Share price$0.67
1D+0.0%
Sold putSold callAH
Chegg Inc CHGG
CONSUMER DEFENSIVE · EDUCATION & TRAINING SERVICESi
Market dataready · fetched 2026-10-22T23:01:04.409Z
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 · 2026-10-22T23:00:00.002960602Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:01:03.876823+00:00
Chegg Inc options
PutsExpensive1.20×
CallsExpensive1.48×
SkewBullish-43.22 pp
Implied moveBearish±$0.36
TiltBearish39.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 1.91 | 303.6% | 194.2% | 0.55 | 180.2% | 30.3% |
| 30Δ | 1.79 | 289.3% | 177.9% | 0.60 | 179.9% | 27.7% |
| 35Δ | 1.67 | 275.0% | 161.6% | 0.65 | 179.6% | 25.2% |
| 40Δ | 1.55 | 260.7% | 145.2% | 0.70 | 179.3% | 22.6% |
| 45Δ | 1.43 | 246.4% | 128.9% | 0.75 | 179.0% | 20.0% |
| 50Δ | 1.30 | 232.1% | 112.6% | 0.80 | 178.7% | 17.4% |
| 55Δ | 1.18 | 217.8% | 96.2% | 0.84 | 178.4% | 14.8% |
| 60Δ | 1.06 | 203.5% | 79.9% | 0.89 | 178.1% | 12.3% |
| 65Δ | 0.94 | 189.2% | 63.6% | 0.94 | 177.8% | 9.7% |
| 70Δ | 0.82 | 174.9% | 47.2% | 0.99 | 177.5% | 7.1% |
| 75Δ | 0.70 | 160.6% | 30.9% | 1.15 | 189.2% | 5.6% |
| 80Δ | 0.58 | 146.3% | 14.6% | 1.33 | 202.8% | 4.2% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 1.91
- IV
- 303.6%
- B/E move
- 194.2%
- Pseudo strike
- 0.55
- IV
- 180.2%
- B/E move
- 30.3%
30Δ
- Pseudo strike
- 1.79
- IV
- 289.3%
- B/E move
- 177.9%
- Pseudo strike
- 0.60
- IV
- 179.9%
- B/E move
- 27.7%
35Δ
- Pseudo strike
- 1.67
- IV
- 275.0%
- B/E move
- 161.6%
- Pseudo strike
- 0.65
- IV
- 179.6%
- B/E move
- 25.2%
40Δ
- Pseudo strike
- 1.55
- IV
- 260.7%
- B/E move
- 145.2%
- Pseudo strike
- 0.70
- IV
- 179.3%
- B/E move
- 22.6%
45Δ
- Pseudo strike
- 1.43
- IV
- 246.4%
- B/E move
- 128.9%
- Pseudo strike
- 0.75
- IV
- 179.0%
- B/E move
- 20.0%
50Δ
- Pseudo strike
- 1.30
- IV
- 232.1%
- B/E move
- 112.6%
- Pseudo strike
- 0.80
- IV
- 178.7%
- B/E move
- 17.4%
55Δ
- Pseudo strike
- 1.18
- IV
- 217.8%
- B/E move
- 96.2%
- Pseudo strike
- 0.84
- IV
- 178.4%
- B/E move
- 14.8%
60Δ
- Pseudo strike
- 1.06
- IV
- 203.5%
- B/E move
- 79.9%
- Pseudo strike
- 0.89
- IV
- 178.1%
- B/E move
- 12.3%
65Δ
- Pseudo strike
- 0.94
- IV
- 189.2%
- B/E move
- 63.6%
- Pseudo strike
- 0.94
- IV
- 177.8%
- B/E move
- 9.7%
70Δ
- Pseudo strike
- 0.82
- IV
- 174.9%
- B/E move
- 47.2%
- Pseudo strike
- 0.99
- IV
- 177.5%
- B/E move
- 7.1%
75Δ
- Pseudo strike
- 0.70
- IV
- 160.6%
- B/E move
- 30.9%
- Pseudo strike
- 1.15
- IV
- 189.2%
- B/E move
- 5.6%
80Δ
- Pseudo strike
- 0.58
- IV
- 146.3%
- B/E move
- 14.6%
- Pseudo strike
- 1.33
- IV
- 202.8%
- B/E move
- 4.2%
Options history
Table
| Date | IV |
|---|---|
| 167.58% |