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The Chefs' Warehouse, Inc. Common Stock CHEF

i

Market dataready · fetched 2026-11-04T00:57:26.408Z

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 · 2026-11-03T21:00:50.71463978Z

FundamentalsSEC EDGAR · ready · as of 2026-09-25 · fetched 2026-11-04T00:57:25.831623+00:00

Share price$101.00
1D-2.2%
AH$100.73$101.42$102.12$102.81$103.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCHEF
Sold putSold callAH

The Chefs' Warehouse, Inc. Common Stock options

Live interpolated CHEF call and put midpoint premiums by absolute delta.The Chefs' Warehouse, Inc. Common Stock$1.07$3.66$6.26$8.85$11.45$85.85$93.58$101.31$109.04$116.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CHEF spot · $101.00CHEF PRICE$1.40$1.63$1.92$2.55$3.18$3.81$4.44$5.42$6.58$7.73$9.10$10.70$1.35$1.51$2.01$2.51$3.00$3.51$4.05$4.58$5.12$5.66$6.81$8.02$9.23
PutsCheap0.77×
Calls——
Skew——
Implied moveBearish±$7.86
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.1854.0%10.1%
25Δ108.9045.7%9.2%95.3543.6%7.1%
30Δ106.7941.7%7.3%96.6344.0%6.3%
35Δ104.8338.6%5.7%97.9044.4%5.6%
40Δ103.7140.5%5.2%99.1744.7%4.8%
45Δ102.6042.3%4.7%100.3944.5%4.1%
50Δ101.4844.2%4.3%101.5243.2%3.5%
55Δ100.3746.1%3.8%102.6541.9%2.9%
60Δ98.9448.3%3.3%103.7840.6%2.3%
65Δ97.3650.6%2.9%104.9139.3%1.7%
70Δ95.7953.0%2.5%106.4139.6%1.4%
75Δ93.9754.7%2.1%107.9440.1%1.1%
80Δ91.9255.6%1.6%109.4740.6%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.18
IV
54.0%
B/E move
10.1%

25Δ

Calls
Pseudo strike
108.90
IV
45.7%
B/E move
9.2%
Puts
Pseudo strike
95.35
IV
43.6%
B/E move
7.1%

30Δ

Calls
Pseudo strike
106.79
IV
41.7%
B/E move
7.3%
Puts
Pseudo strike
96.63
IV
44.0%
B/E move
6.3%

35Δ

Calls
Pseudo strike
104.83
IV
38.6%
B/E move
5.7%
Puts
Pseudo strike
97.90
IV
44.4%
B/E move
5.6%

40Δ

Calls
Pseudo strike
103.71
IV
40.5%
B/E move
5.2%
Puts
Pseudo strike
99.17
IV
44.7%
B/E move
4.8%

45Δ

Calls
Pseudo strike
102.60
IV
42.3%
B/E move
4.7%
Puts
Pseudo strike
100.39
IV
44.5%
B/E move
4.1%

50Δ

Calls
Pseudo strike
101.48
IV
44.2%
B/E move
4.3%
Puts
Pseudo strike
101.52
IV
43.2%
B/E move
3.5%

55Δ

Calls
Pseudo strike
100.37
IV
46.1%
B/E move
3.8%
Puts
Pseudo strike
102.65
IV
41.9%
B/E move
2.9%

60Δ

Calls
Pseudo strike
98.94
IV
48.3%
B/E move
3.3%
Puts
Pseudo strike
103.78
IV
40.6%
B/E move
2.3%

65Δ

Calls
Pseudo strike
97.36
IV
50.6%
B/E move
2.9%
Puts
Pseudo strike
104.91
IV
39.3%
B/E move
1.7%

70Δ

Calls
Pseudo strike
95.79
IV
53.0%
B/E move
2.5%
Puts
Pseudo strike
106.41
IV
39.6%
B/E move
1.4%

75Δ

Calls
Pseudo strike
93.97
IV
54.7%
B/E move
2.1%
Puts
Pseudo strike
107.94
IV
40.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
91.92
IV
55.6%
B/E move
1.6%
Puts
Pseudo strike
109.47
IV
40.6%
B/E move
0.8%

Options history

IV · four-Friday blend37.73%
Daily EOD
CHEF37.2%41.3%45.5%2026-10-19: 41.97%2026-10-20: 42.37%2026-10-21: 41.86%2026-10-22: 44.04%2026-10-23: 43.78%2026-10-26: 44.27%2026-10-27: 44.92%2026-10-28: 39.12%2026-10-29: 38.16%2026-10-30: 37.73%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.97%
42.37%
41.86%
44.04%
43.78%
44.27%
44.92%
39.12%
38.16%
37.73%