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Shoe Station Group Inc. SHOE

CONSUMER CYCLICAL · APPAREL RETAIL
i

Market dataready · fetched 2026-10-24T21:22:26.298Z

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 · 2026-10-23T20:06:17.166958072Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-24T21:13:20.139967+00:00

Share price$14.07
1D+0.4%
AH$13.77$13.89$14.01$14.12$14.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSHOE
Sold putSold callAH

Shoe Station Group Inc. options

Live interpolated SHOE call and put midpoint premiums by absolute delta.Shoe Station Group Inc.$0.29$1.40$2.50$3.60$4.70$10.05$12.20$14.35$16.50$18.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHOE spot · $14.07SHOE PRICE$0.42$0.52$0.61$0.71$0.81$0.96$1.22$1.49$1.75$2.01$2.27$2.84$3.60$0.41$0.48$0.68$0.89$1.10$1.30$1.51$1.71$2.12$2.62$3.11$3.61$4.39
PutsExpensive1.83×
CallsExpensive2.08×
SkewBullish-14.51 pp
Implied moveBearish±$2.73
TiltBearish10.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.55114.6%42.0%11.31104.4%22.5%
25Δ18.58107.3%35.7%12.6072.6%13.9%
30Δ17.60100.1%29.5%12.9874.0%12.6%
35Δ16.6292.8%23.2%13.3675.5%11.4%
40Δ15.6585.6%17.0%13.7476.9%10.1%
45Δ14.8581.9%12.4%14.1278.4%8.9%
50Δ14.4285.2%11.2%14.5079.8%7.6%
55Δ13.9888.5%9.9%14.8881.3%6.4%
60Δ13.5591.9%8.7%15.4383.4%5.4%
65Δ13.1195.2%7.5%16.0486.0%4.6%
70Δ12.6798.5%6.2%16.6588.5%3.8%
75Δ11.97108.5%5.2%17.2791.0%2.9%
80Δ11.09122.9%4.4%18.1592.8%2.2%

20Δ

Calls
Pseudo strike
19.55
IV
114.6%
B/E move
42.0%
Puts
Pseudo strike
11.31
IV
104.4%
B/E move
22.5%

25Δ

Calls
Pseudo strike
18.58
IV
107.3%
B/E move
35.7%
Puts
Pseudo strike
12.60
IV
72.6%
B/E move
13.9%

30Δ

Calls
Pseudo strike
17.60
IV
100.1%
B/E move
29.5%
Puts
Pseudo strike
12.98
IV
74.0%
B/E move
12.6%

35Δ

Calls
Pseudo strike
16.62
IV
92.8%
B/E move
23.2%
Puts
Pseudo strike
13.36
IV
75.5%
B/E move
11.4%

40Δ

Calls
Pseudo strike
15.65
IV
85.6%
B/E move
17.0%
Puts
Pseudo strike
13.74
IV
76.9%
B/E move
10.1%

45Δ

Calls
Pseudo strike
14.85
IV
81.9%
B/E move
12.4%
Puts
Pseudo strike
14.12
IV
78.4%
B/E move
8.9%

50Δ

Calls
Pseudo strike
14.42
IV
85.2%
B/E move
11.2%
Puts
Pseudo strike
14.50
IV
79.8%
B/E move
7.6%

55Δ

Calls
Pseudo strike
13.98
IV
88.5%
B/E move
9.9%
Puts
Pseudo strike
14.88
IV
81.3%
B/E move
6.4%

60Δ

Calls
Pseudo strike
13.55
IV
91.9%
B/E move
8.7%
Puts
Pseudo strike
15.43
IV
83.4%
B/E move
5.4%

65Δ

Calls
Pseudo strike
13.11
IV
95.2%
B/E move
7.5%
Puts
Pseudo strike
16.04
IV
86.0%
B/E move
4.6%

70Δ

Calls
Pseudo strike
12.67
IV
98.5%
B/E move
6.2%
Puts
Pseudo strike
16.65
IV
88.5%
B/E move
3.8%

75Δ

Calls
Pseudo strike
11.97
IV
108.5%
B/E move
5.2%
Puts
Pseudo strike
17.27
IV
91.0%
B/E move
2.9%

80Δ

Calls
Pseudo strike
11.09
IV
122.9%
B/E move
4.4%
Puts
Pseudo strike
18.15
IV
92.8%
B/E move
2.2%

Options history

No recorded observations