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Casey's General Stores, Inc. Common Stock CASY

i

Market dataready · fetched 2026-11-11T13:56:59.846Z

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 · 2026-11-10T22:10:37.016219348Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-11T13:56:59.369426+00:00

Share price$698.48
1D+0.8%
AH$690$693$695$697$6995:30 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$3.39$14.06$24.74$35.41$46.08$642.77$670.32$697.88$725.44$752.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CASY spot · $698.48CASY PRICE$4.54$6.04$6.81$9.22$11.63$13.50$15.21$18.58$22.05$25.73$29.92$35.23$41.48$5.54$7.26$9.48$11.66$13.76$16.00$18.28$20.65$23.18$26.44$30.65$37.12$43.01
PutsExpensive1.08×
CallsFair0.97×
SkewBearish+2.41 pp
Implied moveBearish±$33.49
TiltBearish4.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ736.4137.7%6.1%661.3843.7%6.1%
25Δ729.3038.1%5.3%669.5942.9%5.2%
30Δ719.4633.2%4.0%676.0843.4%4.6%
35Δ715.2335.7%3.7%682.5043.4%4.0%
40Δ711.0038.1%3.5%688.9442.3%3.3%
45Δ705.7937.5%3.0%694.8141.2%2.8%
50Δ700.2936.0%2.4%700.5140.1%2.3%
55Δ694.9937.4%2.2%705.7138.8%1.9%
60Δ689.6938.9%1.9%710.9437.6%1.5%
65Δ683.9439.2%1.6%716.2537.0%1.2%
70Δ677.8039.8%1.3%722.2937.2%1.0%
75Δ670.8140.9%1.1%730.0939.1%0.8%
80Δ662.9241.7%0.8%737.5438.9%0.6%

20Δ

Calls
Pseudo strike
736.41
IV
37.7%
B/E move
6.1%
Puts
Pseudo strike
661.38
IV
43.7%
B/E move
6.1%

25Δ

Calls
Pseudo strike
729.30
IV
38.1%
B/E move
5.3%
Puts
Pseudo strike
669.59
IV
42.9%
B/E move
5.2%

30Δ

Calls
Pseudo strike
719.46
IV
33.2%
B/E move
4.0%
Puts
Pseudo strike
676.08
IV
43.4%
B/E move
4.6%

35Δ

Calls
Pseudo strike
715.23
IV
35.7%
B/E move
3.7%
Puts
Pseudo strike
682.50
IV
43.4%
B/E move
4.0%

40Δ

Calls
Pseudo strike
711.00
IV
38.1%
B/E move
3.5%
Puts
Pseudo strike
688.94
IV
42.3%
B/E move
3.3%

45Δ

Calls
Pseudo strike
705.79
IV
37.5%
B/E move
3.0%
Puts
Pseudo strike
694.81
IV
41.2%
B/E move
2.8%

50Δ

Calls
Pseudo strike
700.29
IV
36.0%
B/E move
2.4%
Puts
Pseudo strike
700.51
IV
40.1%
B/E move
2.3%

55Δ

Calls
Pseudo strike
694.99
IV
37.4%
B/E move
2.2%
Puts
Pseudo strike
705.71
IV
38.8%
B/E move
1.9%

60Δ

Calls
Pseudo strike
689.69
IV
38.9%
B/E move
1.9%
Puts
Pseudo strike
710.94
IV
37.6%
B/E move
1.5%

65Δ

Calls
Pseudo strike
683.94
IV
39.2%
B/E move
1.6%
Puts
Pseudo strike
716.25
IV
37.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
677.80
IV
39.8%
B/E move
1.3%
Puts
Pseudo strike
722.29
IV
37.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
670.81
IV
40.9%
B/E move
1.1%
Puts
Pseudo strike
730.09
IV
39.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
662.92
IV
41.7%
B/E move
0.8%
Puts
Pseudo strike
737.54
IV
38.9%
B/E move
0.6%

Options history

IV · four-Friday blend38.78%
Daily close
CASY31.4%40.8%50.2%2026-08-13: 35.44%2026-08-14: 34.85%2026-08-17: 38.20%2026-08-18: 37.56%2026-08-19: 38.09%2026-08-20: 39.36%2026-08-21: 38.51%2026-08-24: 39.23%2026-08-25: 39.60%2026-08-26: 40.07%2026-08-27: 40.10%2026-08-28: 40.07%2026-08-31: 40.94%2026-09-01: 42.06%2026-09-02: 42.96%2026-09-03: 43.53%2026-09-04: 43.62%2026-09-08: 48.90%2026-09-09: 35.81%2026-09-10: 34.23%2026-09-11: 32.68%2026-09-14: 34.96%2026-09-15: 35.68%2026-09-16: 35.71%2026-09-17: 36.81%2026-09-18: 34.16%2026-09-21: 35.38%2026-09-22: 35.65%2026-09-23: 36.30%2026-09-24: 35.52%2026-09-25: 35.06%2026-09-28: 35.95%2026-09-29: 35.23%2026-09-30: 35.36%2026-10-01: 35.12%2026-10-02: 34.00%2026-10-05: 33.48%2026-10-06: 34.18%2026-10-07: 34.15%2026-10-08: 34.02%2026-10-09: 32.67%2026-10-12: 34.42%2026-10-13: 34.69%2026-10-14: 35.07%2026-10-15: 36.91%2026-10-16: 35.37%2026-10-19: 35.14%2026-10-20: 35.71%2026-10-21: 34.99%2026-10-22: 36.24%2026-10-23: 36.29%2026-10-26: 36.63%2026-10-27: 36.73%2026-10-28: 37.65%2026-10-29: 37.63%2026-10-30: 38.78%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
35.44%
34.85%
38.20%
37.56%
38.09%
39.36%
38.51%
39.23%
39.60%
40.07%
40.10%
40.07%
40.94%
42.06%
42.96%
43.53%
43.62%
48.90%
35.81%
34.23%
32.68%
34.96%
35.68%
35.71%
36.81%
34.16%
35.38%
35.65%
36.30%
35.52%
35.06%
35.95%
35.23%
35.36%
35.12%
34.00%
33.48%
34.18%
34.15%
34.02%
32.67%
34.42%
34.69%
35.07%
36.91%
35.37%
35.14%
35.71%
34.99%
36.24%
36.29%
36.63%
36.73%
37.65%
37.63%
38.78%