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BBB Foods Inc. TBBB

CONSUMER DEFENSIVE · DISCOUNT STORES
i

Market dataready · fetched 2026-10-22T22:11:58.148Z

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 · 2026-10-22T20:10:00.001764628Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:11:56.204538+00:00

Share price$57.60
1D-1.5%
AH$55.66$56.41$57.16$57.91$58.665:30 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.$0.57$2.45$4.33$6.21$8.08$48.50$53.12$57.73$62.34$66.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TBBB spot · $57.60TBBB PRICE$0.77$1.07$1.36$1.66$1.95$2.42$2.92$3.42$3.92$4.42$5.27$6.31$7.35$0.97$1.27$1.56$1.92$2.38$2.83$3.29$3.74$4.23$5.06$5.89$6.71$7.54
PutsExpensive1.13×
CallsExpensive1.13×
SkewBullish-1.58 pp
Implied moveBearish±$6.21
TiltBearish5.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.8144.7%13.9%51.6548.7%12.0%
25Δ63.6544.8%12.4%52.9647.6%10.3%
30Δ62.5044.9%10.9%54.2746.6%8.5%
35Δ61.3445.0%9.4%55.4145.8%7.1%
40Δ60.1845.1%7.9%56.3545.5%6.3%
45Δ59.1945.5%7.0%57.2845.1%5.5%
50Δ58.2346.0%6.2%58.2244.8%4.6%
55Δ57.2746.5%5.4%59.1544.4%3.8%
60Δ56.3047.0%4.6%60.1144.1%3.0%
65Δ55.3447.5%3.8%61.2343.9%2.5%
70Δ54.1348.6%3.1%62.3543.6%2.0%
75Δ52.7849.9%2.6%63.4643.4%1.5%
80Δ51.4351.3%2.0%64.5843.1%1.0%

20Δ

Calls
Pseudo strike
64.81
IV
44.7%
B/E move
13.9%
Puts
Pseudo strike
51.65
IV
48.7%
B/E move
12.0%

25Δ

Calls
Pseudo strike
63.65
IV
44.8%
B/E move
12.4%
Puts
Pseudo strike
52.96
IV
47.6%
B/E move
10.3%

30Δ

Calls
Pseudo strike
62.50
IV
44.9%
B/E move
10.9%
Puts
Pseudo strike
54.27
IV
46.6%
B/E move
8.5%

35Δ

Calls
Pseudo strike
61.34
IV
45.0%
B/E move
9.4%
Puts
Pseudo strike
55.41
IV
45.8%
B/E move
7.1%

40Δ

Calls
Pseudo strike
60.18
IV
45.1%
B/E move
7.9%
Puts
Pseudo strike
56.35
IV
45.5%
B/E move
6.3%

45Δ

Calls
Pseudo strike
59.19
IV
45.5%
B/E move
7.0%
Puts
Pseudo strike
57.28
IV
45.1%
B/E move
5.5%

50Δ

Calls
Pseudo strike
58.23
IV
46.0%
B/E move
6.2%
Puts
Pseudo strike
58.22
IV
44.8%
B/E move
4.6%

55Δ

Calls
Pseudo strike
57.27
IV
46.5%
B/E move
5.4%
Puts
Pseudo strike
59.15
IV
44.4%
B/E move
3.8%

60Δ

Calls
Pseudo strike
56.30
IV
47.0%
B/E move
4.6%
Puts
Pseudo strike
60.11
IV
44.1%
B/E move
3.0%

65Δ

Calls
Pseudo strike
55.34
IV
47.5%
B/E move
3.8%
Puts
Pseudo strike
61.23
IV
43.9%
B/E move
2.5%

70Δ

Calls
Pseudo strike
54.13
IV
48.6%
B/E move
3.1%
Puts
Pseudo strike
62.35
IV
43.6%
B/E move
2.0%

75Δ

Calls
Pseudo strike
52.78
IV
49.9%
B/E move
2.6%
Puts
Pseudo strike
63.46
IV
43.4%
B/E move
1.5%

80Δ

Calls
Pseudo strike
51.43
IV
51.3%
B/E move
2.0%
Puts
Pseudo strike
64.58
IV
43.1%
B/E move
1.0%

Options history

No recorded observations