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Savers Value Village, Inc. SVV

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Market datapartial · fetched 2026-10-23T15:51:42.598Z

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 · 2026-10-23T15:51:28.335158832Z

FundamentalsAlpha Vantage · unavailable

Share price$9.52
1D-0.8%
$9.40$9.46$9.51$9.57$9.635:30 AM6:30 AM9:00 AM1:00 PMSVV
Sold putSold call

Savers Value Village, Inc. options

Live interpolated SVV call and put midpoint premiums by absolute delta.Savers Value Village, Inc.$0.47$1.21$1.94$2.67$3.41$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESVV PRICE$0.55$0.61$0.68$0.74$0.80$0.90$1.12$1.33$1.54$1.75$1.97$2.18$1.07$1.60$2.13$2.66$3.20
PutsExpensive1.64×
CallsExpensive2.38×
SkewBullish-38.76 pp
Implied move——
TiltBullish14.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ14.97175.2%63.0%
30Δ13.92159.1%52.7%
35Δ12.87143.0%42.3%
40Δ11.83126.8%32.0%
45Δ10.78110.7%21.7%
50Δ9.9199.0%13.6%
55Δ9.55100.0%12.0%
60Δ9.19101.0%10.5%10.2161.5%4.0%
65Δ8.83102.0%8.9%10.7870.9%3.6%
70Δ8.47103.0%7.4%11.3580.3%3.2%
75Δ8.11104.0%5.8%11.9289.7%2.7%
80Δ7.75105.0%4.3%12.5099.2%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
14.97
IV
175.2%
B/E move
63.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
13.92
IV
159.1%
B/E move
52.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
12.87
IV
143.0%
B/E move
42.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
11.83
IV
126.8%
B/E move
32.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
10.78
IV
110.7%
B/E move
21.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
9.91
IV
99.0%
B/E move
13.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
9.55
IV
100.0%
B/E move
12.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
9.19
IV
101.0%
B/E move
10.5%
Puts
Pseudo strike
10.21
IV
61.5%
B/E move
4.0%

65Δ

Calls
Pseudo strike
8.83
IV
102.0%
B/E move
8.9%
Puts
Pseudo strike
10.78
IV
70.9%
B/E move
3.6%

70Δ

Calls
Pseudo strike
8.47
IV
103.0%
B/E move
7.4%
Puts
Pseudo strike
11.35
IV
80.3%
B/E move
3.2%

75Δ

Calls
Pseudo strike
8.11
IV
104.0%
B/E move
5.8%
Puts
Pseudo strike
11.92
IV
89.7%
B/E move
2.7%

80Δ

Calls
Pseudo strike
7.75
IV
105.0%
B/E move
4.3%
Puts
Pseudo strike
12.50
IV
99.2%
B/E move
2.3%

Options history

No recorded observations