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Shake Shack Inc. SHAK

i

Market datapartial · fetched 2026-11-03T23:41:49.143Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T23:30:00.004594833Z

FundamentalsAlpha Vantage · unavailable

Share price$70.14
1D-3.1%
AH$69.61$70.36$71.10$71.85$72.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSHAK
Sold putSold callAH

Shake Shack Inc. options

Live interpolated SHAK call and put midpoint premiums by absolute delta.Shake Shack Inc.$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICESHAK PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend85.12%
Daily close
SHAK34.7%61.8%88.9%2026-08-05: 67.11%2026-08-06: 51.22%2026-08-07: 47.27%2026-08-10: 47.27%2026-08-11: 45.03%2026-08-12: 52.84%2026-08-13: 48.48%2026-08-14: 41.73%2026-08-17: 42.03%2026-08-18: 44.29%2026-08-19: 46.69%2026-08-20: 47.73%2026-08-21: 39.25%2026-08-24: 42.03%2026-08-25: 38.44%2026-08-26: 39.50%2026-08-27: 40.97%2026-08-28: 39.59%2026-08-31: 39.40%2026-09-01: 41.15%2026-09-02: 41.81%2026-09-03: 44.94%2026-09-04: 42.20%2026-09-08: 47.13%2026-09-09: 54.11%2026-09-10: 52.10%2026-09-11: 46.49%2026-09-14: 52.36%2026-09-15: 52.48%2026-09-16: 50.79%2026-09-17: 51.92%2026-09-18: 42.48%2026-09-21: 48.94%2026-09-22: 47.43%2026-09-23: 50.70%2026-09-24: 57.43%2026-09-25: 49.64%2026-09-28: 48.51%2026-09-29: 51.71%2026-09-30: 49.95%2026-10-01: 52.30%2026-10-02: 46.63%2026-10-05: 49.05%2026-10-06: 55.46%2026-10-07: 49.57%2026-10-08: 57.89%2026-10-09: 49.41%2026-10-12: 56.66%2026-10-13: 55.17%2026-10-14: 60.28%2026-10-15: 59.41%2026-10-16: 59.34%2026-10-19: 60.10%2026-10-20: 62.30%2026-10-21: 60.10%2026-10-22: 67.49%2026-10-23: 69.71%2026-10-26: 76.28%2026-10-27: 80.43%2026-10-28: 83.66%2026-10-29: 84.03%2026-10-30: 85.12%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
67.11%
51.22%
47.27%
47.27%
45.03%
52.84%
48.48%
41.73%
42.03%
44.29%
46.69%
47.73%
39.25%
42.03%
38.44%
39.50%
40.97%
39.59%
39.40%
41.15%
41.81%
44.94%
42.20%
47.13%
54.11%
52.10%
46.49%
52.36%
52.48%
50.79%
51.92%
42.48%
48.94%
47.43%
50.70%
57.43%
49.64%
48.51%
51.71%
49.95%
52.30%
46.63%
49.05%
55.46%
49.57%
57.89%
49.41%
56.66%
55.17%
60.28%
59.41%
59.34%
60.10%
62.30%
60.10%
67.49%
69.71%
76.28%
80.43%
83.66%
84.03%
85.12%