Share price$711.05
1D+1.6%
Sold putSold call
Casey's General Stores, Inc. Common Stock CASY
i
Market datapartial · fetched 2026-10-22T16:44:27.331Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T16:44:18.920037207Z
FundamentalsAlpha Vantage · unavailable
Casey's General Stores, Inc. Common Stock options
PutsExpensive1.20×
CallsCheap0.94×
SkewBearish+1.86 pp
Implied moveBearish±$53.48
TiltBearish9.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 769.75 | 30.6% | 9.2% | 660.37 | 34.4% | 8.3% |
| 25Δ | 760.72 | 31.8% | 8.3% | 671.81 | 33.8% | 7.0% |
| 30Δ | 751.30 | 32.3% | 7.3% | 681.65 | 33.8% | 6.1% |
| 35Δ | 742.03 | 32.5% | 6.4% | 689.76 | 35.5% | 5.5% |
| 40Δ | 733.29 | 32.7% | 5.6% | 699.68 | 32.9% | 4.4% |
| 45Δ | 724.65 | 32.5% | 4.9% | 708.04 | 32.5% | 3.7% |
| 50Δ | 716.23 | 32.4% | 4.2% | 716.68 | 33.9% | 3.3% |
| 55Δ | 708.04 | 32.7% | 3.6% | 725.48 | 34.5% | 2.8% |
| 60Δ | 699.75 | 32.8% | 3.1% | 734.71 | 34.6% | 2.3% |
| 65Δ | 691.53 | 32.3% | 2.6% | 744.45 | 34.9% | 1.9% |
| 70Δ | 683.10 | 31.9% | 2.1% | 754.53 | 34.7% | 1.4% |
| 75Δ | 673.63 | 32.1% | 1.7% | 765.04 | 34.3% | 1.0% |
| 80Δ | 661.84 | 33.3% | 1.4% | 777.30 | 34.2% | 0.7% |
20Δ
- Pseudo strike
- 769.75
- IV
- 30.6%
- B/E move
- 9.2%
- Pseudo strike
- 660.37
- IV
- 34.4%
- B/E move
- 8.3%
25Δ
- Pseudo strike
- 760.72
- IV
- 31.8%
- B/E move
- 8.3%
- Pseudo strike
- 671.81
- IV
- 33.8%
- B/E move
- 7.0%
30Δ
- Pseudo strike
- 751.30
- IV
- 32.3%
- B/E move
- 7.3%
- Pseudo strike
- 681.65
- IV
- 33.8%
- B/E move
- 6.1%
35Δ
- Pseudo strike
- 742.03
- IV
- 32.5%
- B/E move
- 6.4%
- Pseudo strike
- 689.76
- IV
- 35.5%
- B/E move
- 5.5%
40Δ
- Pseudo strike
- 733.29
- IV
- 32.7%
- B/E move
- 5.6%
- Pseudo strike
- 699.68
- IV
- 32.9%
- B/E move
- 4.4%
45Δ
- Pseudo strike
- 724.65
- IV
- 32.5%
- B/E move
- 4.9%
- Pseudo strike
- 708.04
- IV
- 32.5%
- B/E move
- 3.7%
50Δ
- Pseudo strike
- 716.23
- IV
- 32.4%
- B/E move
- 4.2%
- Pseudo strike
- 716.68
- IV
- 33.9%
- B/E move
- 3.3%
55Δ
- Pseudo strike
- 708.04
- IV
- 32.7%
- B/E move
- 3.6%
- Pseudo strike
- 725.48
- IV
- 34.5%
- B/E move
- 2.8%
60Δ
- Pseudo strike
- 699.75
- IV
- 32.8%
- B/E move
- 3.1%
- Pseudo strike
- 734.71
- IV
- 34.6%
- B/E move
- 2.3%
65Δ
- Pseudo strike
- 691.53
- IV
- 32.3%
- B/E move
- 2.6%
- Pseudo strike
- 744.45
- IV
- 34.9%
- B/E move
- 1.9%
70Δ
- Pseudo strike
- 683.10
- IV
- 31.9%
- B/E move
- 2.1%
- Pseudo strike
- 754.53
- IV
- 34.7%
- B/E move
- 1.4%
75Δ
- Pseudo strike
- 673.63
- IV
- 32.1%
- B/E move
- 1.7%
- Pseudo strike
- 765.04
- IV
- 34.3%
- B/E move
- 1.0%
80Δ
- Pseudo strike
- 661.84
- IV
- 33.3%
- B/E move
- 1.4%
- Pseudo strike
- 777.30
- IV
- 34.2%
- B/E move
- 0.7%
Options history
Table
| Date | IV |
|---|---|
| 35.65% | |
| 34.98% |