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Six Flags Entertainment Corporation FUN

i

Market dataready · fetched 2026-11-03T18:46:08.016Z

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 · 2026-11-03T18:46:05.69394987Z

FundamentalsSEC EDGAR · ready · as of 2026-06-28 · fetched 2026-11-03T18:46:07.262875+00:00

Share price$7.55
1D-2.6%
$7.37$7.47$7.57$7.68$7.785:30 AM6:30 AM9:00 AM1:00 PMFUN
Sold putSold call

Six Flags Entertainment Corporation options

Live interpolated FUN call and put midpoint premiums by absolute delta.Six Flags Entertainment Corporation$0.14$0.74$1.35$1.96$2.57$5.25$6.30$7.34$8.39$9.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ 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 PRICELive FUN spot · $7.55FUN PRICE$0.20$0.28$0.35$0.43$0.51$0.58$0.66$0.73$0.30$0.38$0.47$0.55$0.64$0.76$0.99$1.22$1.46$1.69$1.92$2.16$2.39
PutsExpensive1.33×
Calls——
Skew——
Implied moveBearish±$1.65
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.69111.1%31.0%5.96122.3%25.0%
25Δ9.38111.1%28.0%6.29120.4%21.8%
30Δ9.08111.1%25.0%6.61118.5%18.7%
35Δ8.78111.1%22.0%6.93116.6%15.5%
40Δ8.48111.1%19.0%7.26114.7%12.3%
45Δ8.18111.1%16.0%7.58113.3%9.7%
50Δ7.87111.1%13.0%7.89113.7%8.7%
55Δ7.57111.1%10.0%8.20114.0%7.6%
60Δ8.51114.3%6.6%
65Δ8.82114.6%5.6%
70Δ9.13114.9%4.5%
75Δ9.44115.2%3.5%
80Δ9.75115.6%2.5%

20Δ

Calls
Pseudo strike
9.69
IV
111.1%
B/E move
31.0%
Puts
Pseudo strike
5.96
IV
122.3%
B/E move
25.0%

25Δ

Calls
Pseudo strike
9.38
IV
111.1%
B/E move
28.0%
Puts
Pseudo strike
6.29
IV
120.4%
B/E move
21.8%

30Δ

Calls
Pseudo strike
9.08
IV
111.1%
B/E move
25.0%
Puts
Pseudo strike
6.61
IV
118.5%
B/E move
18.7%

35Δ

Calls
Pseudo strike
8.78
IV
111.1%
B/E move
22.0%
Puts
Pseudo strike
6.93
IV
116.6%
B/E move
15.5%

40Δ

Calls
Pseudo strike
8.48
IV
111.1%
B/E move
19.0%
Puts
Pseudo strike
7.26
IV
114.7%
B/E move
12.3%

45Δ

Calls
Pseudo strike
8.18
IV
111.1%
B/E move
16.0%
Puts
Pseudo strike
7.58
IV
113.3%
B/E move
9.7%

50Δ

Calls
Pseudo strike
7.87
IV
111.1%
B/E move
13.0%
Puts
Pseudo strike
7.89
IV
113.7%
B/E move
8.7%

55Δ

Calls
Pseudo strike
7.57
IV
111.1%
B/E move
10.0%
Puts
Pseudo strike
8.20
IV
114.0%
B/E move
7.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.51
IV
114.3%
B/E move
6.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.82
IV
114.6%
B/E move
5.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.13
IV
114.9%
B/E move
4.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.44
IV
115.2%
B/E move
3.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.75
IV
115.6%
B/E move
2.5%

Options history

IV · four-Friday blend98.07%
Daily EOD
FUN77.4%88.5%99.6%2026-10-19: 79.38%2026-10-20: 78.90%2026-10-21: 83.58%2026-10-22: 83.09%2026-10-23: 86.80%2026-10-26: 87.00%2026-10-27: 87.44%2026-10-28: 86.86%2026-10-29: 86.91%2026-10-30: 98.07%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
79.38%
78.90%
83.58%
83.09%
86.80%
87.00%
87.44%
86.86%
86.91%
98.07%