IntraAlpha
Create free account Start free

Latham Group, Inc. Common Stock SWIM

i

Market datapartial · fetched 2026-10-22T19:59:04.579Z

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 · 2026-10-22T19:59:02.113928904Z

FundamentalsAlpha Vantage · unavailable

Share price$6.53
1D+2.7%
$6.30$6.37$6.43$6.49$6.565:30 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$0.18$1.48$2.79$4.09$5.40$2.97$4.55$6.12$7.70$9.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SWIM spot · $6.53SWIM PRICE$0.42$0.32$0.39$0.55$0.71$0.86$1.02$1.18$1.33$1.49$1.65$1.81$0.39$0.60$0.82$1.03$1.25$1.47$1.68$2.01$2.45$2.89$3.34$3.78$5.02
PutsExpensive2.02×
CallsExpensive1.55×
SkewBearish+43.59 pp
Implied moveBearish±$2.55
TiltBearish39.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.02149.5%29.0%
25Δ11.35198.9%80.3%5.40151.5%26.5%
30Δ8.24109.0%31.1%5.78153.6%24.0%
35Δ7.2883.1%17.6%6.16155.6%21.5%
40Δ7.0388.8%16.2%6.54157.6%19.0%
45Δ6.7994.6%14.8%6.92159.6%16.5%
50Δ6.54100.3%13.5%7.30161.6%14.0%
55Δ6.30106.0%12.1%7.76162.9%11.9%
60Δ6.05111.8%10.8%8.31163.3%10.2%
65Δ5.81117.5%9.4%8.87163.6%8.5%
70Δ5.56123.2%8.1%9.42164.0%6.8%
75Δ5.31129.0%6.7%9.98164.4%5.1%
80Δ5.07134.7%5.4%11.30173.0%3.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.02
IV
149.5%
B/E move
29.0%

25Δ

Calls
Pseudo strike
11.35
IV
198.9%
B/E move
80.3%
Puts
Pseudo strike
5.40
IV
151.5%
B/E move
26.5%

30Δ

Calls
Pseudo strike
8.24
IV
109.0%
B/E move
31.1%
Puts
Pseudo strike
5.78
IV
153.6%
B/E move
24.0%

35Δ

Calls
Pseudo strike
7.28
IV
83.1%
B/E move
17.6%
Puts
Pseudo strike
6.16
IV
155.6%
B/E move
21.5%

40Δ

Calls
Pseudo strike
7.03
IV
88.8%
B/E move
16.2%
Puts
Pseudo strike
6.54
IV
157.6%
B/E move
19.0%

45Δ

Calls
Pseudo strike
6.79
IV
94.6%
B/E move
14.8%
Puts
Pseudo strike
6.92
IV
159.6%
B/E move
16.5%

50Δ

Calls
Pseudo strike
6.54
IV
100.3%
B/E move
13.5%
Puts
Pseudo strike
7.30
IV
161.6%
B/E move
14.0%

55Δ

Calls
Pseudo strike
6.30
IV
106.0%
B/E move
12.1%
Puts
Pseudo strike
7.76
IV
162.9%
B/E move
11.9%

60Δ

Calls
Pseudo strike
6.05
IV
111.8%
B/E move
10.8%
Puts
Pseudo strike
8.31
IV
163.3%
B/E move
10.2%

65Δ

Calls
Pseudo strike
5.81
IV
117.5%
B/E move
9.4%
Puts
Pseudo strike
8.87
IV
163.6%
B/E move
8.5%

70Δ

Calls
Pseudo strike
5.56
IV
123.2%
B/E move
8.1%
Puts
Pseudo strike
9.42
IV
164.0%
B/E move
6.8%

75Δ

Calls
Pseudo strike
5.31
IV
129.0%
B/E move
6.7%
Puts
Pseudo strike
9.98
IV
164.4%
B/E move
5.1%

80Δ

Calls
Pseudo strike
5.07
IV
134.7%
B/E move
5.4%
Puts
Pseudo strike
11.30
IV
173.0%
B/E move
3.8%

Options history

No recorded observations