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Latham Group, Inc. Common Stock SWIM

i

Market dataready · fetched 2026-11-03T15:44:14.776Z

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 · 2026-11-03T15:44:04.046254777Z

FundamentalsSEC EDGAR · ready · as of 2026-06-27 · fetched 2026-11-03T15:44:14.307248+00:00

Share price$7.44
1D+0.4%
$7.39$7.42$7.44$7.46$7.495:30 AM6:30 AM9:00 AM1:00 PMSWIM
Sold putSold call

Latham Group, Inc. Common Stock options

Live interpolated SWIM call and put midpoint premiums by absolute delta.Latham Group, Inc. Common Stock$0.32$0.80$1.29$1.77$2.25$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESWIM PRICE$0.38$0.40$0.45$0.49$0.53$0.57$0.71$0.99$1.27$1.55$1.83$2.11$0.42$0.46$0.50$0.55$0.59$0.63
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.40212.6%33.1%
25Δ10.92191.9%51.9%5.79191.3%28.4%
30Δ9.70160.0%35.7%6.18170.0%23.8%
35Δ9.22146.3%29.9%6.57148.7%19.1%
40Δ8.74132.7%24.1%6.96127.4%14.4%
45Δ8.26119.0%18.2%7.35106.1%9.8%
50Δ7.79105.3%12.4%
55Δ7.36101.5%8.5%
60Δ7.02112.3%7.6%
65Δ6.67123.1%6.8%
70Δ6.33133.9%5.9%
75Δ5.98144.7%5.0%
80Δ5.64155.6%4.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.40
IV
212.6%
B/E move
33.1%

25Δ

Calls
Pseudo strike
10.92
IV
191.9%
B/E move
51.9%
Puts
Pseudo strike
5.79
IV
191.3%
B/E move
28.4%

30Δ

Calls
Pseudo strike
9.70
IV
160.0%
B/E move
35.7%
Puts
Pseudo strike
6.18
IV
170.0%
B/E move
23.8%

35Δ

Calls
Pseudo strike
9.22
IV
146.3%
B/E move
29.9%
Puts
Pseudo strike
6.57
IV
148.7%
B/E move
19.1%

40Δ

Calls
Pseudo strike
8.74
IV
132.7%
B/E move
24.1%
Puts
Pseudo strike
6.96
IV
127.4%
B/E move
14.4%

45Δ

Calls
Pseudo strike
8.26
IV
119.0%
B/E move
18.2%
Puts
Pseudo strike
7.35
IV
106.1%
B/E move
9.8%

50Δ

Calls
Pseudo strike
7.79
IV
105.3%
B/E move
12.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
7.36
IV
101.5%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
7.02
IV
112.3%
B/E move
7.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
6.67
IV
123.1%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
6.33
IV
133.9%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
5.98
IV
144.7%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.64
IV
155.6%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend75.75%
Daily EOD
SWIM74.3%85.0%95.8%2026-10-21: 94.31%2026-10-29: 78.50%2026-10-30: 75.75%Oct 21Oct 29Oct 30
3 observations2026-10-21 — 2026-10-30
Table
DateIV (%)
94.31%
78.50%
75.75%