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PriceSmart, Inc. Common Stock PSMT

CONSUMER DEFENSIVE · DISCOUNT STORES
i

Market dataready · fetched 2026-11-07T07:26:27.998Z

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 · 2026-11-06T21:00:06.574215002Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-07T07:26:27.606756+00:00

Share price$162.46
1D+2.2%
AH$159$160$161$163$1645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPSMT
Sold putSold callAH

PriceSmart, Inc. Common Stock options

Live interpolated PSMT call and put midpoint premiums by absolute delta.PriceSmart, Inc. Common Stock$2.17$4.79$7.42$10.04$12.67$144.69$153.39$162.09$170.79$179.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSMT spot · $162.46PSMT PRICE$2.45$2.45$2.47$2.75$3.07$3.59$4.36$5.13$5.90$7.19$8.58$10.03$11.91$2.45$2.46$2.69$3.10$3.53$4.21$4.89$5.57$6.33$7.13$7.93$8.73$10.37
PutsCheap0.88×
CallsFair0.99×
SkewBullish-2.68 pp
Implied moveBearish±$9.25
TiltBalanced0.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ185.7775.0%15.9%147.1966.5%10.9%
25Δ176.0055.5%9.8%152.8351.5%7.4%
30Δ170.7144.3%6.6%156.0844.3%5.6%
35Δ168.2340.0%5.2%158.1341.4%4.6%
40Δ166.1636.8%4.2%160.1238.7%3.6%
45Δ164.3935.3%3.4%161.5938.2%3.1%
50Δ162.9935.9%3.0%163.0537.6%2.6%
55Δ161.5936.6%2.6%164.5137.1%2.2%
60Δ160.1937.3%2.2%165.9036.2%1.8%
65Δ158.4138.8%1.9%167.2635.1%1.4%
70Δ156.5740.5%1.7%168.6134.0%1.1%
75Δ154.6542.0%1.4%169.9632.9%0.8%
80Δ152.3042.7%1.1%171.9532.8%0.5%

20Δ

Calls
Pseudo strike
185.77
IV
75.0%
B/E move
15.9%
Puts
Pseudo strike
147.19
IV
66.5%
B/E move
10.9%

25Δ

Calls
Pseudo strike
176.00
IV
55.5%
B/E move
9.8%
Puts
Pseudo strike
152.83
IV
51.5%
B/E move
7.4%

30Δ

Calls
Pseudo strike
170.71
IV
44.3%
B/E move
6.6%
Puts
Pseudo strike
156.08
IV
44.3%
B/E move
5.6%

35Δ

Calls
Pseudo strike
168.23
IV
40.0%
B/E move
5.2%
Puts
Pseudo strike
158.13
IV
41.4%
B/E move
4.6%

40Δ

Calls
Pseudo strike
166.16
IV
36.8%
B/E move
4.2%
Puts
Pseudo strike
160.12
IV
38.7%
B/E move
3.6%

45Δ

Calls
Pseudo strike
164.39
IV
35.3%
B/E move
3.4%
Puts
Pseudo strike
161.59
IV
38.2%
B/E move
3.1%

50Δ

Calls
Pseudo strike
162.99
IV
35.9%
B/E move
3.0%
Puts
Pseudo strike
163.05
IV
37.6%
B/E move
2.6%

55Δ

Calls
Pseudo strike
161.59
IV
36.6%
B/E move
2.6%
Puts
Pseudo strike
164.51
IV
37.1%
B/E move
2.2%

60Δ

Calls
Pseudo strike
160.19
IV
37.3%
B/E move
2.2%
Puts
Pseudo strike
165.90
IV
36.2%
B/E move
1.8%

65Δ

Calls
Pseudo strike
158.41
IV
38.8%
B/E move
1.9%
Puts
Pseudo strike
167.26
IV
35.1%
B/E move
1.4%

70Δ

Calls
Pseudo strike
156.57
IV
40.5%
B/E move
1.7%
Puts
Pseudo strike
168.61
IV
34.0%
B/E move
1.1%

75Δ

Calls
Pseudo strike
154.65
IV
42.0%
B/E move
1.4%
Puts
Pseudo strike
169.96
IV
32.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
152.30
IV
42.7%
B/E move
1.1%
Puts
Pseudo strike
171.95
IV
32.8%
B/E move
0.5%

Options history

IV · four-Friday blend30.31%
Daily EOD
PSMT28.4%31.8%35.2%2026-10-19: 33.48%2026-10-20: 33.49%2026-10-21: 33.57%2026-10-22: 34.28%2026-10-23: 34.59%2026-10-26: 34.76%2026-10-27: 29.53%2026-10-28: 29.64%2026-10-29: 28.87%2026-10-30: 30.31%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.48%
33.49%
33.57%
34.28%
34.59%
34.76%
29.53%
29.64%
28.87%
30.31%