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Petco Health and Wellness Company, Inc. Class A Common Stock WOOF

CONSUMER CYCLICAL · SPECIALTY RETAIL
i

Market dataready · fetched 2026-11-12T02:47:50.798Z

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 · 2026-11-11T21:42:16.713176063Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-12T02:47:50.457657+00:00

Share price$2.88
1D-2.4%
AH$2.85$2.87$2.90$2.93$2.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWOOF
Sold putSold callAH

Petco Health and Wellness Company, Inc. Class A Common Stock options

Live interpolated WOOF call and put midpoint premiums by absolute delta.Petco Health and Wellness Company, Inc. Class A Common Stock$0.08$0.43$0.77$1.12$1.47$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEWOOF PRICE$0.12$0.13$0.16$0.27$0.38$0.49$0.60$0.71$0.82$0.93$0.66$1.37
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ3.26120.9%17.4%
40Δ3.12116.1%13.1%
45Δ2.98115.2%9.3%
50Δ2.86139.7%8.8%
55Δ2.73164.1%8.2%
60Δ2.61188.6%7.7%
65Δ2.48213.1%7.1%
70Δ2.36237.5%6.6%
75Δ2.23262.0%6.0%3.5183.4%1.0%
80Δ2.11286.5%5.5%4.22141.2%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
3.26
IV
120.9%
B/E move
17.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
3.12
IV
116.1%
B/E move
13.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
2.98
IV
115.2%
B/E move
9.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
2.86
IV
139.7%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.73
IV
164.1%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.61
IV
188.6%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
2.48
IV
213.1%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.36
IV
237.5%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.23
IV
262.0%
B/E move
6.0%
Puts
Pseudo strike
3.51
IV
83.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
2.11
IV
286.5%
B/E move
5.5%
Puts
Pseudo strike
4.22
IV
141.2%
B/E move
1.0%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations