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

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Market datapartial · fetched 2026-10-22T22:59:44.988Z

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 · 2026-10-22T22:34:51.386491846Z

FundamentalsAlpha Vantage · unavailable

Share price$2.51
1D+8.7%
AH$2.27$2.35$2.42$2.49$2.565:30 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$0.19$0.84$1.48$2.13$2.77$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEWOOF PRICE$0.26$0.33$0.39$0.45$0.50$0.56$0.62$0.68$0.86$1.47$1.92$2.25$2.59
PutsExpensive3.48×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.75236.7%40.9%
25Δ2.01219.4%33.1%
30Δ2.15208.4%29.6%
35Δ2.30197.4%26.1%
40Δ2.45186.4%22.6%
45Δ2.59175.4%19.1%
50Δ2.74164.4%15.6%
55Δ2.89153.4%12.1%
60Δ3.14155.0%9.4%
65Δ3.75200.6%9.4%
70Δ4.22217.6%8.2%
75Δ4.60214.9%6.4%
80Δ4.98212.3%4.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.75
IV
236.7%
B/E move
40.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.01
IV
219.4%
B/E move
33.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.15
IV
208.4%
B/E move
29.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.30
IV
197.4%
B/E move
26.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.45
IV
186.4%
B/E move
22.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.59
IV
175.4%
B/E move
19.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.74
IV
164.4%
B/E move
15.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.89
IV
153.4%
B/E move
12.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.14
IV
155.0%
B/E move
9.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.75
IV
200.6%
B/E move
9.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.22
IV
217.6%
B/E move
8.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.60
IV
214.9%
B/E move
6.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.98
IV
212.3%
B/E move
4.5%

Options history

No recorded observations