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Casey's General Stores, Inc. Common Stock CASY

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Market datapartial · fetched 2026-10-22T05:14:58.853Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:00:00.622544778Z

FundamentalsAlpha Vantage · unavailable

Share price$695.19
1D+1.9%
AH$680$685$689$694$6985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCASY
Sold putSold callAH

Casey's General Stores, Inc. Common Stock options

Live interpolated CASY call and put midpoint premiums by absolute delta.Casey's General Stores, Inc. Common Stock$4.80$21.11$37.42$53.72$70.03$553.30$611.17$669.05$726.92$784.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CASY spot · $695.19CASY PRICE$6.57$8.81$10.50$13.88$17.16$19.98$22.55$27.57$32.55$37.53$42.98$49.79$58.25$7.86$9.97$12.85$15.78$19.13$23.00$27.04$30.67$36.26$42.00$48.19$55.95$65.33
PutsExpensive1.10×
CallsCheap0.94×
SkewBearish+0.54 pp
Implied moveBearish±$49.59
TiltBearish6.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ753.7931.1%9.4%646.6533.7%8.1%
25Δ743.3031.4%8.2%658.1132.6%6.8%
30Δ730.8929.4%6.6%667.2932.6%5.9%
35Δ723.9831.2%6.1%675.9432.4%5.0%
40Δ716.6832.3%5.6%684.2832.3%4.3%
45Δ708.1431.7%4.7%692.2732.6%3.7%
50Δ699.9230.4%3.9%700.3132.6%3.2%
55Δ692.2131.9%3.5%708.0131.7%2.6%
60Δ684.0932.7%3.1%716.6132.1%2.1%
65Δ675.7832.8%2.6%725.2432.2%1.7%
70Δ667.1532.8%2.1%734.2532.0%1.3%
75Δ657.6033.1%1.8%744.4632.1%1.0%
80Δ646.6733.6%1.4%756.0932.3%0.6%

20Δ

Calls
Pseudo strike
753.79
IV
31.1%
B/E move
9.4%
Puts
Pseudo strike
646.65
IV
33.7%
B/E move
8.1%

25Δ

Calls
Pseudo strike
743.30
IV
31.4%
B/E move
8.2%
Puts
Pseudo strike
658.11
IV
32.6%
B/E move
6.8%

30Δ

Calls
Pseudo strike
730.89
IV
29.4%
B/E move
6.6%
Puts
Pseudo strike
667.29
IV
32.6%
B/E move
5.9%

35Δ

Calls
Pseudo strike
723.98
IV
31.2%
B/E move
6.1%
Puts
Pseudo strike
675.94
IV
32.4%
B/E move
5.0%

40Δ

Calls
Pseudo strike
716.68
IV
32.3%
B/E move
5.6%
Puts
Pseudo strike
684.28
IV
32.3%
B/E move
4.3%

45Δ

Calls
Pseudo strike
708.14
IV
31.7%
B/E move
4.7%
Puts
Pseudo strike
692.27
IV
32.6%
B/E move
3.7%

50Δ

Calls
Pseudo strike
699.92
IV
30.4%
B/E move
3.9%
Puts
Pseudo strike
700.31
IV
32.6%
B/E move
3.2%

55Δ

Calls
Pseudo strike
692.21
IV
31.9%
B/E move
3.5%
Puts
Pseudo strike
708.01
IV
31.7%
B/E move
2.6%

60Δ

Calls
Pseudo strike
684.09
IV
32.7%
B/E move
3.1%
Puts
Pseudo strike
716.61
IV
32.1%
B/E move
2.1%

65Δ

Calls
Pseudo strike
675.78
IV
32.8%
B/E move
2.6%
Puts
Pseudo strike
725.24
IV
32.2%
B/E move
1.7%

70Δ

Calls
Pseudo strike
667.15
IV
32.8%
B/E move
2.1%
Puts
Pseudo strike
734.25
IV
32.0%
B/E move
1.3%

75Δ

Calls
Pseudo strike
657.60
IV
33.1%
B/E move
1.8%
Puts
Pseudo strike
744.46
IV
32.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
646.67
IV
33.6%
B/E move
1.4%
Puts
Pseudo strike
756.09
IV
32.3%
B/E move
0.6%

Options history

No recorded observations