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Thor Industries, Inc. THO

CONSUMER CYCLICAL · RECREATIONAL VEHICLES
i

Market dataready · fetched 2026-11-04T06:24:20.111Z

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 · 2026-11-04T00:00:00.001476348Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-04T06:24:18.696624+00:00

Share price$77.41
1D-1.3%
AH$77.06$77.50$77.94$78.38$78.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTHO
Sold putSold callAH

Thor Industries, Inc. options

Live interpolated THO call and put midpoint premiums by absolute delta.Thor Industries, Inc.$0.60$2.22$3.84$5.46$7.08$62.66$69.02$75.39$81.75$88.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive THO spot · $77.41THO PRICE$0.77$1.04$1.31$1.58$1.94$2.44$2.95$3.45$3.95$4.45$5.17$5.89$6.61$0.92$1.21$1.51$1.82$2.26$2.71$3.15$3.59$4.03$4.56$5.15$5.74$6.33
PutsExpensive1.26×
CallsCheap0.89×
SkewBullish-1.66 pp
Implied moveBearish±$6.09
TiltBalanced1.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.0842.2%9.6%71.6345.3%8.7%
25Δ82.9542.4%8.5%72.8045.2%7.5%
30Δ81.8242.5%7.4%73.9645.1%6.4%
35Δ80.6942.7%6.3%75.1045.1%5.3%
40Δ79.6443.1%5.4%76.0144.6%4.7%
45Δ78.7144.0%4.8%76.9244.2%4.1%
50Δ77.7944.8%4.3%77.8343.7%3.5%
55Δ76.8645.7%3.7%78.7443.3%2.9%
60Δ75.9346.5%3.2%79.6542.9%2.3%
65Δ75.0047.4%2.6%80.5241.6%1.9%
70Δ73.9646.1%2.2%81.3839.7%1.5%
75Δ72.9244.9%1.8%82.2437.8%1.2%
80Δ71.8743.6%1.4%83.0935.9%0.8%

20Δ

Calls
Pseudo strike
84.08
IV
42.2%
B/E move
9.6%
Puts
Pseudo strike
71.63
IV
45.3%
B/E move
8.7%

25Δ

Calls
Pseudo strike
82.95
IV
42.4%
B/E move
8.5%
Puts
Pseudo strike
72.80
IV
45.2%
B/E move
7.5%

30Δ

Calls
Pseudo strike
81.82
IV
42.5%
B/E move
7.4%
Puts
Pseudo strike
73.96
IV
45.1%
B/E move
6.4%

35Δ

Calls
Pseudo strike
80.69
IV
42.7%
B/E move
6.3%
Puts
Pseudo strike
75.10
IV
45.1%
B/E move
5.3%

40Δ

Calls
Pseudo strike
79.64
IV
43.1%
B/E move
5.4%
Puts
Pseudo strike
76.01
IV
44.6%
B/E move
4.7%

45Δ

Calls
Pseudo strike
78.71
IV
44.0%
B/E move
4.8%
Puts
Pseudo strike
76.92
IV
44.2%
B/E move
4.1%

50Δ

Calls
Pseudo strike
77.79
IV
44.8%
B/E move
4.3%
Puts
Pseudo strike
77.83
IV
43.7%
B/E move
3.5%

55Δ

Calls
Pseudo strike
76.86
IV
45.7%
B/E move
3.7%
Puts
Pseudo strike
78.74
IV
43.3%
B/E move
2.9%

60Δ

Calls
Pseudo strike
75.93
IV
46.5%
B/E move
3.2%
Puts
Pseudo strike
79.65
IV
42.9%
B/E move
2.3%

65Δ

Calls
Pseudo strike
75.00
IV
47.4%
B/E move
2.6%
Puts
Pseudo strike
80.52
IV
41.6%
B/E move
1.9%

70Δ

Calls
Pseudo strike
73.96
IV
46.1%
B/E move
2.2%
Puts
Pseudo strike
81.38
IV
39.7%
B/E move
1.5%

75Δ

Calls
Pseudo strike
72.92
IV
44.9%
B/E move
1.8%
Puts
Pseudo strike
82.24
IV
37.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
71.87
IV
43.6%
B/E move
1.4%
Puts
Pseudo strike
83.09
IV
35.9%
B/E move
0.8%

Options history

IV · four-Friday blend43.33%
Daily EOD
THO43.2%44.2%45.2%2026-10-19: 43.94%2026-10-20: 43.40%2026-10-21: 44.37%2026-10-22: 43.84%2026-10-23: 45.03%2026-10-26: 44.53%2026-10-27: 44.95%2026-10-28: 44.71%2026-10-29: 43.96%2026-10-30: 43.33%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
43.94%
43.40%
44.37%
43.84%
45.03%
44.53%
44.95%
44.71%
43.96%
43.33%