IntraAlpha
Create free account Start free

American Public Education, Inc. Common Stock APEI

i

Market dataready · fetched 2026-11-12T02:47:28.403Z

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 · 2026-11-11T21:00:01.367698565Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:47:28.048575+00:00

Share price$42.28
1D+5.2%
AH$40$41$42$43$455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAPEI
Sold putSold callAH

American Public Education, Inc. Common Stock options

Live interpolated APEI call and put midpoint premiums by absolute delta.American Public Education, Inc. Common Stock$0.48$1.14$1.81$2.47$3.14$34.79$38.41$42.04$45.66$49.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive APEI spot · $42.28APEI PRICE$0.55$0.74$0.94$1.13$1.33$1.52$1.72$1.91$2.11$2.30$2.50$2.80$0.56$0.77$0.99$1.21$1.43$1.64$1.86$2.08$2.29$2.51$2.73$2.95
Puts——
Calls——
Skew——
Implied moveBearish±$3.17
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ44.3440.0%6.2%40.4044.9%5.8%
30Δ43.9440.5%5.7%40.8144.7%5.3%
35Δ43.5541.0%5.2%41.2244.6%4.8%
40Δ43.1541.5%4.7%41.6444.5%4.4%
45Δ42.7542.0%4.3%42.0544.4%3.9%
50Δ42.3542.4%3.8%42.4644.2%3.5%
55Δ41.9642.9%3.3%42.8844.1%3.0%
60Δ41.5643.4%2.8%43.2944.0%2.5%
65Δ41.1643.9%2.3%43.7043.9%2.1%
70Δ40.7644.4%1.9%44.1243.7%1.6%
75Δ40.3744.9%1.4%44.5343.6%1.1%
80Δ39.8746.2%0.9%44.9543.5%0.7%

20Δ

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

25Δ

Calls
Pseudo strike
44.34
IV
40.0%
B/E move
6.2%
Puts
Pseudo strike
40.40
IV
44.9%
B/E move
5.8%

30Δ

Calls
Pseudo strike
43.94
IV
40.5%
B/E move
5.7%
Puts
Pseudo strike
40.81
IV
44.7%
B/E move
5.3%

35Δ

Calls
Pseudo strike
43.55
IV
41.0%
B/E move
5.2%
Puts
Pseudo strike
41.22
IV
44.6%
B/E move
4.8%

40Δ

Calls
Pseudo strike
43.15
IV
41.5%
B/E move
4.7%
Puts
Pseudo strike
41.64
IV
44.5%
B/E move
4.4%

45Δ

Calls
Pseudo strike
42.75
IV
42.0%
B/E move
4.3%
Puts
Pseudo strike
42.05
IV
44.4%
B/E move
3.9%

50Δ

Calls
Pseudo strike
42.35
IV
42.4%
B/E move
3.8%
Puts
Pseudo strike
42.46
IV
44.2%
B/E move
3.5%

55Δ

Calls
Pseudo strike
41.96
IV
42.9%
B/E move
3.3%
Puts
Pseudo strike
42.88
IV
44.1%
B/E move
3.0%

60Δ

Calls
Pseudo strike
41.56
IV
43.4%
B/E move
2.8%
Puts
Pseudo strike
43.29
IV
44.0%
B/E move
2.5%

65Δ

Calls
Pseudo strike
41.16
IV
43.9%
B/E move
2.3%
Puts
Pseudo strike
43.70
IV
43.9%
B/E move
2.1%

70Δ

Calls
Pseudo strike
40.76
IV
44.4%
B/E move
1.9%
Puts
Pseudo strike
44.12
IV
43.7%
B/E move
1.6%

75Δ

Calls
Pseudo strike
40.37
IV
44.9%
B/E move
1.4%
Puts
Pseudo strike
44.53
IV
43.6%
B/E move
1.1%

80Δ

Calls
Pseudo strike
39.87
IV
46.2%
B/E move
0.9%
Puts
Pseudo strike
44.95
IV
43.5%
B/E move
0.7%

Options history

IV · four-Friday blend65.25%
Daily close
APEI44.1%55.4%66.8%2026-08-14: 51.41%2026-08-18: 52.31%2026-08-19: 53.60%2026-08-21: 47.82%2026-08-24: 48.17%2026-08-25: 47.51%2026-08-26: 47.25%2026-08-27: 46.96%2026-08-28: 46.05%2026-08-31: 46.59%2026-09-01: 46.42%2026-09-02: 45.62%2026-09-03: 46.23%2026-09-04: 49.78%2026-09-09: 49.24%2026-09-10: 46.72%2026-09-11: 45.75%2026-09-18: 50.66%2026-09-21: 50.56%2026-09-22: 51.18%2026-09-23: 51.53%2026-09-24: 52.29%2026-09-25: 51.14%2026-09-29: 56.37%2026-10-05: 50.37%2026-10-07: 58.50%2026-10-16: 57.55%2026-10-19: 58.31%2026-10-20: 58.11%2026-10-21: 58.99%2026-10-22: 59.69%2026-10-23: 61.67%2026-10-26: 61.54%2026-10-27: 62.79%2026-10-28: 62.85%2026-10-29: 63.30%2026-10-30: 65.25%Aug 14Sep 21Oct 30
37 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
51.41%
52.31%
53.60%
47.82%
48.17%
47.51%
47.25%
46.96%
46.05%
46.59%
46.42%
45.62%
46.23%
49.78%
49.24%
46.72%
45.75%
50.66%
50.56%
51.18%
51.53%
52.29%
51.14%
56.37%
50.37%
58.50%
57.55%
58.31%
58.11%
58.99%
59.69%
61.67%
61.54%
62.79%
62.85%
63.30%
65.25%