IntraAlpha
Create free account Start free

Churchill Downs, Incorporated Common Stock CHDN

i

Market datapartial · fetched 2026-10-22T22:08:13.056Z

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 · 2026-10-22T20:34:59.127881339Z

FundamentalsAlpha Vantage · unavailable

Share price$84.45
1D+2.1%
AH$82.54$83.08$83.62$84.16$84.705:30 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$0.67$4.04$7.41$10.77$14.14$70.69$77.33$83.97$90.62$97.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CHDN spot · $84.45CHDN PRICE$1.04$1.38$1.72$2.21$2.76$3.30$3.85$4.56$5.33$6.10$6.86$7.63$8.41$1.43$1.70$2.00$2.47$2.94$3.42$3.99$5.04$6.09$7.14$8.71$10.48$13.17
PutsExpensive1.08×
CallsFair0.97×
SkewBearish+1.53 pp
Implied moveBalanced±$7.85
TiltBearish10.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.0440.5%12.6%75.7250.8%12.0%
25Δ92.2840.2%10.9%78.0545.7%9.6%
30Δ90.5340.0%9.2%80.2141.3%7.4%
35Δ89.1240.6%8.1%81.4640.6%6.5%
40Δ87.8641.5%7.3%82.7239.8%5.5%
45Δ86.6042.4%6.5%83.9839.1%4.6%
50Δ85.3443.3%5.6%85.2638.7%3.8%
55Δ84.0243.7%4.9%86.7040.4%3.3%
60Δ82.6743.9%4.2%88.1442.0%2.8%
65Δ81.3244.0%3.5%89.5843.6%2.4%
70Δ79.9844.2%2.8%91.5245.3%1.9%
75Δ78.7741.7%2.3%93.6647.0%1.5%
80Δ77.5739.2%1.8%96.6750.6%1.1%

20Δ

Calls
Pseudo strike
94.04
IV
40.5%
B/E move
12.6%
Puts
Pseudo strike
75.72
IV
50.8%
B/E move
12.0%

25Δ

Calls
Pseudo strike
92.28
IV
40.2%
B/E move
10.9%
Puts
Pseudo strike
78.05
IV
45.7%
B/E move
9.6%

30Δ

Calls
Pseudo strike
90.53
IV
40.0%
B/E move
9.2%
Puts
Pseudo strike
80.21
IV
41.3%
B/E move
7.4%

35Δ

Calls
Pseudo strike
89.12
IV
40.6%
B/E move
8.1%
Puts
Pseudo strike
81.46
IV
40.6%
B/E move
6.5%

40Δ

Calls
Pseudo strike
87.86
IV
41.5%
B/E move
7.3%
Puts
Pseudo strike
82.72
IV
39.8%
B/E move
5.5%

45Δ

Calls
Pseudo strike
86.60
IV
42.4%
B/E move
6.5%
Puts
Pseudo strike
83.98
IV
39.1%
B/E move
4.6%

50Δ

Calls
Pseudo strike
85.34
IV
43.3%
B/E move
5.6%
Puts
Pseudo strike
85.26
IV
38.7%
B/E move
3.8%

55Δ

Calls
Pseudo strike
84.02
IV
43.7%
B/E move
4.9%
Puts
Pseudo strike
86.70
IV
40.4%
B/E move
3.3%

60Δ

Calls
Pseudo strike
82.67
IV
43.9%
B/E move
4.2%
Puts
Pseudo strike
88.14
IV
42.0%
B/E move
2.8%

65Δ

Calls
Pseudo strike
81.32
IV
44.0%
B/E move
3.5%
Puts
Pseudo strike
89.58
IV
43.6%
B/E move
2.4%

70Δ

Calls
Pseudo strike
79.98
IV
44.2%
B/E move
2.8%
Puts
Pseudo strike
91.52
IV
45.3%
B/E move
1.9%

75Δ

Calls
Pseudo strike
78.77
IV
41.7%
B/E move
2.3%
Puts
Pseudo strike
93.66
IV
47.0%
B/E move
1.5%

80Δ

Calls
Pseudo strike
77.57
IV
39.2%
B/E move
1.8%
Puts
Pseudo strike
96.67
IV
50.6%
B/E move
1.1%

Options history

CHDN37.4538.3039.152026-10-20: 39.03%2026-10-21: 37.56%Oct 20Oct 21
Table
DateIV
39.03%
37.56%