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Smith & Wesson Brands, Inc. Common Stock SWBI

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Market datapartial · fetched 2026-10-22T12:53:26.308Z

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 · 2026-10-21T23:48:36.684310344Z

FundamentalsAlpha Vantage · unavailable

Share price$15.10
1D+0.1%
AH$14.78$14.90$15.03$15.15$15.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSWBI
Sold putSold callAH

Smith & Wesson Brands, Inc. Common Stock options

Live interpolated SWBI call and put midpoint premiums by absolute delta.Smith & Wesson Brands, Inc. Common Stock$0.11$0.55$0.99$1.43$1.88$13.11$14.12$15.13$16.14$17.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SWBI spot · $15.10SWBI PRICE$0.15$0.20$0.25$0.33$0.42$0.50$0.58$0.66$0.81$0.97$1.13$1.29$0.19$0.25$0.32$0.38$0.45$0.53$0.66$0.79$0.92$1.06$1.23$1.49$1.75
PutsFair0.96×
CallsCheap0.90×
SkewBearish+1.08 pp
Implied moveBearish±$1.24
TiltBearish15.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.5633.8%10.7%13.9038.1%9.2%
25Δ16.2232.4%8.8%14.1736.7%7.8%
30Δ15.9431.7%7.2%14.3935.9%6.8%
35Δ15.7632.4%6.6%14.6135.1%5.8%
40Δ15.5833.1%5.9%14.8234.4%4.8%
45Δ15.3933.9%5.2%15.0433.9%3.9%
50Δ15.2134.6%4.6%15.2434.4%3.4%
55Δ15.0335.3%3.9%15.4535.0%2.9%
60Δ14.8136.3%3.4%15.6535.5%2.5%
65Δ14.5837.3%3.0%15.8636.1%2.0%
70Δ14.3538.3%2.5%16.1036.7%1.5%
75Δ14.1239.3%2.1%16.4137.3%1.2%
80Δ16.7337.9%0.8%

20Δ

Calls
Pseudo strike
16.56
IV
33.8%
B/E move
10.7%
Puts
Pseudo strike
13.90
IV
38.1%
B/E move
9.2%

25Δ

Calls
Pseudo strike
16.22
IV
32.4%
B/E move
8.8%
Puts
Pseudo strike
14.17
IV
36.7%
B/E move
7.8%

30Δ

Calls
Pseudo strike
15.94
IV
31.7%
B/E move
7.2%
Puts
Pseudo strike
14.39
IV
35.9%
B/E move
6.8%

35Δ

Calls
Pseudo strike
15.76
IV
32.4%
B/E move
6.6%
Puts
Pseudo strike
14.61
IV
35.1%
B/E move
5.8%

40Δ

Calls
Pseudo strike
15.58
IV
33.1%
B/E move
5.9%
Puts
Pseudo strike
14.82
IV
34.4%
B/E move
4.8%

45Δ

Calls
Pseudo strike
15.39
IV
33.9%
B/E move
5.2%
Puts
Pseudo strike
15.04
IV
33.9%
B/E move
3.9%

50Δ

Calls
Pseudo strike
15.21
IV
34.6%
B/E move
4.6%
Puts
Pseudo strike
15.24
IV
34.4%
B/E move
3.4%

55Δ

Calls
Pseudo strike
15.03
IV
35.3%
B/E move
3.9%
Puts
Pseudo strike
15.45
IV
35.0%
B/E move
2.9%

60Δ

Calls
Pseudo strike
14.81
IV
36.3%
B/E move
3.4%
Puts
Pseudo strike
15.65
IV
35.5%
B/E move
2.5%

65Δ

Calls
Pseudo strike
14.58
IV
37.3%
B/E move
3.0%
Puts
Pseudo strike
15.86
IV
36.1%
B/E move
2.0%

70Δ

Calls
Pseudo strike
14.35
IV
38.3%
B/E move
2.5%
Puts
Pseudo strike
16.10
IV
36.7%
B/E move
1.5%

75Δ

Calls
Pseudo strike
14.12
IV
39.3%
B/E move
2.1%
Puts
Pseudo strike
16.41
IV
37.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.73
IV
37.9%
B/E move
0.8%

Options history

No recorded observations