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

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Market datapartial · fetched 2026-10-22T21:10:52.777Z

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 · 2026-10-22T21:04:19.472783554Z

FundamentalsAlpha Vantage · unavailable

Share price$2.50
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$0.81$1.43$2.05$2.67$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEWOOF PRICE$0.26$0.32$0.38$0.44$0.50$0.55$0.61$0.67$0.72$1.34$1.85$2.17$2.49
PutsExpensive3.42×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.73235.7%40.9%
25Δ2.00218.2%32.9%
30Δ2.14207.2%29.5%
35Δ2.28196.3%26.0%
40Δ2.43185.4%22.6%
45Δ2.57174.5%19.2%
50Δ2.71163.6%15.7%
55Δ2.86152.6%12.3%
60Δ3.00141.7%8.8%
65Δ3.62187.0%8.8%
70Δ4.14213.7%8.1%
75Δ4.51210.3%6.3%
80Δ4.88206.8%4.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.73
IV
235.7%
B/E move
40.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.00
IV
218.2%
B/E move
32.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.14
IV
207.2%
B/E move
29.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.28
IV
196.3%
B/E move
26.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.43
IV
185.4%
B/E move
22.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.57
IV
174.5%
B/E move
19.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.71
IV
163.6%
B/E move
15.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.86
IV
152.6%
B/E move
12.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.00
IV
141.7%
B/E move
8.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.62
IV
187.0%
B/E move
8.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.14
IV
213.7%
B/E move
8.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.51
IV
210.3%
B/E move
6.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.88
IV
206.8%
B/E move
4.4%

Options history

No recorded observations