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Boot Barn Holdings, Inc. BOOT

CONSUMER CYCLICAL · APPAREL RETAIL
i

Market dataready · fetched 2026-11-04T09:30:45.386Z

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 · 2026-11-04T00:00:00.002879892Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T09:30:44.599209+00:00

Share price$133.59
1D-1.9%
AH$132.71$133.70$134.69$135.68$136.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBOOT
Sold putSold callAH

Boot Barn Holdings, Inc. options

Live interpolated BOOT call and put midpoint premiums by absolute delta.Boot Barn Holdings, Inc.$1.43$4.91$8.39$11.87$15.35$100.12$115.31$130.49$145.68$160.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BOOT spot · $133.59BOOT PRICE$1.81$2.37$3.00$3.74$4.45$5.12$5.84$6.92$8.01$9.16$10.35$11.74$14.08$1.93$2.51$2.99$3.44$4.16$5.04$5.92$7.01$8.18$9.36$10.84$12.32$14.35
PutsCheap0.74×
CallsCheap0.77×
SkewBullish-7.29 pp
Implied moveBalanced±$11.76
TiltBalanced0.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ150.4361.5%14.0%121.5757.9%10.4%
25Δ146.9760.1%11.8%124.3556.6%8.8%
30Δ144.0359.6%10.1%126.8053.3%7.3%
35Δ141.6560.1%8.8%129.1649.5%5.9%
40Δ139.3059.9%7.6%131.1148.4%5.0%
45Δ137.0057.8%6.4%132.8348.9%4.3%
50Δ134.7456.1%5.2%134.5549.3%3.7%
55Δ132.7356.6%4.5%136.3649.6%3.2%
60Δ130.7357.2%3.9%138.2249.7%2.7%
65Δ128.7156.8%3.2%140.0849.9%2.1%
70Δ126.6955.9%2.6%142.1449.3%1.7%
75Δ124.5255.4%2.0%144.2048.8%1.3%
80Δ121.6357.6%1.6%146.7348.6%0.9%

20Δ

Calls
Pseudo strike
150.43
IV
61.5%
B/E move
14.0%
Puts
Pseudo strike
121.57
IV
57.9%
B/E move
10.4%

25Δ

Calls
Pseudo strike
146.97
IV
60.1%
B/E move
11.8%
Puts
Pseudo strike
124.35
IV
56.6%
B/E move
8.8%

30Δ

Calls
Pseudo strike
144.03
IV
59.6%
B/E move
10.1%
Puts
Pseudo strike
126.80
IV
53.3%
B/E move
7.3%

35Δ

Calls
Pseudo strike
141.65
IV
60.1%
B/E move
8.8%
Puts
Pseudo strike
129.16
IV
49.5%
B/E move
5.9%

40Δ

Calls
Pseudo strike
139.30
IV
59.9%
B/E move
7.6%
Puts
Pseudo strike
131.11
IV
48.4%
B/E move
5.0%

45Δ

Calls
Pseudo strike
137.00
IV
57.8%
B/E move
6.4%
Puts
Pseudo strike
132.83
IV
48.9%
B/E move
4.3%

50Δ

Calls
Pseudo strike
134.74
IV
56.1%
B/E move
5.2%
Puts
Pseudo strike
134.55
IV
49.3%
B/E move
3.7%

55Δ

Calls
Pseudo strike
132.73
IV
56.6%
B/E move
4.5%
Puts
Pseudo strike
136.36
IV
49.6%
B/E move
3.2%

60Δ

Calls
Pseudo strike
130.73
IV
57.2%
B/E move
3.9%
Puts
Pseudo strike
138.22
IV
49.7%
B/E move
2.7%

65Δ

Calls
Pseudo strike
128.71
IV
56.8%
B/E move
3.2%
Puts
Pseudo strike
140.08
IV
49.9%
B/E move
2.1%

70Δ

Calls
Pseudo strike
126.69
IV
55.9%
B/E move
2.6%
Puts
Pseudo strike
142.14
IV
49.3%
B/E move
1.7%

75Δ

Calls
Pseudo strike
124.52
IV
55.4%
B/E move
2.0%
Puts
Pseudo strike
144.20
IV
48.8%
B/E move
1.3%

80Δ

Calls
Pseudo strike
121.63
IV
57.6%
B/E move
1.6%
Puts
Pseudo strike
146.73
IV
48.6%
B/E move
0.9%

Options history

IV · four-Friday blend51.32%
Daily close
BOOT45.1%53.7%62.3%2026-08-06: 51.83%2026-08-07: 50.40%2026-08-10: 50.70%2026-08-11: 50.11%2026-08-12: 50.90%2026-08-13: 49.15%2026-08-14: 48.28%2026-08-17: 50.35%2026-08-18: 50.08%2026-08-19: 50.17%2026-08-20: 49.93%2026-08-21: 47.39%2026-08-24: 47.99%2026-08-25: 48.04%2026-08-26: 47.77%2026-08-27: 46.75%2026-08-28: 46.54%2026-08-31: 46.31%2026-09-01: 47.44%2026-09-02: 46.84%2026-09-03: 46.56%2026-09-04: 47.19%2026-09-08: 49.26%2026-09-09: 50.03%2026-09-10: 49.98%2026-09-11: 48.96%2026-09-14: 50.97%2026-09-15: 54.91%2026-09-16: 55.82%2026-09-18: 52.66%2026-09-21: 52.74%2026-09-22: 52.39%2026-09-23: 52.69%2026-09-24: 53.23%2026-09-25: 51.98%2026-09-28: 53.07%2026-09-29: 53.37%2026-09-30: 53.97%2026-10-01: 52.60%2026-10-02: 52.19%2026-10-05: 52.08%2026-10-06: 53.33%2026-10-07: 52.72%2026-10-08: 53.04%2026-10-09: 52.26%2026-10-12: 53.86%2026-10-13: 57.49%2026-10-14: 59.77%2026-10-15: 61.16%2026-10-16: 54.54%2026-10-19: 54.67%2026-10-20: 55.53%2026-10-21: 55.41%2026-10-22: 57.19%2026-10-23: 57.55%2026-10-26: 57.88%2026-10-27: 58.62%2026-10-28: 59.61%2026-10-29: 49.57%2026-10-30: 51.32%Aug 6Sep 18Oct 30
60 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
51.83%
50.40%
50.70%
50.11%
50.90%
49.15%
48.28%
50.35%
50.08%
50.17%
49.93%
47.39%
47.99%
48.04%
47.77%
46.75%
46.54%
46.31%
47.44%
46.84%
46.56%
47.19%
49.26%
50.03%
49.98%
48.96%
50.97%
54.91%
55.82%
52.66%
52.74%
52.39%
52.69%
53.23%
51.98%
53.07%
53.37%
53.97%
52.60%
52.19%
52.08%
53.33%
52.72%
53.04%
52.26%
53.86%
57.49%
59.77%
61.16%
54.54%
54.67%
55.53%
55.41%
57.19%
57.55%
57.88%
58.62%
59.61%
49.57%
51.32%