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POST HOLDINGS, INC. POST

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-11-03T14:42:14.757Z

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 · 2026-11-03T14:41:32.261961643Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T14:42:14.340484+00:00

Share price$84.05
1D-0.6%
$84.01$84.16$84.31$84.46$84.615:30 AM6:30 AM9:00 AM1:00 PMPOST
Sold putSold call

POST HOLDINGS, INC. options

Live interpolated POST call and put midpoint premiums by absolute delta.POST HOLDINGS, INC.$0.99$3.19$5.38$7.57$9.77$74.77$78.99$83.21$87.42$91.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive POST spot · $84.05POST PRICE$1.23$1.57$1.98$2.40$2.81$3.29$3.88$4.47$5.06$5.66$7.24$9.13$1.39$1.46$1.62$1.97$2.31$2.66$3.00$3.45$4.04$4.63$5.23$5.82$6.41
PutsExpensive1.94×
Calls——
Skew——
Implied moveBullish±$6.29
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ95.5063.6%15.1%75.4764.9%11.9%
25Δ78.2352.7%8.7%
30Δ89.2646.4%8.1%80.3644.4%6.3%
35Δ88.1046.8%7.2%81.3843.1%5.5%
40Δ86.9547.2%6.3%82.3941.7%4.7%
45Δ85.7947.6%5.4%83.4040.4%3.9%
50Δ84.6647.8%4.6%84.4139.1%3.1%
55Δ83.5647.5%4.0%85.3838.0%2.5%
60Δ82.4647.2%3.4%86.2937.4%2.1%
65Δ81.3647.0%2.8%87.2136.7%1.8%
70Δ80.2746.7%2.2%88.1236.0%1.4%
75Δ78.3851.1%1.9%89.0335.3%1.0%
80Δ76.2557.0%1.6%89.9434.7%0.6%

20Δ

Calls
Pseudo strike
95.50
IV
63.6%
B/E move
15.1%
Puts
Pseudo strike
75.47
IV
64.9%
B/E move
11.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.23
IV
52.7%
B/E move
8.7%

30Δ

Calls
Pseudo strike
89.26
IV
46.4%
B/E move
8.1%
Puts
Pseudo strike
80.36
IV
44.4%
B/E move
6.3%

35Δ

Calls
Pseudo strike
88.10
IV
46.8%
B/E move
7.2%
Puts
Pseudo strike
81.38
IV
43.1%
B/E move
5.5%

40Δ

Calls
Pseudo strike
86.95
IV
47.2%
B/E move
6.3%
Puts
Pseudo strike
82.39
IV
41.7%
B/E move
4.7%

45Δ

Calls
Pseudo strike
85.79
IV
47.6%
B/E move
5.4%
Puts
Pseudo strike
83.40
IV
40.4%
B/E move
3.9%

50Δ

Calls
Pseudo strike
84.66
IV
47.8%
B/E move
4.6%
Puts
Pseudo strike
84.41
IV
39.1%
B/E move
3.1%

55Δ

Calls
Pseudo strike
83.56
IV
47.5%
B/E move
4.0%
Puts
Pseudo strike
85.38
IV
38.0%
B/E move
2.5%

60Δ

Calls
Pseudo strike
82.46
IV
47.2%
B/E move
3.4%
Puts
Pseudo strike
86.29
IV
37.4%
B/E move
2.1%

65Δ

Calls
Pseudo strike
81.36
IV
47.0%
B/E move
2.8%
Puts
Pseudo strike
87.21
IV
36.7%
B/E move
1.8%

70Δ

Calls
Pseudo strike
80.27
IV
46.7%
B/E move
2.2%
Puts
Pseudo strike
88.12
IV
36.0%
B/E move
1.4%

75Δ

Calls
Pseudo strike
78.38
IV
51.1%
B/E move
1.9%
Puts
Pseudo strike
89.03
IV
35.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
76.25
IV
57.0%
B/E move
1.6%
Puts
Pseudo strike
89.94
IV
34.7%
B/E move
0.6%

Options history

IV · four-Friday blend35.70%
Daily EOD
POST31.8%33.9%36.1%2026-10-19: 34.08%2026-10-20: 32.07%2026-10-21: 33.69%2026-10-22: 33.71%2026-10-23: 33.51%2026-10-26: 34.63%2026-10-27: 33.38%2026-10-28: 35.80%2026-10-29: 34.97%2026-10-30: 35.70%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.08%
32.07%
33.69%
33.71%
33.51%
34.63%
33.38%
35.80%
34.97%
35.70%