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Charter Communications, Inc. Class A Common Stock New CHTR

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Market dataready · fetched 2026-11-08T00:20:08.750Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T21:57:22.951127342Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-08T00:20:08.233631+00:00

Share price$118.75
1D+1.3%
AH$115$118$120$122$1245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCHTR
Sold putSold callAH

Charter Communications, Inc. Class A Common Stock New options

Live interpolated CHTR call and put midpoint premiums by absolute delta.Charter Communications, Inc. Class A Common Stock New$0.80$3.83$6.86$9.89$12.92$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECHTR PRICE$1.13$1.33$4.43$5.33$5.77$1.32$1.73$2.27$2.77$5.05$5.95$10.87$12.04
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ128.2768.3%9.0%110.2273.8%8.3%
25Δ125.5660.3%6.9%112.0772.7%7.1%
30Δ113.6173.8%6.2%
35Δ115.1173.2%5.4%
40Δ
45Δ
50Δ119.4377.8%3.7%
55Δ117.9966.1%3.1%120.9578.6%3.2%
60Δ116.6468.9%2.7%
65Δ115.5265.0%2.1%
70Δ127.2091.3%2.0%
75Δ128.9987.6%1.5%
80Δ

20Δ

Calls
Pseudo strike
128.27
IV
68.3%
B/E move
9.0%
Puts
Pseudo strike
110.22
IV
73.8%
B/E move
8.3%

25Δ

Calls
Pseudo strike
125.56
IV
60.3%
B/E move
6.9%
Puts
Pseudo strike
112.07
IV
72.7%
B/E move
7.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
113.61
IV
73.8%
B/E move
6.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
115.11
IV
73.2%
B/E move
5.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
119.43
IV
77.8%
B/E move
3.7%

55Δ

Calls
Pseudo strike
117.99
IV
66.1%
B/E move
3.1%
Puts
Pseudo strike
120.95
IV
78.6%
B/E move
3.2%

60Δ

Calls
Pseudo strike
116.64
IV
68.9%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
115.52
IV
65.0%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
127.20
IV
91.3%
B/E move
2.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
128.99
IV
87.6%
B/E move
1.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend95.13%
Daily close
CHTR41.1%71.0%101.0%2026-08-10: 57.72%2026-08-11: 61.21%2026-08-12: 56.21%2026-08-13: 63.25%2026-08-14: 51.59%2026-08-17: 62.72%2026-08-18: 61.86%2026-08-19: 63.83%2026-08-20: 66.21%2026-08-21: 50.46%2026-08-24: 59.19%2026-08-25: 59.22%2026-08-26: 65.10%2026-08-27: 70.75%2026-08-28: 51.12%2026-08-31: 49.23%2026-09-01: 62.66%2026-09-02: 53.29%2026-09-03: 59.87%2026-09-04: 45.22%2026-09-08: 54.61%2026-09-09: 59.68%2026-09-10: 70.25%2026-09-11: 54.08%2026-09-14: 65.08%2026-09-15: 66.04%2026-09-16: 63.43%2026-09-17: 71.00%2026-09-18: 48.81%2026-09-21: 59.04%2026-09-22: 57.12%2026-09-23: 67.13%2026-09-24: 60.53%2026-09-25: 55.91%2026-09-28: 72.35%2026-09-29: 64.47%2026-09-30: 72.92%2026-10-01: 69.37%2026-10-02: 61.63%2026-10-05: 68.08%2026-10-06: 69.96%2026-10-07: 78.88%2026-10-08: 80.55%2026-10-09: 70.51%2026-10-12: 82.29%2026-10-13: 76.31%2026-10-14: 77.04%2026-10-15: 72.42%2026-10-16: 72.01%2026-10-19: 85.58%2026-10-20: 86.03%2026-10-21: 82.88%2026-10-22: 83.43%2026-10-23: 77.57%2026-10-26: 90.00%2026-10-27: 90.28%2026-10-28: 96.84%2026-10-29: 84.41%2026-10-30: 95.13%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
57.72%
61.21%
56.21%
63.25%
51.59%
62.72%
61.86%
63.83%
66.21%
50.46%
59.19%
59.22%
65.10%
70.75%
51.12%
49.23%
62.66%
53.29%
59.87%
45.22%
54.61%
59.68%
70.25%
54.08%
65.08%
66.04%
63.43%
71.00%
48.81%
59.04%
57.12%
67.13%
60.53%
55.91%
72.35%
64.47%
72.92%
69.37%
61.63%
68.08%
69.96%
78.88%
80.55%
70.51%
82.29%
76.31%
77.04%
72.42%
72.01%
85.58%
86.03%
82.88%
83.43%
77.57%
90.00%
90.28%
96.84%
84.41%
95.13%