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Savers Value Village, Inc. SVV

CONSUMER CYCLICAL · SPECIALTY RETAIL
i

Market dataready · fetched 2026-10-22T23:23:21.517Z

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 · 2026-10-22T23:00:00.002133115Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:23:19.233824+00:00

Share price$9.85
1D-1.2%
AH$9.80$9.87$9.95$10.03$10.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSVV
Sold putSold callAH

Savers Value Village, Inc. options

Live interpolated SVV call and put midpoint premiums by absolute delta.Savers Value Village, Inc.$0.48$1.12$1.76$2.39$3.03$6.41$8.22$10.03$11.84$13.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SVV spot · $9.85SVV PRICE$0.55$0.57$0.63$0.71$0.78$0.86$1.03$1.34$1.64$1.95$2.26$2.56$0.58$0.64$0.70$0.77$0.83$0.89$1.06$1.35$1.65$1.95$2.25$2.55$2.85
PutsExpensive2.15×
CallsExpensive2.22×
SkewBullish-12.97 pp
Implied moveBearish±$1.91
TiltBearish9.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.54151.9%29.4%
25Δ15.06164.8%58.5%7.98138.6%25.5%
30Δ12.91130.6%36.8%8.42125.2%21.6%
35Δ12.04117.2%28.7%8.86111.9%17.8%
40Δ11.47108.5%23.6%9.3198.6%13.9%
45Δ10.9099.8%18.6%9.7585.2%10.0%
50Δ10.3391.2%13.6%10.1778.3%7.5%
55Δ9.8289.0%10.2%10.5679.6%6.6%
60Δ9.4195.6%9.1%10.9481.0%5.7%
65Δ8.99102.1%8.0%11.3382.3%4.8%
70Δ8.58108.7%6.9%11.7283.7%3.9%
75Δ8.17115.2%5.8%12.1185.0%2.9%
80Δ7.75121.8%4.7%12.5086.4%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.54
IV
151.9%
B/E move
29.4%

25Δ

Calls
Pseudo strike
15.06
IV
164.8%
B/E move
58.5%
Puts
Pseudo strike
7.98
IV
138.6%
B/E move
25.5%

30Δ

Calls
Pseudo strike
12.91
IV
130.6%
B/E move
36.8%
Puts
Pseudo strike
8.42
IV
125.2%
B/E move
21.6%

35Δ

Calls
Pseudo strike
12.04
IV
117.2%
B/E move
28.7%
Puts
Pseudo strike
8.86
IV
111.9%
B/E move
17.8%

40Δ

Calls
Pseudo strike
11.47
IV
108.5%
B/E move
23.6%
Puts
Pseudo strike
9.31
IV
98.6%
B/E move
13.9%

45Δ

Calls
Pseudo strike
10.90
IV
99.8%
B/E move
18.6%
Puts
Pseudo strike
9.75
IV
85.2%
B/E move
10.0%

50Δ

Calls
Pseudo strike
10.33
IV
91.2%
B/E move
13.6%
Puts
Pseudo strike
10.17
IV
78.3%
B/E move
7.5%

55Δ

Calls
Pseudo strike
9.82
IV
89.0%
B/E move
10.2%
Puts
Pseudo strike
10.56
IV
79.6%
B/E move
6.6%

60Δ

Calls
Pseudo strike
9.41
IV
95.6%
B/E move
9.1%
Puts
Pseudo strike
10.94
IV
81.0%
B/E move
5.7%

65Δ

Calls
Pseudo strike
8.99
IV
102.1%
B/E move
8.0%
Puts
Pseudo strike
11.33
IV
82.3%
B/E move
4.8%

70Δ

Calls
Pseudo strike
8.58
IV
108.7%
B/E move
6.9%
Puts
Pseudo strike
11.72
IV
83.7%
B/E move
3.9%

75Δ

Calls
Pseudo strike
8.17
IV
115.2%
B/E move
5.8%
Puts
Pseudo strike
12.11
IV
85.0%
B/E move
2.9%

80Δ

Calls
Pseudo strike
7.75
IV
121.8%
B/E move
4.7%
Puts
Pseudo strike
12.50
IV
86.4%
B/E move
2.0%

Options history

No recorded observations