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BBB Foods Inc. TBBB

CONSUMER DEFENSIVE · DISCOUNT STORES
i

Market dataready · fetched 2026-11-12T03:23:10.360Z

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 · 2026-11-12T00:00:00.002043533Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:23:09.654302+00:00

Share price$67.49
1D-1.1%
AH$67.20$67.48$67.76$68.03$68.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTBBB
Sold putSold callAH

BBB Foods Inc. options

Live interpolated TBBB call and put midpoint premiums by absolute delta.BBB Foods Inc.$0.42$1.75$3.07$4.40$5.72$57.01$61.46$65.91$70.36$74.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TBBB spot · $67.49TBBB PRICE$0.78$1.07$1.36$1.66$1.95$2.24$2.53$2.82$3.11$3.83$5.34$0.56$0.71$0.94$1.22$1.50$1.78$2.05$2.33$2.61$2.89$3.17
Puts——
Calls——
Skew——
Implied moveBearish±$4.00
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.2446.0%7.1%
25Δ64.4843.6%5.5%
30Δ69.8938.9%4.7%65.3442.4%4.6%
35Δ69.3239.2%4.3%65.9142.1%4.1%
40Δ68.7639.5%3.9%66.4941.7%3.7%
45Δ68.1939.9%3.5%67.0641.4%3.3%
50Δ67.6340.2%3.1%67.6441.1%2.8%
55Δ67.0640.5%2.7%68.2140.7%2.4%
60Δ66.5040.9%2.3%68.7940.4%1.9%
65Δ65.9341.2%1.9%69.3740.1%1.5%
70Δ65.3741.6%1.5%69.9439.7%1.1%
75Δ64.4344.5%1.1%
80Δ62.8052.2%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.24
IV
46.0%
B/E move
7.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.48
IV
43.6%
B/E move
5.5%

30Δ

Calls
Pseudo strike
69.89
IV
38.9%
B/E move
4.7%
Puts
Pseudo strike
65.34
IV
42.4%
B/E move
4.6%

35Δ

Calls
Pseudo strike
69.32
IV
39.2%
B/E move
4.3%
Puts
Pseudo strike
65.91
IV
42.1%
B/E move
4.1%

40Δ

Calls
Pseudo strike
68.76
IV
39.5%
B/E move
3.9%
Puts
Pseudo strike
66.49
IV
41.7%
B/E move
3.7%

45Δ

Calls
Pseudo strike
68.19
IV
39.9%
B/E move
3.5%
Puts
Pseudo strike
67.06
IV
41.4%
B/E move
3.3%

50Δ

Calls
Pseudo strike
67.63
IV
40.2%
B/E move
3.1%
Puts
Pseudo strike
67.64
IV
41.1%
B/E move
2.8%

55Δ

Calls
Pseudo strike
67.06
IV
40.5%
B/E move
2.7%
Puts
Pseudo strike
68.21
IV
40.7%
B/E move
2.4%

60Δ

Calls
Pseudo strike
66.50
IV
40.9%
B/E move
2.3%
Puts
Pseudo strike
68.79
IV
40.4%
B/E move
1.9%

65Δ

Calls
Pseudo strike
65.93
IV
41.2%
B/E move
1.9%
Puts
Pseudo strike
69.37
IV
40.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
65.37
IV
41.6%
B/E move
1.5%
Puts
Pseudo strike
69.94
IV
39.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
64.43
IV
44.5%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
62.80
IV
52.2%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend44.10%
Daily EOD
TBBB39.3%41.9%44.5%2026-10-19: 39.63%2026-10-20: 40.21%2026-10-21: 40.40%2026-10-22: 41.56%2026-10-23: 41.60%2026-10-26: 42.09%2026-10-27: 42.00%2026-10-28: 42.35%2026-10-29: 43.13%2026-10-30: 44.10%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.63%
40.21%
40.40%
41.56%
41.60%
42.09%
42.00%
42.35%
43.13%
44.10%