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Simply Good Foods Co SMPL

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-10-23T03:15:58.178Z

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 · 2026-10-22T20:00:02.575633358Z

FundamentalsAlpha Vantage · ready · quarter 2026-05-31 · fetched 2026-10-23T03:07:37.250640+00:00

Share price$11.08
1D+2.1%
AH$10.78$10.90$11.01$11.13$11.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMPL
Sold putSold callAH

Simply Good Foods Co options

Live interpolated SMPL call and put midpoint premiums by absolute delta.Simply Good Foods Co$0.14$1.82$3.49$5.17$6.85$7.59$9.38$11.17$12.97$14.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMPL spot · $11.08SMPL PRICE$0.42$0.48$0.54$0.60$0.70$0.83$0.96$1.09$1.22$1.35$1.48$1.78$2.29$0.32$0.41$0.55$0.75$0.94$1.14$1.34$1.54$1.73$1.95$3.42$4.89$6.36
PutsExpensive2.48×
CallsExpensive2.17×
SkewBullish-6.10 pp
Implied moveBearish±$2.30
TiltBearish29.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.65156.6%72.1%9.1682.5%20.3%
25Δ16.83137.0%56.3%9.7278.2%15.9%
30Δ15.01117.4%40.4%10.1776.6%13.2%
35Δ13.1997.7%24.5%10.5177.6%11.9%
40Δ12.2889.0%17.2%10.8478.5%10.7%
45Δ11.9486.8%15.2%11.1779.5%9.5%
50Δ11.5984.7%13.3%11.5180.5%8.2%
55Δ11.2482.6%11.3%11.8481.4%7.0%
60Δ10.8980.5%9.3%12.1782.4%5.8%
65Δ10.5478.3%7.3%12.5383.7%4.5%
70Δ10.1976.2%5.3%14.05103.2%4.1%
75Δ9.7377.8%3.9%15.58122.8%3.6%
80Δ9.1383.9%3.1%17.10142.3%3.1%

20Δ

Calls
Pseudo strike
18.65
IV
156.6%
B/E move
72.1%
Puts
Pseudo strike
9.16
IV
82.5%
B/E move
20.3%

25Δ

Calls
Pseudo strike
16.83
IV
137.0%
B/E move
56.3%
Puts
Pseudo strike
9.72
IV
78.2%
B/E move
15.9%

30Δ

Calls
Pseudo strike
15.01
IV
117.4%
B/E move
40.4%
Puts
Pseudo strike
10.17
IV
76.6%
B/E move
13.2%

35Δ

Calls
Pseudo strike
13.19
IV
97.7%
B/E move
24.5%
Puts
Pseudo strike
10.51
IV
77.6%
B/E move
11.9%

40Δ

Calls
Pseudo strike
12.28
IV
89.0%
B/E move
17.2%
Puts
Pseudo strike
10.84
IV
78.5%
B/E move
10.7%

45Δ

Calls
Pseudo strike
11.94
IV
86.8%
B/E move
15.2%
Puts
Pseudo strike
11.17
IV
79.5%
B/E move
9.5%

50Δ

Calls
Pseudo strike
11.59
IV
84.7%
B/E move
13.3%
Puts
Pseudo strike
11.51
IV
80.5%
B/E move
8.2%

55Δ

Calls
Pseudo strike
11.24
IV
82.6%
B/E move
11.3%
Puts
Pseudo strike
11.84
IV
81.4%
B/E move
7.0%

60Δ

Calls
Pseudo strike
10.89
IV
80.5%
B/E move
9.3%
Puts
Pseudo strike
12.17
IV
82.4%
B/E move
5.8%

65Δ

Calls
Pseudo strike
10.54
IV
78.3%
B/E move
7.3%
Puts
Pseudo strike
12.53
IV
83.7%
B/E move
4.5%

70Δ

Calls
Pseudo strike
10.19
IV
76.2%
B/E move
5.3%
Puts
Pseudo strike
14.05
IV
103.2%
B/E move
4.1%

75Δ

Calls
Pseudo strike
9.73
IV
77.8%
B/E move
3.9%
Puts
Pseudo strike
15.58
IV
122.8%
B/E move
3.6%

80Δ

Calls
Pseudo strike
9.13
IV
83.9%
B/E move
3.1%
Puts
Pseudo strike
17.10
IV
142.3%
B/E move
3.1%

Options history

No recorded observations