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National Beverage Corp. Common Stock FIZZ

CONSUMER DEFENSIVE · BEVERAGES - NON-ALCOHOLIC
i

Market dataready · fetched 2026-11-06T21:23:49.881Z

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 · 2026-11-06T21:00:05.779860931Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-06T21:23:48.671329+00:00

Share price$37.14
1D+2.2%
AH$36.22$36.52$36.83$37.13$37.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFIZZ
Sold putSold callAH

National Beverage Corp. Common Stock options

Live interpolated FIZZ call and put midpoint premiums by absolute delta.National Beverage Corp. Common Stock$0.51$1.24$1.97$2.71$3.44$33.15$35.07$36.99$38.91$40.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FIZZ spot · $37.14FIZZ PRICE$0.59$0.78$0.96$1.15$1.33$1.52$1.70$1.89$2.07$2.26$2.44$3.08$1.03$1.22$1.41$1.61$1.81$2.01$2.21$2.42$2.62$2.82$3.02$3.23
Puts——
Calls——
Skew——
Implied moveBearish±$3.73
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.17117.6%18.9%
25Δ39.0933.9%6.8%32.64106.1%15.4%
30Δ38.7134.6%6.3%34.1294.6%11.9%
35Δ38.3335.3%5.8%35.2386.0%9.5%
40Δ37.9536.0%5.3%35.8181.5%8.4%
45Δ37.5636.7%4.7%36.3976.9%7.4%
50Δ37.1837.4%4.2%36.9772.4%6.4%
55Δ36.8038.1%3.7%37.5567.9%5.4%
60Δ36.4238.8%3.1%38.1363.4%4.4%
65Δ36.0339.5%2.6%38.7158.9%3.4%
70Δ35.6540.2%2.1%39.2854.4%2.4%
75Δ35.2740.9%1.5%39.8649.9%1.4%
80Δ34.4745.6%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.17
IV
117.6%
B/E move
18.9%

25Δ

Calls
Pseudo strike
39.09
IV
33.9%
B/E move
6.8%
Puts
Pseudo strike
32.64
IV
106.1%
B/E move
15.4%

30Δ

Calls
Pseudo strike
38.71
IV
34.6%
B/E move
6.3%
Puts
Pseudo strike
34.12
IV
94.6%
B/E move
11.9%

35Δ

Calls
Pseudo strike
38.33
IV
35.3%
B/E move
5.8%
Puts
Pseudo strike
35.23
IV
86.0%
B/E move
9.5%

40Δ

Calls
Pseudo strike
37.95
IV
36.0%
B/E move
5.3%
Puts
Pseudo strike
35.81
IV
81.5%
B/E move
8.4%

45Δ

Calls
Pseudo strike
37.56
IV
36.7%
B/E move
4.7%
Puts
Pseudo strike
36.39
IV
76.9%
B/E move
7.4%

50Δ

Calls
Pseudo strike
37.18
IV
37.4%
B/E move
4.2%
Puts
Pseudo strike
36.97
IV
72.4%
B/E move
6.4%

55Δ

Calls
Pseudo strike
36.80
IV
38.1%
B/E move
3.7%
Puts
Pseudo strike
37.55
IV
67.9%
B/E move
5.4%

60Δ

Calls
Pseudo strike
36.42
IV
38.8%
B/E move
3.1%
Puts
Pseudo strike
38.13
IV
63.4%
B/E move
4.4%

65Δ

Calls
Pseudo strike
36.03
IV
39.5%
B/E move
2.6%
Puts
Pseudo strike
38.71
IV
58.9%
B/E move
3.4%

70Δ

Calls
Pseudo strike
35.65
IV
40.2%
B/E move
2.1%
Puts
Pseudo strike
39.28
IV
54.4%
B/E move
2.4%

75Δ

Calls
Pseudo strike
35.27
IV
40.9%
B/E move
1.5%
Puts
Pseudo strike
39.86
IV
49.9%
B/E move
1.4%

80Δ

Calls
Pseudo strike
34.47
IV
45.6%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend37.05%
Daily close
FIZZ30.7%48.9%67.1%2026-08-11: 47.74%2026-08-12: 49.98%2026-08-13: 45.51%2026-08-14: 44.94%2026-08-17: 46.39%2026-08-20: 64.59%2026-09-18: 36.63%2026-09-21: 34.55%2026-09-22: 38.14%2026-09-23: 38.51%2026-09-24: 40.32%2026-09-25: 41.09%2026-09-28: 41.16%2026-09-29: 33.24%2026-09-30: 42.38%2026-10-01: 45.06%2026-10-02: 39.33%2026-10-05: 44.60%2026-10-06: 37.10%2026-10-08: 41.31%2026-10-12: 50.21%2026-10-16: 35.09%2026-10-19: 39.16%2026-10-20: 37.04%2026-10-21: 39.14%2026-10-26: 39.84%2026-10-27: 40.00%2026-10-28: 40.03%2026-10-29: 37.05%Aug 11Sep 30Oct 29
29 observations2026-08-11 — 2026-10-29
Table
DateIV (%)
47.74%
49.98%
45.51%
44.94%
46.39%
64.59%
36.63%
34.55%
38.14%
38.51%
40.32%
41.09%
41.16%
33.24%
42.38%
45.06%
39.33%
44.60%
37.10%
41.31%
50.21%
35.09%
39.16%
37.04%
39.14%
39.84%
40.00%
40.03%
37.05%