IntraAlpha
Create free account Start free

Smith & Wesson Brands, Inc. Common Stock SWBI

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-11-04T03:02:25.577Z

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 · 2026-11-04T00:16:38.709285676Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-04T03:02:25.177868+00:00

Share price$13.20
1D-1.1%
AH$13.16$13.20$13.25$13.30$13.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSWBI
Sold putSold callAH

Smith & Wesson Brands, Inc. Common Stock options

Live interpolated SWBI call and put midpoint premiums by absolute delta.Smith & Wesson Brands, Inc. Common Stock$0.10$0.44$0.78$1.13$1.47$11.52$12.53$13.54$14.54$15.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SWBI spot · $13.20SWBI PRICE$0.14$0.18$0.22$0.28$0.34$0.40$0.46$0.52$0.60$0.79$0.98$1.18$1.37$0.16$0.21$0.26$0.31$0.37$0.46$0.55$0.65$0.75$0.84$0.94
Puts——
CallsFair1.05×
Skew——
Implied moveBearish±$1.01
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.5044.8%10.9%12.2144.3%8.7%
25Δ14.1943.2%8.8%12.4043.8%7.7%
30Δ13.9442.1%7.3%12.5943.4%6.6%
35Δ13.7841.8%6.5%12.7843.0%5.6%
40Δ13.6241.5%5.8%12.9742.6%4.5%
45Δ13.4641.2%5.0%13.1342.5%3.9%
50Δ13.3040.9%4.3%13.3042.4%3.5%
55Δ13.1440.6%3.5%13.4642.4%3.0%
60Δ12.9840.7%2.8%13.6242.3%2.5%
65Δ12.7444.3%2.5%13.7842.3%2.0%
70Δ12.5147.9%2.2%13.9442.3%1.5%
75Δ12.2751.5%1.9%
80Δ12.0455.1%1.6%

20Δ

Calls
Pseudo strike
14.50
IV
44.8%
B/E move
10.9%
Puts
Pseudo strike
12.21
IV
44.3%
B/E move
8.7%

25Δ

Calls
Pseudo strike
14.19
IV
43.2%
B/E move
8.8%
Puts
Pseudo strike
12.40
IV
43.8%
B/E move
7.7%

30Δ

Calls
Pseudo strike
13.94
IV
42.1%
B/E move
7.3%
Puts
Pseudo strike
12.59
IV
43.4%
B/E move
6.6%

35Δ

Calls
Pseudo strike
13.78
IV
41.8%
B/E move
6.5%
Puts
Pseudo strike
12.78
IV
43.0%
B/E move
5.6%

40Δ

Calls
Pseudo strike
13.62
IV
41.5%
B/E move
5.8%
Puts
Pseudo strike
12.97
IV
42.6%
B/E move
4.5%

45Δ

Calls
Pseudo strike
13.46
IV
41.2%
B/E move
5.0%
Puts
Pseudo strike
13.13
IV
42.5%
B/E move
3.9%

50Δ

Calls
Pseudo strike
13.30
IV
40.9%
B/E move
4.3%
Puts
Pseudo strike
13.30
IV
42.4%
B/E move
3.5%

55Δ

Calls
Pseudo strike
13.14
IV
40.6%
B/E move
3.5%
Puts
Pseudo strike
13.46
IV
42.4%
B/E move
3.0%

60Δ

Calls
Pseudo strike
12.98
IV
40.7%
B/E move
2.8%
Puts
Pseudo strike
13.62
IV
42.3%
B/E move
2.5%

65Δ

Calls
Pseudo strike
12.74
IV
44.3%
B/E move
2.5%
Puts
Pseudo strike
13.78
IV
42.3%
B/E move
2.0%

70Δ

Calls
Pseudo strike
12.51
IV
47.9%
B/E move
2.2%
Puts
Pseudo strike
13.94
IV
42.3%
B/E move
1.5%

75Δ

Calls
Pseudo strike
12.27
IV
51.5%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
12.04
IV
55.1%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend47.90%
Daily EOD
SWBI40.8%44.6%48.4%2026-10-19: 41.31%2026-10-20: 43.39%2026-10-21: 42.48%2026-10-22: 42.98%2026-10-23: 45.31%2026-10-26: 47.03%2026-10-27: 44.63%2026-10-28: 45.66%2026-10-29: 45.43%2026-10-30: 47.90%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.31%
43.39%
42.48%
42.98%
45.31%
47.03%
44.63%
45.66%
45.43%
47.90%