IntraAlpha
Create free account Start free

Driven Brands Holdings Inc. Common Stock DRVN

i

Market dataready · fetched 2026-11-04T00:47:04.707Z

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 · 2026-11-03T21:00:03.195549074Z

FundamentalsSEC EDGAR · ready · as of 2026-06-27 · fetched 2026-11-04T00:47:03.995863+00:00

Share price$11.29
1D-2.7%
AH$10.39$10.78$11.18$11.57$11.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDRVN
Sold putSold callAH

Driven Brands Holdings Inc. Common Stock options

Live interpolated DRVN call and put midpoint premiums by absolute delta.Driven Brands Holdings Inc. Common Stock$0.12$1.02$1.93$2.83$3.73$8.79$9.91$11.02$12.14$13.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DRVN spot · $11.29DRVN PRICE$0.47$0.61$0.75$0.89$1.02$1.16$1.30$1.44$1.57$1.99$0.22$0.32$0.43$0.54$0.64$0.75$0.86$0.97$1.07$1.18$1.29$1.39$3.47
PutsCheap0.76×
Calls——
Skew——
Implied moveBalanced±$1.74
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.1363.9%12.1%
25Δ10.3563.7%11.2%
30Δ10.5663.5%10.2%
35Δ12.0971.1%11.4%10.7763.4%9.3%
40Δ11.8473.2%10.4%10.9963.2%8.3%
45Δ11.5975.4%9.4%11.2063.0%7.4%
50Δ11.3477.5%8.4%11.4262.8%6.4%
55Δ11.0979.6%7.4%11.6362.7%5.5%
60Δ10.8481.8%6.4%11.8462.5%4.5%
65Δ10.5983.9%5.4%12.0662.3%3.6%
70Δ10.3486.1%4.4%12.2762.2%2.6%
75Δ10.0988.2%3.4%12.4962.0%1.7%
80Δ9.5993.6%2.6%14.6091.4%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.13
IV
63.9%
B/E move
12.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.35
IV
63.7%
B/E move
11.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.56
IV
63.5%
B/E move
10.2%

35Δ

Calls
Pseudo strike
12.09
IV
71.1%
B/E move
11.4%
Puts
Pseudo strike
10.77
IV
63.4%
B/E move
9.3%

40Δ

Calls
Pseudo strike
11.84
IV
73.2%
B/E move
10.4%
Puts
Pseudo strike
10.99
IV
63.2%
B/E move
8.3%

45Δ

Calls
Pseudo strike
11.59
IV
75.4%
B/E move
9.4%
Puts
Pseudo strike
11.20
IV
63.0%
B/E move
7.4%

50Δ

Calls
Pseudo strike
11.34
IV
77.5%
B/E move
8.4%
Puts
Pseudo strike
11.42
IV
62.8%
B/E move
6.4%

55Δ

Calls
Pseudo strike
11.09
IV
79.6%
B/E move
7.4%
Puts
Pseudo strike
11.63
IV
62.7%
B/E move
5.5%

60Δ

Calls
Pseudo strike
10.84
IV
81.8%
B/E move
6.4%
Puts
Pseudo strike
11.84
IV
62.5%
B/E move
4.5%

65Δ

Calls
Pseudo strike
10.59
IV
83.9%
B/E move
5.4%
Puts
Pseudo strike
12.06
IV
62.3%
B/E move
3.6%

70Δ

Calls
Pseudo strike
10.34
IV
86.1%
B/E move
4.4%
Puts
Pseudo strike
12.27
IV
62.2%
B/E move
2.6%

75Δ

Calls
Pseudo strike
10.09
IV
88.2%
B/E move
3.4%
Puts
Pseudo strike
12.49
IV
62.0%
B/E move
1.7%

80Δ

Calls
Pseudo strike
9.59
IV
93.6%
B/E move
2.6%
Puts
Pseudo strike
14.60
IV
91.4%
B/E move
1.4%

Options history

IV · four-Friday blend78.12%
Daily EOD
DRVN62.6%76.9%91.1%2026-10-19: 73.62%2026-10-20: 69.79%2026-10-21: 77.46%2026-10-23: 64.55%2026-10-26: 83.89%2026-10-27: 76.84%2026-10-28: 89.18%2026-10-29: 79.08%2026-10-30: 78.12%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
73.62%
69.79%
77.46%
64.55%
83.89%
76.84%
89.18%
79.08%
78.12%