IntraAlpha
Create free account Start free

Latham Group, Inc. Common Stock SWIM

i

Market datapartial · fetched 2026-10-23T17:42:34.397Z

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 · 2026-10-23T17:41:24.54631414Z

FundamentalsAlpha Vantage · unavailable

Share price$6.60
1D+3.0%
$6.37$6.43$6.50$6.56$6.625:30 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$0.35$0.71$1.07$1.43$1.79$3.58$5.28$6.98$8.68$10.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SWIM spot · $6.60SWIM PRICE$0.55$0.68$0.79$0.90$1.01$1.12$1.24$1.35$1.46$1.57$1.68$0.39$0.50$0.61$0.72$0.82$0.93$1.04$1.15$1.26
PutsExpensive2.03×
CallsExpensive3.09×
SkewBullish-41.88 pp
Implied moveBalanced±$2.05
TiltBullish24.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.04153.8%29.5%
25Δ5.34147.6%26.7%
30Δ11.49219.7%82.4%5.63141.3%23.9%
35Δ9.89207.7%60.1%5.92135.1%21.1%
40Δ9.40198.4%54.4%6.22128.8%18.3%
45Δ8.91189.1%48.7%6.51122.5%15.5%
50Δ8.43179.8%43.0%6.80116.3%12.7%
55Δ7.94170.4%37.3%7.09110.0%9.9%
60Δ7.45161.1%31.7%7.39103.8%7.2%
65Δ6.97151.8%26.0%
70Δ6.48142.5%20.3%
75Δ5.99133.2%14.6%
80Δ5.51123.9%8.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.04
IV
153.8%
B/E move
29.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.34
IV
147.6%
B/E move
26.7%

30Δ

Calls
Pseudo strike
11.49
IV
219.7%
B/E move
82.4%
Puts
Pseudo strike
5.63
IV
141.3%
B/E move
23.9%

35Δ

Calls
Pseudo strike
9.89
IV
207.7%
B/E move
60.1%
Puts
Pseudo strike
5.92
IV
135.1%
B/E move
21.1%

40Δ

Calls
Pseudo strike
9.40
IV
198.4%
B/E move
54.4%
Puts
Pseudo strike
6.22
IV
128.8%
B/E move
18.3%

45Δ

Calls
Pseudo strike
8.91
IV
189.1%
B/E move
48.7%
Puts
Pseudo strike
6.51
IV
122.5%
B/E move
15.5%

50Δ

Calls
Pseudo strike
8.43
IV
179.8%
B/E move
43.0%
Puts
Pseudo strike
6.80
IV
116.3%
B/E move
12.7%

55Δ

Calls
Pseudo strike
7.94
IV
170.4%
B/E move
37.3%
Puts
Pseudo strike
7.09
IV
110.0%
B/E move
9.9%

60Δ

Calls
Pseudo strike
7.45
IV
161.1%
B/E move
31.7%
Puts
Pseudo strike
7.39
IV
103.8%
B/E move
7.2%

65Δ

Calls
Pseudo strike
6.97
IV
151.8%
B/E move
26.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
6.48
IV
142.5%
B/E move
20.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
5.99
IV
133.2%
B/E move
14.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.51
IV
123.9%
B/E move
8.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations