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Smith & Wesson Brands, Inc. Common Stock SWBI

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Market datapartial · fetched 2026-10-22T21:09:15.292Z

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 · 2026-10-22T21:03:24.350637518Z

FundamentalsAlpha Vantage · unavailable

Share price$14.50
1D-4.0%
AH$14.13$14.39$14.65$14.91$15.175:30 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$0.10$0.62$1.13$1.65$2.16$12.50$13.50$14.49$15.49$16.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SWBI spot · $14.50SWBI PRICE$0.16$0.20$0.24$0.28$0.34$0.42$0.50$0.58$0.66$0.74$0.84$1.03$1.21$0.20$0.27$0.34$0.41$0.50$0.60$0.70$0.79$0.90$1.11$1.32$1.53$2.01
PutsFair1.03×
CallsCheap0.79×
SkewBearish+8.43 pp
Implied moveBearish±$1.20
TiltBearish19.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.9536.2%11.1%13.2839.6%9.8%
25Δ15.6834.4%9.5%13.5339.6%8.6%
30Δ15.4032.5%7.9%13.7739.7%7.3%
35Δ15.1330.7%6.3%14.0239.7%6.1%
40Δ14.9129.9%5.2%14.2239.3%5.4%
45Δ14.7629.9%4.7%14.4238.8%4.7%
50Δ14.6029.9%4.1%14.6238.4%4.0%
55Δ14.4429.9%3.6%14.8238.0%3.2%
60Δ14.2830.0%3.0%15.0337.7%2.5%
65Δ14.1230.0%2.5%15.3038.6%2.1%
70Δ13.9530.1%2.0%15.5739.4%1.7%
75Δ13.7230.4%1.7%15.8440.3%1.3%
80Δ13.4930.8%1.4%16.3745.3%1.0%

20Δ

Calls
Pseudo strike
15.95
IV
36.2%
B/E move
11.1%
Puts
Pseudo strike
13.28
IV
39.6%
B/E move
9.8%

25Δ

Calls
Pseudo strike
15.68
IV
34.4%
B/E move
9.5%
Puts
Pseudo strike
13.53
IV
39.6%
B/E move
8.6%

30Δ

Calls
Pseudo strike
15.40
IV
32.5%
B/E move
7.9%
Puts
Pseudo strike
13.77
IV
39.7%
B/E move
7.3%

35Δ

Calls
Pseudo strike
15.13
IV
30.7%
B/E move
6.3%
Puts
Pseudo strike
14.02
IV
39.7%
B/E move
6.1%

40Δ

Calls
Pseudo strike
14.91
IV
29.9%
B/E move
5.2%
Puts
Pseudo strike
14.22
IV
39.3%
B/E move
5.4%

45Δ

Calls
Pseudo strike
14.76
IV
29.9%
B/E move
4.7%
Puts
Pseudo strike
14.42
IV
38.8%
B/E move
4.7%

50Δ

Calls
Pseudo strike
14.60
IV
29.9%
B/E move
4.1%
Puts
Pseudo strike
14.62
IV
38.4%
B/E move
4.0%

55Δ

Calls
Pseudo strike
14.44
IV
29.9%
B/E move
3.6%
Puts
Pseudo strike
14.82
IV
38.0%
B/E move
3.2%

60Δ

Calls
Pseudo strike
14.28
IV
30.0%
B/E move
3.0%
Puts
Pseudo strike
15.03
IV
37.7%
B/E move
2.5%

65Δ

Calls
Pseudo strike
14.12
IV
30.0%
B/E move
2.5%
Puts
Pseudo strike
15.30
IV
38.6%
B/E move
2.1%

70Δ

Calls
Pseudo strike
13.95
IV
30.1%
B/E move
2.0%
Puts
Pseudo strike
15.57
IV
39.4%
B/E move
1.7%

75Δ

Calls
Pseudo strike
13.72
IV
30.4%
B/E move
1.7%
Puts
Pseudo strike
15.84
IV
40.3%
B/E move
1.3%

80Δ

Calls
Pseudo strike
13.49
IV
30.8%
B/E move
1.4%
Puts
Pseudo strike
16.37
IV
45.3%
B/E move
1.0%

Options history

No recorded observations