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Thor Industries, Inc. THO

CONSUMER CYCLICAL · RECREATIONAL VEHICLES
i

Market dataready · fetched 2026-11-12T02:22:10.327Z

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 · 2026-11-12T00:00:00.001457562Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-12T02:14:09.094195+00:00

Share price$78.36
1D-0.9%
AH$77.64$78.03$78.43$78.82$79.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTHO
Sold putSold callAH

Thor Industries, Inc. options

Live interpolated THO call and put midpoint premiums by absolute delta.Thor Industries, Inc.$0.49$2.05$3.61$5.17$6.73$70.45$74.72$79.00$83.27$87.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive THO spot · $78.36THO PRICE$0.66$0.87$1.08$1.30$1.51$1.93$2.36$2.79$3.22$3.65$4.08$4.62$5.53$0.73$0.91$1.23$1.58$1.93$2.28$2.63$2.98$3.42$4.13$4.85$5.57$6.28
PutsCheap0.93×
CallsCheap0.75×
SkewBearish+1.90 pp
Implied moveBearish±$4.99
TiltBearish6.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.0447.4%8.1%73.0751.9%7.7%
25Δ83.0446.7%7.1%74.6648.0%5.9%
30Δ82.0546.1%6.1%75.6047.3%5.1%
35Δ81.0545.5%5.1%76.3647.4%4.6%
40Δ80.0644.8%4.1%77.1347.6%4.0%
45Δ79.3045.2%3.7%77.8947.7%3.5%
50Δ78.5545.6%3.3%78.6547.9%3.0%
55Δ77.8046.0%2.8%79.4148.0%2.5%
60Δ77.0646.5%2.4%80.2248.1%2.0%
65Δ76.3146.9%2.0%81.1848.0%1.7%
70Δ75.5647.3%1.6%82.1348.0%1.4%
75Δ74.7347.3%1.3%83.0947.9%1.1%
80Δ73.6345.8%1.0%84.0547.8%0.8%

20Δ

Calls
Pseudo strike
84.04
IV
47.4%
B/E move
8.1%
Puts
Pseudo strike
73.07
IV
51.9%
B/E move
7.7%

25Δ

Calls
Pseudo strike
83.04
IV
46.7%
B/E move
7.1%
Puts
Pseudo strike
74.66
IV
48.0%
B/E move
5.9%

30Δ

Calls
Pseudo strike
82.05
IV
46.1%
B/E move
6.1%
Puts
Pseudo strike
75.60
IV
47.3%
B/E move
5.1%

35Δ

Calls
Pseudo strike
81.05
IV
45.5%
B/E move
5.1%
Puts
Pseudo strike
76.36
IV
47.4%
B/E move
4.6%

40Δ

Calls
Pseudo strike
80.06
IV
44.8%
B/E move
4.1%
Puts
Pseudo strike
77.13
IV
47.6%
B/E move
4.0%

45Δ

Calls
Pseudo strike
79.30
IV
45.2%
B/E move
3.7%
Puts
Pseudo strike
77.89
IV
47.7%
B/E move
3.5%

50Δ

Calls
Pseudo strike
78.55
IV
45.6%
B/E move
3.3%
Puts
Pseudo strike
78.65
IV
47.9%
B/E move
3.0%

55Δ

Calls
Pseudo strike
77.80
IV
46.0%
B/E move
2.8%
Puts
Pseudo strike
79.41
IV
48.0%
B/E move
2.5%

60Δ

Calls
Pseudo strike
77.06
IV
46.5%
B/E move
2.4%
Puts
Pseudo strike
80.22
IV
48.1%
B/E move
2.0%

65Δ

Calls
Pseudo strike
76.31
IV
46.9%
B/E move
2.0%
Puts
Pseudo strike
81.18
IV
48.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
75.56
IV
47.3%
B/E move
1.6%
Puts
Pseudo strike
82.13
IV
48.0%
B/E move
1.4%

75Δ

Calls
Pseudo strike
74.73
IV
47.3%
B/E move
1.3%
Puts
Pseudo strike
83.09
IV
47.9%
B/E move
1.1%

80Δ

Calls
Pseudo strike
73.63
IV
45.8%
B/E move
1.0%
Puts
Pseudo strike
84.05
IV
47.8%
B/E move
0.8%

Options history

IV · four-Friday blend43.33%
Daily EOD
THO43.2%44.2%45.2%2026-10-19: 43.94%2026-10-20: 43.40%2026-10-21: 44.37%2026-10-22: 43.84%2026-10-23: 45.03%2026-10-26: 44.53%2026-10-27: 44.95%2026-10-28: 44.71%2026-10-29: 43.96%2026-10-30: 43.33%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
43.94%
43.40%
44.37%
43.84%
45.03%
44.53%
44.95%
44.71%
43.96%
43.33%