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Latham Group, Inc. Common Stock SWIM

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Market datapartial · fetched 2026-10-22T15:36:00.688Z

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 · 2026-10-22T15:35:18.068880578Z

FundamentalsAlpha Vantage · unavailable

Share price$6.50
1D+2.2%
$6.31$6.36$6.41$6.45$6.505:30 AM6:30 AM9:00 AM1:00 PMSWIM
Sold putSold call

Latham Group, Inc. Common Stock options

Live interpolated SWIM call and put midpoint premiums by absolute delta.Latham Group, Inc. Common Stock$0.21$0.62$1.04$1.45$1.87$3.10$4.59$6.08$7.57$9.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SWIM spot · $6.50SWIM PRICE$0.38$0.26$0.40$0.55$0.70$0.85$1.00$1.15$1.30$1.45$1.60$1.75$0.38$0.59$0.81$1.02$1.23$1.45$1.66
PutsExpensive1.93×
CallsExpensive1.44×
SkewBearish+45.73 pp
Implied moveBearish±$2.51
TiltBullish23.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.01148.0%28.8%
25Δ10.21171.3%62.9%5.38150.0%26.3%
30Δ7.4576.3%18.6%5.76151.9%23.8%
35Δ7.2181.5%17.2%6.13153.8%21.4%
40Δ6.9886.7%15.9%6.51155.8%18.9%
45Δ6.7491.9%14.5%6.88157.7%16.4%
50Δ6.5097.1%13.2%7.25159.6%13.9%
55Δ6.27102.4%11.8%
60Δ6.03107.6%10.5%
65Δ5.79112.8%9.1%
70Δ5.56118.0%7.8%
75Δ5.32123.2%6.4%
80Δ5.08128.4%5.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.01
IV
148.0%
B/E move
28.8%

25Δ

Calls
Pseudo strike
10.21
IV
171.3%
B/E move
62.9%
Puts
Pseudo strike
5.38
IV
150.0%
B/E move
26.3%

30Δ

Calls
Pseudo strike
7.45
IV
76.3%
B/E move
18.6%
Puts
Pseudo strike
5.76
IV
151.9%
B/E move
23.8%

35Δ

Calls
Pseudo strike
7.21
IV
81.5%
B/E move
17.2%
Puts
Pseudo strike
6.13
IV
153.8%
B/E move
21.4%

40Δ

Calls
Pseudo strike
6.98
IV
86.7%
B/E move
15.9%
Puts
Pseudo strike
6.51
IV
155.8%
B/E move
18.9%

45Δ

Calls
Pseudo strike
6.74
IV
91.9%
B/E move
14.5%
Puts
Pseudo strike
6.88
IV
157.7%
B/E move
16.4%

50Δ

Calls
Pseudo strike
6.50
IV
97.1%
B/E move
13.2%
Puts
Pseudo strike
7.25
IV
159.6%
B/E move
13.9%

55Δ

Calls
Pseudo strike
6.27
IV
102.4%
B/E move
11.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
6.03
IV
107.6%
B/E move
10.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
5.79
IV
112.8%
B/E move
9.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
5.56
IV
118.0%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
5.32
IV
123.2%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.08
IV
128.4%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations