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CHEGG, INC. CHGG

CONSUMER DEFENSIVE · EDUCATION & TRAINING SERVICES
i

Market dataready · fetched 2026-11-12T02:57:59.771Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T00:00:00.002995181Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:57:58.887784+00:00

Share price$0.61
1D+2.0%
AH$0.60$0.61$0.62$0.63$0.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCHGG
Sold putSold callAH

CHEGG, INC. options

Live interpolated CHGG call and put midpoint premiums by absolute delta.CHEGG, INC.$0.02$0.11$0.20$0.30$0.39$0.17$0.39$0.61$0.83$1.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CHGG spot · $0.61CHGG PRICE$0.03$0.04$0.05$0.07$0.08$0.09$0.11$0.12$0.14$0.15$0.16$0.05$0.08$0.11$0.14$0.17$0.20$0.22$0.25$0.28$0.31$0.34$0.37
Puts——
Calls——
Skew——
Implied moveBearish±$0.30
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.00143.3%67.7%
25Δ0.95144.7%62.5%0.50138.3%26.1%
30Δ0.91146.1%57.2%0.54137.0%24.1%
35Δ0.86147.4%52.0%0.58135.6%22.1%
40Δ0.81148.8%46.7%0.63134.3%20.1%
45Δ0.77150.2%41.5%0.67133.0%18.1%
50Δ0.72151.6%36.2%0.71131.7%16.1%
55Δ0.68153.0%31.0%0.75130.4%14.1%
60Δ0.63154.4%25.7%0.79129.0%12.0%
65Δ0.59155.8%20.5%0.83127.7%10.0%
70Δ0.54157.2%15.2%0.87126.4%8.0%
75Δ0.91125.1%6.0%
80Δ0.95123.7%4.0%

20Δ

Calls
Pseudo strike
1.00
IV
143.3%
B/E move
67.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
0.95
IV
144.7%
B/E move
62.5%
Puts
Pseudo strike
0.50
IV
138.3%
B/E move
26.1%

30Δ

Calls
Pseudo strike
0.91
IV
146.1%
B/E move
57.2%
Puts
Pseudo strike
0.54
IV
137.0%
B/E move
24.1%

35Δ

Calls
Pseudo strike
0.86
IV
147.4%
B/E move
52.0%
Puts
Pseudo strike
0.58
IV
135.6%
B/E move
22.1%

40Δ

Calls
Pseudo strike
0.81
IV
148.8%
B/E move
46.7%
Puts
Pseudo strike
0.63
IV
134.3%
B/E move
20.1%

45Δ

Calls
Pseudo strike
0.77
IV
150.2%
B/E move
41.5%
Puts
Pseudo strike
0.67
IV
133.0%
B/E move
18.1%

50Δ

Calls
Pseudo strike
0.72
IV
151.6%
B/E move
36.2%
Puts
Pseudo strike
0.71
IV
131.7%
B/E move
16.1%

55Δ

Calls
Pseudo strike
0.68
IV
153.0%
B/E move
31.0%
Puts
Pseudo strike
0.75
IV
130.4%
B/E move
14.1%

60Δ

Calls
Pseudo strike
0.63
IV
154.4%
B/E move
25.7%
Puts
Pseudo strike
0.79
IV
129.0%
B/E move
12.0%

65Δ

Calls
Pseudo strike
0.59
IV
155.8%
B/E move
20.5%
Puts
Pseudo strike
0.83
IV
127.7%
B/E move
10.0%

70Δ

Calls
Pseudo strike
0.54
IV
157.2%
B/E move
15.2%
Puts
Pseudo strike
0.87
IV
126.4%
B/E move
8.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.91
IV
125.1%
B/E move
6.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.95
IV
123.7%
B/E move
4.0%

Options history

IV · four-Friday blend167.58%
Daily EOD
CHGG167.4%167.6%167.8%2026-10-20: 167.58%Oct 20
1 observations2026-10-20 — 2026-10-20
Table
DateIV (%)
167.58%