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Smith & Wesson Brands, Inc. Common Stock SWBI

i

Market dataready · fetched 2026-11-11T13:51:04.301Z

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 · 2026-11-11T09:52:37.016389163Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-11T13:51:03.926639+00:00

Share price$15.74
1D
Price history unavailable.

Smith & Wesson Brands, Inc. Common Stock options

Live interpolated SWBI call and put midpoint premiums by absolute delta.Smith & Wesson Brands, Inc. Common Stock$0.08$0.42$0.76$1.10$1.45$12.57$14.00$15.43$16.86$18.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SWBI spot · $15.74SWBI PRICE$0.11$0.15$0.18$0.21$0.25$0.32$0.41$0.49$0.57$0.65$0.73$0.81$0.16$0.20$0.27$0.34$0.41$0.49$0.56$0.64$0.77$0.91$1.06$1.20$1.35
PutsCheap0.77×
Calls——
Skew——
Implied moveBearish±$0.97
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.7841.3%7.3%14.6454.1%8.0%
25Δ16.5940.0%6.3%14.9751.0%6.2%
30Δ16.3938.8%5.3%15.1550.9%5.5%
35Δ16.2037.5%4.3%15.3151.1%4.9%
40Δ16.0136.2%3.3%15.4851.4%4.3%
45Δ15.8836.6%3.0%15.6451.6%3.7%
50Δ15.7537.1%2.6%15.8151.9%3.2%
55Δ15.6237.7%2.3%15.9752.1%2.6%
60Δ15.4938.2%2.0%16.1752.3%2.2%
65Δ15.3638.7%1.7%16.3652.4%1.8%
70Δ15.2439.2%1.4%16.5652.5%1.5%
75Δ15.1139.7%1.1%16.7652.6%1.1%
80Δ16.9652.7%0.8%

20Δ

Calls
Pseudo strike
16.78
IV
41.3%
B/E move
7.3%
Puts
Pseudo strike
14.64
IV
54.1%
B/E move
8.0%

25Δ

Calls
Pseudo strike
16.59
IV
40.0%
B/E move
6.3%
Puts
Pseudo strike
14.97
IV
51.0%
B/E move
6.2%

30Δ

Calls
Pseudo strike
16.39
IV
38.8%
B/E move
5.3%
Puts
Pseudo strike
15.15
IV
50.9%
B/E move
5.5%

35Δ

Calls
Pseudo strike
16.20
IV
37.5%
B/E move
4.3%
Puts
Pseudo strike
15.31
IV
51.1%
B/E move
4.9%

40Δ

Calls
Pseudo strike
16.01
IV
36.2%
B/E move
3.3%
Puts
Pseudo strike
15.48
IV
51.4%
B/E move
4.3%

45Δ

Calls
Pseudo strike
15.88
IV
36.6%
B/E move
3.0%
Puts
Pseudo strike
15.64
IV
51.6%
B/E move
3.7%

50Δ

Calls
Pseudo strike
15.75
IV
37.1%
B/E move
2.6%
Puts
Pseudo strike
15.81
IV
51.9%
B/E move
3.2%

55Δ

Calls
Pseudo strike
15.62
IV
37.7%
B/E move
2.3%
Puts
Pseudo strike
15.97
IV
52.1%
B/E move
2.6%

60Δ

Calls
Pseudo strike
15.49
IV
38.2%
B/E move
2.0%
Puts
Pseudo strike
16.17
IV
52.3%
B/E move
2.2%

65Δ

Calls
Pseudo strike
15.36
IV
38.7%
B/E move
1.7%
Puts
Pseudo strike
16.36
IV
52.4%
B/E move
1.8%

70Δ

Calls
Pseudo strike
15.24
IV
39.2%
B/E move
1.4%
Puts
Pseudo strike
16.56
IV
52.5%
B/E move
1.5%

75Δ

Calls
Pseudo strike
15.11
IV
39.7%
B/E move
1.1%
Puts
Pseudo strike
16.76
IV
52.6%
B/E move
1.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.96
IV
52.7%
B/E move
0.8%

Options history

IV · four-Friday blend47.90%
Daily EOD
SWBI40.8%44.6%48.4%2026-10-19: 41.31%2026-10-20: 43.39%2026-10-21: 42.48%2026-10-22: 42.98%2026-10-23: 45.31%2026-10-26: 47.03%2026-10-27: 44.63%2026-10-28: 45.66%2026-10-29: 45.43%2026-10-30: 47.90%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.31%
43.39%
42.48%
42.98%
45.31%
47.03%
44.63%
45.66%
45.43%
47.90%