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The Simply Good Foods Company Common Stock SMPL

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-11-12T15:19:22.739Z

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 · 2026-11-12T15:18:29.264550899Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-12T15:19:22.307823+00:00

Share price$12.71
1D-0.0%
$12.64$12.68$12.73$12.77$12.825:30 AM6:30 AM9:00 AM1:00 PMSMPL
Sold putSold call

The Simply Good Foods Company Common Stock options

Live interpolated SMPL call and put midpoint premiums by absolute delta.The Simply Good Foods Company Common Stock$0.25$0.69$1.13$1.57$2.01$10.03$11.12$12.21$13.30$14.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SMPL spot · $12.71SMPL PRICE$0.29$0.37$0.45$0.53$0.60$0.68$0.76$0.38$0.50$0.62$0.74$0.86$0.99$1.12$1.24$1.37$1.50$1.63$1.76$1.89
PutsExpensive1.78×
Calls——
Skew——
Implied moveBearish±$1.80
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.85128.9%17.6%
25Δ14.4599.6%16.0%11.21130.7%15.7%
30Δ14.1598.5%14.3%11.58132.4%13.8%
35Δ13.8597.4%12.6%11.94134.1%11.8%
40Δ13.5596.3%10.8%12.31135.8%9.9%
45Δ13.2695.2%9.1%12.61133.3%8.5%
50Δ12.9694.1%7.4%12.85126.3%7.7%
55Δ12.6693.0%5.6%13.08119.4%6.8%
60Δ13.31112.4%6.0%
65Δ13.55105.4%5.2%
70Δ13.7898.4%4.4%
75Δ14.0291.4%3.5%
80Δ14.2584.4%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.85
IV
128.9%
B/E move
17.6%

25Δ

Calls
Pseudo strike
14.45
IV
99.6%
B/E move
16.0%
Puts
Pseudo strike
11.21
IV
130.7%
B/E move
15.7%

30Δ

Calls
Pseudo strike
14.15
IV
98.5%
B/E move
14.3%
Puts
Pseudo strike
11.58
IV
132.4%
B/E move
13.8%

35Δ

Calls
Pseudo strike
13.85
IV
97.4%
B/E move
12.6%
Puts
Pseudo strike
11.94
IV
134.1%
B/E move
11.8%

40Δ

Calls
Pseudo strike
13.55
IV
96.3%
B/E move
10.8%
Puts
Pseudo strike
12.31
IV
135.8%
B/E move
9.9%

45Δ

Calls
Pseudo strike
13.26
IV
95.2%
B/E move
9.1%
Puts
Pseudo strike
12.61
IV
133.3%
B/E move
8.5%

50Δ

Calls
Pseudo strike
12.96
IV
94.1%
B/E move
7.4%
Puts
Pseudo strike
12.85
IV
126.3%
B/E move
7.7%

55Δ

Calls
Pseudo strike
12.66
IV
93.0%
B/E move
5.6%
Puts
Pseudo strike
13.08
IV
119.4%
B/E move
6.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.31
IV
112.4%
B/E move
6.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.55
IV
105.4%
B/E move
5.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.78
IV
98.4%
B/E move
4.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.02
IV
91.4%
B/E move
3.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.25
IV
84.4%
B/E move
2.7%

Options history

IV · four-Friday blend65.70%
Daily EOD
SMPL59.7%62.9%66.1%2026-10-20: 64.32%2026-10-21: 60.11%2026-10-22: 63.72%2026-10-26: 65.70%Oct 20Oct 21Oct 26
4 observations2026-10-20 — 2026-10-26
Table
DateIV (%)
64.32%
60.11%
63.72%
65.70%