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BRP Inc. Common Subordinate Voting Shares DOO

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Market datapartial · fetched 2026-11-04T03:56:31.059Z

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 · 2026-11-03T21:00:00.891411186Z

FundamentalsAlpha Vantage · unavailable

Share price$62.15
1D-0.8%
AH$62.02$62.25$62.47$62.70$62.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDOO
Sold putSold callAH

BRP Inc. Common Subordinate Voting Shares options

Live interpolated DOO call and put midpoint premiums by absolute delta.BRP Inc. Common Subordinate Voting Shares$0.59$2.01$3.42$4.84$6.26$52.47$56.84$61.21$65.59$69.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DOO spot · $62.15DOO PRICE$0.74$0.97$1.19$1.42$1.73$2.05$2.37$2.69$3.01$3.33$3.95$4.90$5.85$0.91$1.20$1.49$1.77$1.97$2.17$2.37$2.56$2.76$2.96$3.16
Puts——
CallsExpensive1.15×
Skew——
Implied moveBalanced±$4.74
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.0551.7%12.3%56.4155.8%10.7%
25Δ67.7550.4%10.6%57.6054.7%9.2%
30Δ66.4649.1%8.9%58.7953.6%7.8%
35Δ65.1747.9%7.1%59.9852.6%6.3%
40Δ64.3246.9%6.3%60.6349.6%5.6%
45Δ63.5445.9%5.5%61.2746.6%4.9%
50Δ62.7545.0%4.8%61.9143.7%4.2%
55Δ61.9744.0%4.0%62.5540.7%3.5%
60Δ61.1943.1%3.3%63.1937.7%2.8%
65Δ60.4142.2%2.6%63.8334.8%2.1%
70Δ59.4542.4%2.0%64.4731.8%1.4%
75Δ58.2944.0%1.7%
80Δ57.1445.5%1.3%

20Δ

Calls
Pseudo strike
69.05
IV
51.7%
B/E move
12.3%
Puts
Pseudo strike
56.41
IV
55.8%
B/E move
10.7%

25Δ

Calls
Pseudo strike
67.75
IV
50.4%
B/E move
10.6%
Puts
Pseudo strike
57.60
IV
54.7%
B/E move
9.2%

30Δ

Calls
Pseudo strike
66.46
IV
49.1%
B/E move
8.9%
Puts
Pseudo strike
58.79
IV
53.6%
B/E move
7.8%

35Δ

Calls
Pseudo strike
65.17
IV
47.9%
B/E move
7.1%
Puts
Pseudo strike
59.98
IV
52.6%
B/E move
6.3%

40Δ

Calls
Pseudo strike
64.32
IV
46.9%
B/E move
6.3%
Puts
Pseudo strike
60.63
IV
49.6%
B/E move
5.6%

45Δ

Calls
Pseudo strike
63.54
IV
45.9%
B/E move
5.5%
Puts
Pseudo strike
61.27
IV
46.6%
B/E move
4.9%

50Δ

Calls
Pseudo strike
62.75
IV
45.0%
B/E move
4.8%
Puts
Pseudo strike
61.91
IV
43.7%
B/E move
4.2%

55Δ

Calls
Pseudo strike
61.97
IV
44.0%
B/E move
4.0%
Puts
Pseudo strike
62.55
IV
40.7%
B/E move
3.5%

60Δ

Calls
Pseudo strike
61.19
IV
43.1%
B/E move
3.3%
Puts
Pseudo strike
63.19
IV
37.7%
B/E move
2.8%

65Δ

Calls
Pseudo strike
60.41
IV
42.2%
B/E move
2.6%
Puts
Pseudo strike
63.83
IV
34.8%
B/E move
2.1%

70Δ

Calls
Pseudo strike
59.45
IV
42.4%
B/E move
2.0%
Puts
Pseudo strike
64.47
IV
31.8%
B/E move
1.4%

75Δ

Calls
Pseudo strike
58.29
IV
44.0%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
57.14
IV
45.5%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend42.65%
Daily EOD
DOO41.1%43.3%45.5%2026-10-19: 41.78%2026-10-20: 44.05%2026-10-21: 45.21%2026-10-22: 41.36%2026-10-23: 43.56%2026-10-26: 45.19%2026-10-27: 43.82%2026-10-28: 42.91%2026-10-29: 42.18%2026-10-30: 42.65%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.78%
44.05%
45.21%
41.36%
43.56%
45.19%
43.82%
42.91%
42.18%
42.65%