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Camping World Holdings, Inc. CWH

i

Market datapartial · fetched 2026-11-03T19:51:09.199Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T19:51:10.858649851Z

FundamentalsAlpha Vantage · unavailable

Share price$4.77
1D-0.5%
$4.71$4.92$5.14$5.35$5.575:30 AM6:30 AM9:00 AM1:00 PMCWH
Sold putSold call

Camping World Holdings, Inc. options

Live interpolated CWH call and put midpoint premiums by absolute delta.Camping World Holdings, Inc.$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECWH PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend81.53%
Daily close
CWH64.9%74.6%84.3%2026-08-05: 72.62%2026-08-06: 68.98%2026-08-07: 69.34%2026-08-12: 73.78%2026-08-21: 69.31%2026-08-24: 68.31%2026-08-25: 70.31%2026-08-26: 67.85%2026-08-27: 67.73%2026-08-28: 70.66%2026-08-31: 67.49%2026-09-01: 67.20%2026-09-02: 66.89%2026-09-03: 67.03%2026-09-04: 66.26%2026-09-08: 71.33%2026-09-11: 69.13%2026-09-18: 72.90%2026-09-21: 73.75%2026-09-22: 69.99%2026-09-23: 74.19%2026-09-24: 73.20%2026-09-25: 71.99%2026-09-28: 74.56%2026-09-29: 73.79%2026-09-30: 73.44%2026-10-01: 75.09%2026-10-02: 72.60%2026-10-16: 76.45%2026-10-19: 80.09%2026-10-20: 79.50%2026-10-21: 77.39%2026-10-22: 77.65%2026-10-23: 80.82%2026-10-26: 82.97%2026-10-27: 82.66%2026-10-28: 80.35%2026-10-29: 80.78%2026-10-30: 81.53%Aug 5Sep 22Oct 30
39 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
72.62%
68.98%
69.34%
73.78%
69.31%
68.31%
70.31%
67.85%
67.73%
70.66%
67.49%
67.20%
66.89%
67.03%
66.26%
71.33%
69.13%
72.90%
73.75%
69.99%
74.19%
73.20%
71.99%
74.56%
73.79%
73.44%
75.09%
72.60%
76.45%
80.09%
79.50%
77.39%
77.65%
80.82%
82.97%
82.66%
80.35%
80.78%
81.53%