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Savers Value Village, Inc. SVV

CONSUMER CYCLICAL · SPECIALTY RETAIL
i

Market dataready · fetched 2026-11-13T02:10:30.381Z

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 · 2026-11-13T00:00:00.002548275Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:10:29.911808+00:00

Share price$10.09
1D+1.2%
AH$9.96$10.03$10.10$10.17$10.245:30 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.$0.31$0.88$1.46$2.03$2.60$7.53$8.83$10.13$11.43$12.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SVV spot · $10.09SVV PRICE$0.38$0.39$0.42$0.44$0.47$0.49$0.52$0.55$0.79$1.06$1.33$1.60$1.87$0.40$0.42$0.45$0.48$0.50$0.56$0.83$1.09$1.36$1.63$1.90$2.17$2.43
PutsExpensive1.60×
CallsFair0.96×
SkewBearish+0.86 pp
Implied moveBearish±$1.35
TiltBearish15.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.34272.9%55.7%7.85230.5%26.1%
25Δ13.16210.6%34.3%8.29203.4%22.0%
30Δ12.21179.1%25.2%8.73176.2%17.9%
35Δ11.78160.8%21.1%9.17149.1%13.8%
40Δ11.35142.5%17.1%9.61122.0%9.7%
45Δ10.92124.2%13.1%10.0498.7%6.0%
50Δ10.49105.9%9.1%10.37104.0%5.4%
55Δ10.0687.6%5.1%10.69109.2%4.9%
60Δ9.7291.2%4.1%11.02114.5%4.3%
65Δ9.4097.9%3.6%11.35119.7%3.7%
70Δ9.07104.6%3.1%11.67125.0%3.1%
75Δ8.75111.3%2.6%12.00130.2%2.5%
80Δ8.43118.0%2.1%12.33135.5%1.9%

20Δ

Calls
Pseudo strike
15.34
IV
272.9%
B/E move
55.7%
Puts
Pseudo strike
7.85
IV
230.5%
B/E move
26.1%

25Δ

Calls
Pseudo strike
13.16
IV
210.6%
B/E move
34.3%
Puts
Pseudo strike
8.29
IV
203.4%
B/E move
22.0%

30Δ

Calls
Pseudo strike
12.21
IV
179.1%
B/E move
25.2%
Puts
Pseudo strike
8.73
IV
176.2%
B/E move
17.9%

35Δ

Calls
Pseudo strike
11.78
IV
160.8%
B/E move
21.1%
Puts
Pseudo strike
9.17
IV
149.1%
B/E move
13.8%

40Δ

Calls
Pseudo strike
11.35
IV
142.5%
B/E move
17.1%
Puts
Pseudo strike
9.61
IV
122.0%
B/E move
9.7%

45Δ

Calls
Pseudo strike
10.92
IV
124.2%
B/E move
13.1%
Puts
Pseudo strike
10.04
IV
98.7%
B/E move
6.0%

50Δ

Calls
Pseudo strike
10.49
IV
105.9%
B/E move
9.1%
Puts
Pseudo strike
10.37
IV
104.0%
B/E move
5.4%

55Δ

Calls
Pseudo strike
10.06
IV
87.6%
B/E move
5.1%
Puts
Pseudo strike
10.69
IV
109.2%
B/E move
4.9%

60Δ

Calls
Pseudo strike
9.72
IV
91.2%
B/E move
4.1%
Puts
Pseudo strike
11.02
IV
114.5%
B/E move
4.3%

65Δ

Calls
Pseudo strike
9.40
IV
97.9%
B/E move
3.6%
Puts
Pseudo strike
11.35
IV
119.7%
B/E move
3.7%

70Δ

Calls
Pseudo strike
9.07
IV
104.6%
B/E move
3.1%
Puts
Pseudo strike
11.67
IV
125.0%
B/E move
3.1%

75Δ

Calls
Pseudo strike
8.75
IV
111.3%
B/E move
2.6%
Puts
Pseudo strike
12.00
IV
130.2%
B/E move
2.5%

80Δ

Calls
Pseudo strike
8.43
IV
118.0%
B/E move
2.1%
Puts
Pseudo strike
12.33
IV
135.5%
B/E move
1.9%

Options history

IV · four-Friday blend71.89%
Daily EOD
SVV61.7%68.7%75.6%2026-10-19: 62.66%2026-10-21: 64.25%2026-10-22: 66.00%2026-10-23: 67.75%2026-10-26: 74.65%2026-10-29: 70.95%2026-10-30: 71.89%Oct 19Oct 23Oct 30
7 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
62.66%
64.25%
66.00%
67.75%
74.65%
70.95%
71.89%