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

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Market datapartial · fetched 2026-10-22T18:40:57.190Z

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 · 2026-10-22T18:40:46.685146508Z

FundamentalsAlpha Vantage · unavailable

Share price$2.51
1D+9.0%
$2.28$2.34$2.40$2.46$2.525:30 AM6:30 AM9:00 AM1:00 PMWOOF
Sold putSold call

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$0.00$0.69$1.38$2.07$2.75$0.92$1.48$2.03$2.59$3.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WOOF spot · $2.50WOOF PRICE$0.06$0.10$0.13$0.16$0.19$0.22$0.25$0.29$0.32$0.35$0.38$0.41$0.44$0.26$0.33$0.38$0.44$0.50$0.56$0.62$0.68$0.81$1.43$1.90$2.23$2.55
PutsExpensive3.50×
CallsCheap0.94×
SkewBearish+138.05 pp
Implied moveBearish±$0.87
TiltBearish58.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.9254.1%19.2%1.74235.7%40.9%
25Δ2.8654.4%17.9%2.00218.4%33.0%
30Δ2.8054.7%16.7%2.15207.5%29.6%
35Δ2.7355.0%15.4%2.29196.7%26.1%
40Δ2.6755.3%14.2%2.44185.8%22.6%
45Δ2.6155.6%12.9%2.59174.9%19.1%
50Δ2.5455.8%11.6%2.73164.0%15.6%
55Δ2.4856.1%10.4%2.88153.1%12.2%
60Δ2.4256.4%9.1%3.09150.4%9.2%
65Δ2.3556.7%7.8%3.71195.7%9.2%
70Δ2.2957.0%6.6%4.20215.7%8.2%
75Δ2.2357.3%5.3%4.57212.8%6.3%
80Δ2.1657.6%4.1%4.95209.9%4.5%

20Δ

Calls
Pseudo strike
2.92
IV
54.1%
B/E move
19.2%
Puts
Pseudo strike
1.74
IV
235.7%
B/E move
40.9%

25Δ

Calls
Pseudo strike
2.86
IV
54.4%
B/E move
17.9%
Puts
Pseudo strike
2.00
IV
218.4%
B/E move
33.0%

30Δ

Calls
Pseudo strike
2.80
IV
54.7%
B/E move
16.7%
Puts
Pseudo strike
2.15
IV
207.5%
B/E move
29.6%

35Δ

Calls
Pseudo strike
2.73
IV
55.0%
B/E move
15.4%
Puts
Pseudo strike
2.29
IV
196.7%
B/E move
26.1%

40Δ

Calls
Pseudo strike
2.67
IV
55.3%
B/E move
14.2%
Puts
Pseudo strike
2.44
IV
185.8%
B/E move
22.6%

45Δ

Calls
Pseudo strike
2.61
IV
55.6%
B/E move
12.9%
Puts
Pseudo strike
2.59
IV
174.9%
B/E move
19.1%

50Δ

Calls
Pseudo strike
2.54
IV
55.8%
B/E move
11.6%
Puts
Pseudo strike
2.73
IV
164.0%
B/E move
15.6%

55Δ

Calls
Pseudo strike
2.48
IV
56.1%
B/E move
10.4%
Puts
Pseudo strike
2.88
IV
153.1%
B/E move
12.2%

60Δ

Calls
Pseudo strike
2.42
IV
56.4%
B/E move
9.1%
Puts
Pseudo strike
3.09
IV
150.4%
B/E move
9.2%

65Δ

Calls
Pseudo strike
2.35
IV
56.7%
B/E move
7.8%
Puts
Pseudo strike
3.71
IV
195.7%
B/E move
9.2%

70Δ

Calls
Pseudo strike
2.29
IV
57.0%
B/E move
6.6%
Puts
Pseudo strike
4.20
IV
215.7%
B/E move
8.2%

75Δ

Calls
Pseudo strike
2.23
IV
57.3%
B/E move
5.3%
Puts
Pseudo strike
4.57
IV
212.8%
B/E move
6.3%

80Δ

Calls
Pseudo strike
2.16
IV
57.6%
B/E move
4.1%
Puts
Pseudo strike
4.95
IV
209.9%
B/E move
4.5%

Options history

No recorded observations