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Once Upon a Farm, PBC OFRM

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-11-07T07:26:56.720Z

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 · 2026-11-07T00:24:48.421387006Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T07:26:56.244798+00:00

Share price$9.65
1D+1.4%
AH$9.01$9.14$9.27$9.40$9.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOFRM
Sold putSold callAH

Once Upon a Farm, PBC options

Live interpolated OFRM call and put midpoint premiums by absolute delta.Once Upon a Farm, PBC$0.19$2.23$4.26$6.30$8.33$-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 —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 PRICEOFRM PRICE$0.41$0.46$0.52$0.50$0.61$0.72$0.82$0.93$1.03$1.14$1.70$2.31$2.92$3.69$5.18$7.74
PutsExpensive1.05×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.52200.0%27.3%
25Δ7.92188.9%24.2%
30Δ8.33177.7%21.1%
35Δ11.03110.4%18.6%8.74166.6%18.0%
40Δ10.55101.8%14.1%9.14155.4%14.9%
45Δ10.0693.2%9.6%9.55144.3%11.7%
50Δ9.96133.1%8.6%
55Δ10.60147.0%7.7%
60Δ11.28163.8%7.1%
65Δ11.95180.7%6.5%
70Δ12.78199.1%5.8%
75Δ14.35224.8%5.0%
80Δ16.98264.6%4.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.52
IV
200.0%
B/E move
27.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.92
IV
188.9%
B/E move
24.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.33
IV
177.7%
B/E move
21.1%

35Δ

Calls
Pseudo strike
11.03
IV
110.4%
B/E move
18.6%
Puts
Pseudo strike
8.74
IV
166.6%
B/E move
18.0%

40Δ

Calls
Pseudo strike
10.55
IV
101.8%
B/E move
14.1%
Puts
Pseudo strike
9.14
IV
155.4%
B/E move
14.9%

45Δ

Calls
Pseudo strike
10.06
IV
93.2%
B/E move
9.6%
Puts
Pseudo strike
9.55
IV
144.3%
B/E move
11.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.96
IV
133.1%
B/E move
8.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.60
IV
147.0%
B/E move
7.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.28
IV
163.8%
B/E move
7.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.95
IV
180.7%
B/E move
6.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.78
IV
199.1%
B/E move
5.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.35
IV
224.8%
B/E move
5.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.98
IV
264.6%
B/E move
4.3%

Options history

IV · four-Friday blend77.13%
Daily EOD
OFRM63.1%74.4%85.8%2026-10-19: 65.38%2026-10-20: 64.63%2026-10-21: 74.75%2026-10-22: 70.62%2026-10-23: 71.90%2026-10-26: 73.83%2026-10-27: 76.27%2026-10-28: 84.20%2026-10-29: 73.90%2026-10-30: 77.13%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
65.38%
64.63%
74.75%
70.62%
71.90%
73.83%
76.27%
84.20%
73.90%
77.13%