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Latham Group, Inc. Common Stock SWIM

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Market datapartial · fetched 2026-10-23T23:08:41.766Z

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 · 2026-10-23T20:00:01.650434864Z

FundamentalsAlpha Vantage · unavailable

Share price$6.65
1D+3.7%
AH$6.36$6.44$6.52$6.59$6.675:30 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$0.25$1.35$2.45$3.55$4.65$3.53$5.18$6.83$8.48$10.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SWIM spot · $6.64SWIM PRICE$0.63$0.36$0.68$1.00$1.32$1.64$1.96$2.27$2.59$2.91$3.23$0.40$0.50$0.61$0.72$0.83$0.93$1.04$1.15$1.25$2.07$3.04$4.33
PutsExpensive2.13×
CallsExpensive2.84×
SkewBullish-20.02 pp
Implied moveBullish±$2.36
TiltBullish4.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.06155.6%29.8%
25Δ5.36149.0%26.9%
30Δ12.15247.7%92.3%5.66142.5%24.1%
35Δ7.4283.9%17.1%5.96135.9%21.2%
40Δ7.0297.6%15.8%6.25129.3%18.3%
45Δ6.61111.3%14.6%6.55122.7%15.5%
50Δ6.21124.9%13.3%6.85116.1%12.6%
55Δ5.81138.6%12.0%7.15109.5%9.7%
60Δ5.41152.3%10.8%7.44103.0%6.9%
65Δ5.00166.0%9.5%8.31123.7%6.1%
70Δ4.60179.7%8.2%9.30150.9%5.8%
75Δ4.20193.4%6.9%10.62178.6%5.3%
80Δ3.79207.0%5.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.06
IV
155.6%
B/E move
29.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.36
IV
149.0%
B/E move
26.9%

30Δ

Calls
Pseudo strike
12.15
IV
247.7%
B/E move
92.3%
Puts
Pseudo strike
5.66
IV
142.5%
B/E move
24.1%

35Δ

Calls
Pseudo strike
7.42
IV
83.9%
B/E move
17.1%
Puts
Pseudo strike
5.96
IV
135.9%
B/E move
21.2%

40Δ

Calls
Pseudo strike
7.02
IV
97.6%
B/E move
15.8%
Puts
Pseudo strike
6.25
IV
129.3%
B/E move
18.3%

45Δ

Calls
Pseudo strike
6.61
IV
111.3%
B/E move
14.6%
Puts
Pseudo strike
6.55
IV
122.7%
B/E move
15.5%

50Δ

Calls
Pseudo strike
6.21
IV
124.9%
B/E move
13.3%
Puts
Pseudo strike
6.85
IV
116.1%
B/E move
12.6%

55Δ

Calls
Pseudo strike
5.81
IV
138.6%
B/E move
12.0%
Puts
Pseudo strike
7.15
IV
109.5%
B/E move
9.7%

60Δ

Calls
Pseudo strike
5.41
IV
152.3%
B/E move
10.8%
Puts
Pseudo strike
7.44
IV
103.0%
B/E move
6.9%

65Δ

Calls
Pseudo strike
5.00
IV
166.0%
B/E move
9.5%
Puts
Pseudo strike
8.31
IV
123.7%
B/E move
6.1%

70Δ

Calls
Pseudo strike
4.60
IV
179.7%
B/E move
8.2%
Puts
Pseudo strike
9.30
IV
150.9%
B/E move
5.8%

75Δ

Calls
Pseudo strike
4.20
IV
193.4%
B/E move
6.9%
Puts
Pseudo strike
10.62
IV
178.6%
B/E move
5.3%

80Δ

Calls
Pseudo strike
3.79
IV
207.0%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations