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Latham Group, Inc. Common Stock SWIM

INDUSTRIALS · BUILDING PRODUCTS & EQUIPMENT
i

Market dataready · fetched 2026-11-13T00:47:07.745Z

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 · 2026-11-12T21:00:04.046285368Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T00:47:07.189810+00:00

Share price$8.19
1D-1.7%
AH$8.12$8.19$8.26$8.33$8.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSWIM
Sold putSold callAH

Latham Group, Inc. Common Stock options

Live interpolated SWIM call and put midpoint premiums by absolute delta.Latham Group, Inc. Common Stock$0.39$0.69$1.00$1.30$1.60$6.01$6.80$7.59$8.38$9.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SWIM spot · $8.19SWIM PRICE$0.42$0.42$0.45$0.49$0.52$0.55$0.59$0.62$0.66$0.69$0.72$0.76$0.43$0.44$0.45$0.53$0.64$0.75$0.86$0.97$1.08$1.19$1.30$1.41$1.52
PutsExpensive3.68×
Calls——
Skew——
Implied moveBearish±$1.41
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.96313.2%32.5%
25Δ12.13293.5%53.3%6.65246.2%24.2%
30Δ10.32221.1%31.2%7.34179.2%15.9%
35Δ9.80196.9%25.2%7.65158.6%13.1%
40Δ9.56183.3%22.7%7.85152.1%12.0%
45Δ9.32169.8%20.2%8.05145.7%10.9%
50Δ9.08156.2%17.6%8.25139.2%9.8%
55Δ8.84142.6%15.1%8.45132.8%8.7%
60Δ8.60129.0%12.6%8.64126.3%7.6%
65Δ8.36115.4%10.0%8.84119.9%6.5%
70Δ8.12101.8%7.5%9.04113.4%5.5%
75Δ7.8888.2%5.0%9.24107.0%4.4%
80Δ7.6374.6%2.4%9.44100.6%3.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.96
IV
313.2%
B/E move
32.5%

25Δ

Calls
Pseudo strike
12.13
IV
293.5%
B/E move
53.3%
Puts
Pseudo strike
6.65
IV
246.2%
B/E move
24.2%

30Δ

Calls
Pseudo strike
10.32
IV
221.1%
B/E move
31.2%
Puts
Pseudo strike
7.34
IV
179.2%
B/E move
15.9%

35Δ

Calls
Pseudo strike
9.80
IV
196.9%
B/E move
25.2%
Puts
Pseudo strike
7.65
IV
158.6%
B/E move
13.1%

40Δ

Calls
Pseudo strike
9.56
IV
183.3%
B/E move
22.7%
Puts
Pseudo strike
7.85
IV
152.1%
B/E move
12.0%

45Δ

Calls
Pseudo strike
9.32
IV
169.8%
B/E move
20.2%
Puts
Pseudo strike
8.05
IV
145.7%
B/E move
10.9%

50Δ

Calls
Pseudo strike
9.08
IV
156.2%
B/E move
17.6%
Puts
Pseudo strike
8.25
IV
139.2%
B/E move
9.8%

55Δ

Calls
Pseudo strike
8.84
IV
142.6%
B/E move
15.1%
Puts
Pseudo strike
8.45
IV
132.8%
B/E move
8.7%

60Δ

Calls
Pseudo strike
8.60
IV
129.0%
B/E move
12.6%
Puts
Pseudo strike
8.64
IV
126.3%
B/E move
7.6%

65Δ

Calls
Pseudo strike
8.36
IV
115.4%
B/E move
10.0%
Puts
Pseudo strike
8.84
IV
119.9%
B/E move
6.5%

70Δ

Calls
Pseudo strike
8.12
IV
101.8%
B/E move
7.5%
Puts
Pseudo strike
9.04
IV
113.4%
B/E move
5.5%

75Δ

Calls
Pseudo strike
7.88
IV
88.2%
B/E move
5.0%
Puts
Pseudo strike
9.24
IV
107.0%
B/E move
4.4%

80Δ

Calls
Pseudo strike
7.63
IV
74.6%
B/E move
2.4%
Puts
Pseudo strike
9.44
IV
100.6%
B/E move
3.3%

Options history

IV · four-Friday blend75.75%
Daily EOD
SWIM74.3%85.0%95.8%2026-10-21: 94.31%2026-10-29: 78.50%2026-10-30: 75.75%Oct 21Oct 29Oct 30
3 observations2026-10-21 — 2026-10-30
Table
DateIV (%)
94.31%
78.50%
75.75%