IntraAlpha
Create free account Start free

Thor Industries, Inc. THO

i

Market datapartial · fetched 2026-10-23T00:41:27.433Z

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 · 2026-10-22T23:00:00.001507632Z

FundamentalsAlpha Vantage · unavailable

Share price$70.71
1D+6.5%
AH$66$67$69$70$715:30 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.$0.40$4.01$7.61$11.22$14.83$58.38$64.34$70.30$76.25$82.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive THO spot · $70.71THO PRICE$0.79$1.03$1.28$1.66$2.05$2.45$2.84$3.23$3.66$4.09$4.53$4.97$5.41$1.09$1.49$2.00$2.50$3.00$3.60$4.41$5.21$6.02$7.34$9.25$11.29$13.79
PutsExpensive1.15×
CallsCheap0.75×
SkewBearish+15.90 pp
Implied moveBearish±$7.25
TiltBearish30.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.9235.5%11.3%64.0545.3%11.0%
25Δ76.5335.4%9.7%65.5745.4%9.4%
30Δ75.1335.3%8.1%66.7746.1%8.4%
35Δ74.1535.6%7.2%67.9746.8%7.4%
40Δ73.2135.9%6.4%69.1747.6%6.4%
45Δ72.2736.2%5.7%70.4148.3%5.5%
50Δ71.3336.5%4.9%71.7148.8%4.8%
55Δ70.3936.8%4.1%73.0149.4%4.1%
60Δ69.5435.9%3.5%74.3150.0%3.4%
65Δ68.7634.2%3.0%76.0452.1%2.8%
70Δ67.9732.5%2.5%78.2655.9%2.4%
75Δ67.1930.8%2.1%80.6259.4%2.0%
80Δ66.4029.1%1.6%83.4961.4%1.4%

20Δ

Calls
Pseudo strike
77.92
IV
35.5%
B/E move
11.3%
Puts
Pseudo strike
64.05
IV
45.3%
B/E move
11.0%

25Δ

Calls
Pseudo strike
76.53
IV
35.4%
B/E move
9.7%
Puts
Pseudo strike
65.57
IV
45.4%
B/E move
9.4%

30Δ

Calls
Pseudo strike
75.13
IV
35.3%
B/E move
8.1%
Puts
Pseudo strike
66.77
IV
46.1%
B/E move
8.4%

35Δ

Calls
Pseudo strike
74.15
IV
35.6%
B/E move
7.2%
Puts
Pseudo strike
67.97
IV
46.8%
B/E move
7.4%

40Δ

Calls
Pseudo strike
73.21
IV
35.9%
B/E move
6.4%
Puts
Pseudo strike
69.17
IV
47.6%
B/E move
6.4%

45Δ

Calls
Pseudo strike
72.27
IV
36.2%
B/E move
5.7%
Puts
Pseudo strike
70.41
IV
48.3%
B/E move
5.5%

50Δ

Calls
Pseudo strike
71.33
IV
36.5%
B/E move
4.9%
Puts
Pseudo strike
71.71
IV
48.8%
B/E move
4.8%

55Δ

Calls
Pseudo strike
70.39
IV
36.8%
B/E move
4.1%
Puts
Pseudo strike
73.01
IV
49.4%
B/E move
4.1%

60Δ

Calls
Pseudo strike
69.54
IV
35.9%
B/E move
3.5%
Puts
Pseudo strike
74.31
IV
50.0%
B/E move
3.4%

65Δ

Calls
Pseudo strike
68.76
IV
34.2%
B/E move
3.0%
Puts
Pseudo strike
76.04
IV
52.1%
B/E move
2.8%

70Δ

Calls
Pseudo strike
67.97
IV
32.5%
B/E move
2.5%
Puts
Pseudo strike
78.26
IV
55.9%
B/E move
2.4%

75Δ

Calls
Pseudo strike
67.19
IV
30.8%
B/E move
2.1%
Puts
Pseudo strike
80.62
IV
59.4%
B/E move
2.0%

80Δ

Calls
Pseudo strike
66.40
IV
29.1%
B/E move
1.6%
Puts
Pseudo strike
83.49
IV
61.4%
B/E move
1.4%

Options history

No recorded observations