
13.41
IV
138.0%
B/E move
5.8%
Puts
Pseudo strike
14.98
IV
79.6%
B/E move
2.5%

70Δ

Calls
Pseudo strike
13.03
IV
136.5%
B/E move
4.6%
Puts
Pseudo strike
15.33
IV
83.6%
B/E move
2.1%

75Δ

Calls
Pseudo strike
12.66
IV
135.1%
B/E move
3.5%
Puts
Pseudo strike
15.70
IV
87.9%
B/E move
1.7%

80Δ

Calls
Pseudo strike
12.10
IV
143.9%
B/E move
2.7%
Puts
Pseudo strike
16.13
IV
92.3%
B/E move
1.3%

Options history

IV · four-Friday blend76.52%
Daily EOD
SHOE69.8%73.6%77.5%2026-10-19: 73.24%2026-10-20: 70.33%2026-10-21: 71.26%2026-10-22: 74.02%2026-10-23: 73.01%2026-10-26: 71.05%2026-10-27: 72.76%2026-10-28: 74.09%2026-10-29: 76.96%2026-10-30: 76.52%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
73.24%
70.33%
71.26%
74.02%
73.01%
71.05%
72.76%
74.09%
76.96%
76.52%