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Spectrum Brands Holdings, Inc. SPB

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Market datapartial · fetched 2026-10-22T23:42:49.632Z

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 · 2026-10-22T23:00:00.001773186Z

FundamentalsAlpha Vantage · unavailable

Share price$81.03
1D+3.1%
AH$78.87$79.59$80.31$81.03$81.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPB
Sold putSold callAH

Spectrum Brands Holdings, Inc. options

Live interpolated SPB call and put midpoint premiums by absolute delta.Spectrum Brands Holdings, Inc.$0.83$4.50$8.17$11.83$15.50$66.43$73.18$79.92$86.67$93.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPB spot · $81.03SPB PRICE$1.23$1.45$1.85$2.24$2.68$3.18$3.68$4.18$4.78$5.48$6.19$6.89$7.79$1.78$1.90$2.40$2.99$3.58$4.28$5.12$5.96$6.84$8.39$9.94$11.99$14.44
PutsExpensive1.69×
CallsExpensive1.36×
SkewBearish+9.73 pp
Implied moveBearish±$8.80
TiltBearish21.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.9653.4%17.5%70.7964.6%14.8%
25Δ89.3044.6%12.0%74.2952.3%10.7%
30Δ87.6744.4%10.5%76.1949.9%8.9%
35Δ86.0544.1%9.0%77.6949.9%7.8%
40Δ84.5543.7%7.6%79.1949.9%6.7%
45Δ83.2643.2%6.7%80.6750.0%5.7%
50Δ81.9842.6%5.7%82.1450.0%4.9%
55Δ80.6942.1%4.7%83.6150.1%4.2%
60Δ79.4541.5%3.9%85.1150.2%3.4%
65Δ78.2540.7%3.3%87.1051.8%2.9%
70Δ77.0640.0%2.7%89.0953.4%2.3%
75Δ75.8639.2%2.1%91.5555.2%1.8%
80Δ74.5238.5%1.6%94.4157.2%1.3%

20Δ

Calls
Pseudo strike
93.96
IV
53.4%
B/E move
17.5%
Puts
Pseudo strike
70.79
IV
64.6%
B/E move
14.8%

25Δ

Calls
Pseudo strike
89.30
IV
44.6%
B/E move
12.0%
Puts
Pseudo strike
74.29
IV
52.3%
B/E move
10.7%

30Δ

Calls
Pseudo strike
87.67
IV
44.4%
B/E move
10.5%
Puts
Pseudo strike
76.19
IV
49.9%
B/E move
8.9%

35Δ

Calls
Pseudo strike
86.05
IV
44.1%
B/E move
9.0%
Puts
Pseudo strike
77.69
IV
49.9%
B/E move
7.8%

40Δ

Calls
Pseudo strike
84.55
IV
43.7%
B/E move
7.6%
Puts
Pseudo strike
79.19
IV
49.9%
B/E move
6.7%

45Δ

Calls
Pseudo strike
83.26
IV
43.2%
B/E move
6.7%
Puts
Pseudo strike
80.67
IV
50.0%
B/E move
5.7%

50Δ

Calls
Pseudo strike
81.98
IV
42.6%
B/E move
5.7%
Puts
Pseudo strike
82.14
IV
50.0%
B/E move
4.9%

55Δ

Calls
Pseudo strike
80.69
IV
42.1%
B/E move
4.7%
Puts
Pseudo strike
83.61
IV
50.1%
B/E move
4.2%

60Δ

Calls
Pseudo strike
79.45
IV
41.5%
B/E move
3.9%
Puts
Pseudo strike
85.11
IV
50.2%
B/E move
3.4%

65Δ

Calls
Pseudo strike
78.25
IV
40.7%
B/E move
3.3%
Puts
Pseudo strike
87.10
IV
51.8%
B/E move
2.9%

70Δ

Calls
Pseudo strike
77.06
IV
40.0%
B/E move
2.7%
Puts
Pseudo strike
89.09
IV
53.4%
B/E move
2.3%

75Δ

Calls
Pseudo strike
75.86
IV
39.2%
B/E move
2.1%
Puts
Pseudo strike
91.55
IV
55.2%
B/E move
1.8%

80Δ

Calls
Pseudo strike
74.52
IV
38.5%
B/E move
1.6%
Puts
Pseudo strike
94.41
IV
57.2%
B/E move
1.3%

Options history

No recorded observations