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Spectrum Brands Holdings, Inc. SPB

CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTS
i

Market dataready · fetched 2026-11-12T01:01:00.754Z

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 · 2026-11-12T00:00:00.001609538Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T01:00:59.768427+00:00

Share price$88.29
1D+0.8%
AH$87.07$87.44$87.81$88.18$88.555:30 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.$0.95$3.47$6.00$8.53$11.06$75.99$82.26$88.54$94.81$101.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SPB spot · $88.29SPB PRICE$2.15$1.64$1.99$2.35$2.72$3.25$3.78$4.30$4.83$5.55$6.58$7.60$1.22$1.63$2.05$2.48$3.08$3.68$4.28$4.94$6.02$7.10$8.18$9.25$10.33
PutsExpensive1.43×
Calls——
Skew——
Implied moveBearish±$7.53
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.22153.3%28.4%80.6374.1%10.1%
25Δ82.1673.0%8.8%
30Δ93.8864.7%8.2%83.6972.0%7.5%
35Δ92.5263.4%7.1%85.1871.1%6.3%
40Δ91.1762.1%5.9%86.4270.9%5.6%
45Δ89.8660.9%4.9%87.6770.8%4.9%
50Δ88.8060.4%4.3%88.9270.6%4.1%
55Δ87.7560.0%3.7%90.1970.7%3.4%
60Δ86.6959.5%3.1%91.6972.1%3.0%
65Δ85.6459.0%2.5%93.1973.4%2.5%
70Δ84.4758.8%2.0%94.6974.8%2.0%
75Δ83.1259.1%1.6%96.1572.4%1.6%
80Δ81.7859.4%1.2%97.6069.1%1.1%

20Δ

Calls
Pseudo strike
111.22
IV
153.3%
B/E move
28.4%
Puts
Pseudo strike
80.63
IV
74.1%
B/E move
10.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.16
IV
73.0%
B/E move
8.8%

30Δ

Calls
Pseudo strike
93.88
IV
64.7%
B/E move
8.2%
Puts
Pseudo strike
83.69
IV
72.0%
B/E move
7.5%

35Δ

Calls
Pseudo strike
92.52
IV
63.4%
B/E move
7.1%
Puts
Pseudo strike
85.18
IV
71.1%
B/E move
6.3%

40Δ

Calls
Pseudo strike
91.17
IV
62.1%
B/E move
5.9%
Puts
Pseudo strike
86.42
IV
70.9%
B/E move
5.6%

45Δ

Calls
Pseudo strike
89.86
IV
60.9%
B/E move
4.9%
Puts
Pseudo strike
87.67
IV
70.8%
B/E move
4.9%

50Δ

Calls
Pseudo strike
88.80
IV
60.4%
B/E move
4.3%
Puts
Pseudo strike
88.92
IV
70.6%
B/E move
4.1%

55Δ

Calls
Pseudo strike
87.75
IV
60.0%
B/E move
3.7%
Puts
Pseudo strike
90.19
IV
70.7%
B/E move
3.4%

60Δ

Calls
Pseudo strike
86.69
IV
59.5%
B/E move
3.1%
Puts
Pseudo strike
91.69
IV
72.1%
B/E move
3.0%

65Δ

Calls
Pseudo strike
85.64
IV
59.0%
B/E move
2.5%
Puts
Pseudo strike
93.19
IV
73.4%
B/E move
2.5%

70Δ

Calls
Pseudo strike
84.47
IV
58.8%
B/E move
2.0%
Puts
Pseudo strike
94.69
IV
74.8%
B/E move
2.0%

75Δ

Calls
Pseudo strike
83.12
IV
59.1%
B/E move
1.6%
Puts
Pseudo strike
96.15
IV
72.4%
B/E move
1.6%

80Δ

Calls
Pseudo strike
81.78
IV
59.4%
B/E move
1.2%
Puts
Pseudo strike
97.60
IV
69.1%
B/E move
1.1%

Options history

IV · four-Friday blend40.28%
Daily EOD
SPB37.9%39.7%41.5%2026-10-19: 38.83%2026-10-20: 39.52%2026-10-21: 39.20%2026-10-22: 40.64%2026-10-23: 39.69%2026-10-26: 38.10%2026-10-27: 41.21%2026-10-28: 38.27%2026-10-29: 38.26%2026-10-30: 40.28%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.83%
39.52%
39.20%
40.64%
39.69%
38.10%
41.21%
38.27%
38.26%
40.28%