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Hasbro, Inc. Common Stock HAS

i

Market dataready · fetched 2026-11-04T04:03:34.287Z

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 · 2026-11-04T00:37:46.38833798Z

FundamentalsSEC EDGAR · ready · as of 2026-09-27 · fetched 2026-11-04T04:03:33.812125+00:00

Share price$117.57
1D+0.0%
AH$117.19$117.59$117.98$118.37$118.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHAS
Sold putSold callAH

Hasbro, Inc. Common Stock options

Live interpolated HAS call and put midpoint premiums by absolute delta.Hasbro, Inc. Common Stock$0.66$3.26$5.86$8.45$11.05$93.60$104.46$115.32$126.18$137.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HAS spot · $117.57HAS PRICE$0.95$1.24$1.56$1.88$2.19$2.69$3.21$3.72$4.24$4.76$6.02$7.27$8.52$1.07$1.42$1.76$2.10$2.65$3.24$3.83$4.42$5.17$6.22$7.28$8.33$10.30
PutsCheap0.75×
CallsCheap0.54×
SkewBearish+2.47 pp
Implied moveBearish±$7.04
TiltBearish9.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ125.8734.3%7.9%110.5236.2%6.9%
25Δ124.1833.6%6.7%111.9435.3%6.0%
30Δ122.8332.9%5.8%113.3734.5%5.1%
35Δ121.4832.2%4.9%114.8033.7%4.1%
40Δ120.1331.5%4.0%115.9533.9%3.6%
45Δ119.0831.5%3.6%117.0634.2%3.2%
50Δ118.0531.5%3.1%118.1734.5%2.7%
55Δ117.0331.6%2.7%119.2834.9%2.3%
60Δ116.0131.6%2.3%120.5035.3%1.9%
65Δ114.9831.7%1.9%121.9235.9%1.6%
70Δ113.4433.6%1.6%123.3536.5%1.3%
75Δ111.8935.4%1.4%124.7737.1%1.0%
80Δ110.3437.2%1.1%127.0538.6%0.7%

20Δ

Calls
Pseudo strike
125.87
IV
34.3%
B/E move
7.9%
Puts
Pseudo strike
110.52
IV
36.2%
B/E move
6.9%

25Δ

Calls
Pseudo strike
124.18
IV
33.6%
B/E move
6.7%
Puts
Pseudo strike
111.94
IV
35.3%
B/E move
6.0%

30Δ

Calls
Pseudo strike
122.83
IV
32.9%
B/E move
5.8%
Puts
Pseudo strike
113.37
IV
34.5%
B/E move
5.1%

35Δ

Calls
Pseudo strike
121.48
IV
32.2%
B/E move
4.9%
Puts
Pseudo strike
114.80
IV
33.7%
B/E move
4.1%

40Δ

Calls
Pseudo strike
120.13
IV
31.5%
B/E move
4.0%
Puts
Pseudo strike
115.95
IV
33.9%
B/E move
3.6%

45Δ

Calls
Pseudo strike
119.08
IV
31.5%
B/E move
3.6%
Puts
Pseudo strike
117.06
IV
34.2%
B/E move
3.2%

50Δ

Calls
Pseudo strike
118.05
IV
31.5%
B/E move
3.1%
Puts
Pseudo strike
118.17
IV
34.5%
B/E move
2.7%

55Δ

Calls
Pseudo strike
117.03
IV
31.6%
B/E move
2.7%
Puts
Pseudo strike
119.28
IV
34.9%
B/E move
2.3%

60Δ

Calls
Pseudo strike
116.01
IV
31.6%
B/E move
2.3%
Puts
Pseudo strike
120.50
IV
35.3%
B/E move
1.9%

65Δ

Calls
Pseudo strike
114.98
IV
31.7%
B/E move
1.9%
Puts
Pseudo strike
121.92
IV
35.9%
B/E move
1.6%

70Δ

Calls
Pseudo strike
113.44
IV
33.6%
B/E move
1.6%
Puts
Pseudo strike
123.35
IV
36.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
111.89
IV
35.4%
B/E move
1.4%
Puts
Pseudo strike
124.77
IV
37.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
110.34
IV
37.2%
B/E move
1.1%
Puts
Pseudo strike
127.05
IV
38.6%
B/E move
0.7%

Options history

IV · four-Friday blend33.43%
Daily EOD
HAS30.8%33.3%35.8%2026-10-19: 35.48%2026-10-20: 31.12%2026-10-21: 31.28%2026-10-22: 31.77%2026-10-23: 31.70%2026-10-26: 32.93%2026-10-27: 32.74%2026-10-28: 32.15%2026-10-29: 32.20%2026-10-30: 33.43%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
35.48%
31.12%
31.28%
31.77%
31.70%
32.93%
32.74%
32.15%
32.20%
33.43%