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Churchill Downs, Incorporated Common Stock CHDN

CONSUMER CYCLICAL · GAMBLING
i

Market dataready · fetched 2026-11-12T02:54:09.229Z

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 · 2026-11-11T21:03:05.167157239Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:52:51.567731+00:00

Share price$101.00
1D-0.6%
AH$99.87$100.46$101.06$101.65$102.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCHDN
Sold putSold callAH

Churchill Downs, Incorporated Common Stock options

Live interpolated CHDN call and put midpoint premiums by absolute delta.Churchill Downs, Incorporated Common Stock$0.55$2.43$4.32$6.20$8.08$92.37$96.23$100.09$103.95$107.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CHDN spot · $101.00CHDN PRICE$0.76$1.02$1.28$1.54$1.80$2.07$2.33$2.64$3.78$4.92$6.05$7.19$1.09$1.38$1.60$1.81$2.03$2.41$2.90$3.39$3.88$4.37$4.86$6.05$7.54
PutsExpensive1.33×
Calls——
Skew——
Implied moveBearish±$4.96
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.8958.3%8.1%
25Δ104.7231.9%4.4%95.4757.1%6.8%
30Δ104.0431.8%4.0%96.7952.7%5.7%
35Δ103.3631.7%3.6%98.1248.2%4.7%
40Δ102.6831.7%3.2%99.4443.8%3.6%
45Δ102.0031.6%2.8%100.4941.8%2.9%
50Δ101.3231.6%2.4%101.3441.5%2.5%
55Δ100.6431.5%2.0%102.2041.2%2.2%
60Δ99.9331.5%1.5%103.0540.9%1.8%
65Δ98.6032.5%1.4%103.9040.7%1.5%
70Δ97.2733.4%1.2%104.7540.4%1.1%
75Δ95.9434.4%1.0%106.2042.0%0.8%
80Δ94.6235.4%0.8%107.8844.5%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
93.89
IV
58.3%
B/E move
8.1%

25Δ

Calls
Pseudo strike
104.72
IV
31.9%
B/E move
4.4%
Puts
Pseudo strike
95.47
IV
57.1%
B/E move
6.8%

30Δ

Calls
Pseudo strike
104.04
IV
31.8%
B/E move
4.0%
Puts
Pseudo strike
96.79
IV
52.7%
B/E move
5.7%

35Δ

Calls
Pseudo strike
103.36
IV
31.7%
B/E move
3.6%
Puts
Pseudo strike
98.12
IV
48.2%
B/E move
4.7%

40Δ

Calls
Pseudo strike
102.68
IV
31.7%
B/E move
3.2%
Puts
Pseudo strike
99.44
IV
43.8%
B/E move
3.6%

45Δ

Calls
Pseudo strike
102.00
IV
31.6%
B/E move
2.8%
Puts
Pseudo strike
100.49
IV
41.8%
B/E move
2.9%

50Δ

Calls
Pseudo strike
101.32
IV
31.6%
B/E move
2.4%
Puts
Pseudo strike
101.34
IV
41.5%
B/E move
2.5%

55Δ

Calls
Pseudo strike
100.64
IV
31.5%
B/E move
2.0%
Puts
Pseudo strike
102.20
IV
41.2%
B/E move
2.2%

60Δ

Calls
Pseudo strike
99.93
IV
31.5%
B/E move
1.5%
Puts
Pseudo strike
103.05
IV
40.9%
B/E move
1.8%

65Δ

Calls
Pseudo strike
98.60
IV
32.5%
B/E move
1.4%
Puts
Pseudo strike
103.90
IV
40.7%
B/E move
1.5%

70Δ

Calls
Pseudo strike
97.27
IV
33.4%
B/E move
1.2%
Puts
Pseudo strike
104.75
IV
40.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
95.94
IV
34.4%
B/E move
1.0%
Puts
Pseudo strike
106.20
IV
42.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
94.62
IV
35.4%
B/E move
0.8%
Puts
Pseudo strike
107.88
IV
44.5%
B/E move
0.6%

Options history

IV · four-Friday blend35.20%
Daily EOD
CHDN34.7%37.9%41.1%2026-10-19: 39.94%2026-10-20: 39.03%2026-10-21: 37.56%2026-10-22: 38.81%2026-10-23: 39.00%2026-10-26: 40.07%2026-10-27: 40.63%2026-10-28: 40.31%2026-10-29: 35.18%2026-10-30: 35.20%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.94%
39.03%
37.56%
38.81%
39.00%
40.07%
40.63%
40.31%
35.18%
35.20%