Share price$716.00
1D+2.3%
Sold putSold callAH
Casey's General Stores, Inc. Common Stock CASY
i
Market datapartial · fetched 2026-10-22T21:55:27.530Z
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 · 2026-10-22T21:52:32.91846333Z
FundamentalsAlpha Vantage · unavailable
Casey's General Stores, Inc. Common Stock options
PutsExpensive1.30×
CallsCheap0.94×
SkewBearish+4.66 pp
Implied moveBearish±$53.76
TiltBearish14.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 780.41 | 33.1% | 10.0% | 661.36 | 37.0% | 8.9% |
| 25Δ | 766.93 | 32.3% | 8.4% | 673.46 | 36.5% | 7.6% |
| 30Δ | 755.64 | 31.5% | 7.2% | 684.85 | 35.6% | 6.4% |
| 35Δ | 745.80 | 31.1% | 6.1% | 694.17 | 36.2% | 5.6% |
| 40Δ | 737.72 | 31.7% | 5.5% | 703.57 | 35.4% | 4.7% |
| 45Δ | 728.83 | 30.7% | 4.6% | 713.08 | 33.6% | 3.8% |
| 50Δ | 720.93 | 30.6% | 4.0% | 721.81 | 35.3% | 3.4% |
| 55Δ | 713.00 | 31.4% | 3.5% | 730.78 | 35.1% | 2.8% |
| 60Δ | 705.30 | 31.0% | 2.9% | 740.12 | 35.1% | 2.3% |
| 65Δ | 697.39 | 30.3% | 2.4% | 750.29 | 35.6% | 1.9% |
| 70Δ | 688.73 | 30.9% | 2.0% | 762.06 | 36.5% | 1.5% |
| 75Δ | 680.62 | 30.2% | 1.6% | 773.85 | 36.4% | 1.1% |
| 80Δ | 669.24 | 31.4% | 1.3% | 791.82 | 38.6% | 0.8% |
20Δ
- Pseudo strike
- 780.41
- IV
- 33.1%
- B/E move
- 10.0%
- Pseudo strike
- 661.36
- IV
- 37.0%
- B/E move
- 8.9%
25Δ
- Pseudo strike
- 766.93
- IV
- 32.3%
- B/E move
- 8.4%
- Pseudo strike
- 673.46
- IV
- 36.5%
- B/E move
- 7.6%
30Δ
- Pseudo strike
- 755.64
- IV
- 31.5%
- B/E move
- 7.2%
- Pseudo strike
- 684.85
- IV
- 35.6%
- B/E move
- 6.4%
35Δ
- Pseudo strike
- 745.80
- IV
- 31.1%
- B/E move
- 6.1%
- Pseudo strike
- 694.17
- IV
- 36.2%
- B/E move
- 5.6%
40Δ
- Pseudo strike
- 737.72
- IV
- 31.7%
- B/E move
- 5.5%
- Pseudo strike
- 703.57
- IV
- 35.4%
- B/E move
- 4.7%
45Δ
- Pseudo strike
- 728.83
- IV
- 30.7%
- B/E move
- 4.6%
- Pseudo strike
- 713.08
- IV
- 33.6%
- B/E move
- 3.8%
50Δ
- Pseudo strike
- 720.93
- IV
- 30.6%
- B/E move
- 4.0%
- Pseudo strike
- 721.81
- IV
- 35.3%
- B/E move
- 3.4%
55Δ
- Pseudo strike
- 713.00
- IV
- 31.4%
- B/E move
- 3.5%
- Pseudo strike
- 730.78
- IV
- 35.1%
- B/E move
- 2.8%
60Δ
- Pseudo strike
- 705.30
- IV
- 31.0%
- B/E move
- 2.9%
- Pseudo strike
- 740.12
- IV
- 35.1%
- B/E move
- 2.3%
65Δ
- Pseudo strike
- 697.39
- IV
- 30.3%
- B/E move
- 2.4%
- Pseudo strike
- 750.29
- IV
- 35.6%
- B/E move
- 1.9%
70Δ
- Pseudo strike
- 688.73
- IV
- 30.9%
- B/E move
- 2.0%
- Pseudo strike
- 762.06
- IV
- 36.5%
- B/E move
- 1.5%
75Δ
- Pseudo strike
- 680.62
- IV
- 30.2%
- B/E move
- 1.6%
- Pseudo strike
- 773.85
- IV
- 36.4%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 669.24
- IV
- 31.4%
- B/E move
- 1.3%
- Pseudo strike
- 791.82
- IV
- 38.6%
- B/E move
- 0.8%
Options history
Table
| Date | IV |
|---|---|
| 35.65% | |
| 34.98% |