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Flowers Foods, Inc. FLO

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-11-04T00:50:29.663Z

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 · 2026-11-04T00:04:18.700717564Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T00:50:29.424349+00:00

Share price$6.76
1D+0.1%
AH$6.60$6.66$6.71$6.77$6.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFLO
Sold putSold callAH

Flowers Foods, Inc. options

Live interpolated FLO call and put midpoint premiums by absolute delta.Flowers Foods, Inc.$0.18$0.43$0.68$0.93$1.19$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEFLO PRICE$0.20$0.26$0.31$0.36$0.42$0.47$0.53$0.58$0.63$0.69$0.74$0.79$1.11
PutsExpensive1.50×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.36115.2%23.7%
25Δ5.54110.2%21.8%
30Δ5.73105.1%19.9%
35Δ5.91100.1%17.9%
40Δ6.1095.0%16.0%
45Δ6.2890.0%14.1%
50Δ6.4785.0%12.1%
55Δ6.6579.9%10.2%
60Δ6.8474.9%8.2%
65Δ7.0269.8%6.3%
70Δ7.2064.8%4.4%
75Δ7.3959.8%2.4%
80Δ7.8062.4%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.36
IV
115.2%
B/E move
23.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.54
IV
110.2%
B/E move
21.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.73
IV
105.1%
B/E move
19.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.91
IV
100.1%
B/E move
17.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.10
IV
95.0%
B/E move
16.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.28
IV
90.0%
B/E move
14.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.47
IV
85.0%
B/E move
12.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.65
IV
79.9%
B/E move
10.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.84
IV
74.9%
B/E move
8.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.02
IV
69.8%
B/E move
6.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.20
IV
64.8%
B/E move
4.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.39
IV
59.8%
B/E move
2.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.80
IV
62.4%
B/E move
1.1%

Options history

IV · four-Friday blend66.46%
Daily close
FLO49.4%58.6%67.7%2026-08-07: 50.66%2026-08-13: 57.51%2026-08-14: 52.36%2026-08-19: 66.46%Aug 7Aug 13Aug 19
4 observations2026-08-07 — 2026-08-19
Table
DateIV (%)
50.66%
57.51%
52.36%
66.46%