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Carvana Co. CVNA

i

Market dataready · fetched 2026-11-07T07:13:43.652Z

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 · 2026-11-07T00:41:02.702643106Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T07:13:43.022391+00:00

Share price$73.54
1D+1.7%
AH$71.41$72.24$73.07$73.90$74.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCVNA
Sold putSold callAH

Carvana Co. options

Live interpolated CVNA call and put midpoint premiums by absolute delta.Carvana Co.$0.43$2.16$3.89$5.62$7.35$65.20$69.78$74.36$78.94$83.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CVNA spot · $73.54CVNA PRICE$0.62$0.83$1.06$1.33$1.64$1.97$2.33$2.73$3.19$3.71$4.25$4.97$6.85$0.78$1.04$1.30$1.57$1.89$2.21$2.59$2.97$3.39$3.82$4.10$4.85$5.41
PutsFair0.97×
CallsCheap0.79×
SkewBullish-1.61 pp
Implied moveBearish±$4.92
TiltBalanced0.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.8461.0%8.1%68.4470.8%8.0%
25Δ77.8261.0%6.9%69.5170.5%6.9%
30Δ76.9461.5%6.1%70.5268.9%5.9%
35Δ76.1562.6%5.4%71.4467.3%5.0%
40Δ75.3763.5%4.7%72.2766.6%4.3%
45Δ74.6164.4%4.1%73.0765.6%3.6%
50Δ73.8565.2%3.6%73.8465.1%3.1%
55Δ73.0765.8%3.1%74.6064.0%2.6%
60Δ72.2766.4%2.6%75.3562.9%2.1%
65Δ71.4467.1%2.2%76.0961.6%1.7%
70Δ70.6067.0%1.8%76.6857.5%1.3%
75Δ69.6268.3%1.4%77.6558.6%1.0%
80Δ67.6583.0%1.3%78.4056.4%0.7%

20Δ

Calls
Pseudo strike
78.84
IV
61.0%
B/E move
8.1%
Puts
Pseudo strike
68.44
IV
70.8%
B/E move
8.0%

25Δ

Calls
Pseudo strike
77.82
IV
61.0%
B/E move
6.9%
Puts
Pseudo strike
69.51
IV
70.5%
B/E move
6.9%

30Δ

Calls
Pseudo strike
76.94
IV
61.5%
B/E move
6.1%
Puts
Pseudo strike
70.52
IV
68.9%
B/E move
5.9%

35Δ

Calls
Pseudo strike
76.15
IV
62.6%
B/E move
5.4%
Puts
Pseudo strike
71.44
IV
67.3%
B/E move
5.0%

40Δ

Calls
Pseudo strike
75.37
IV
63.5%
B/E move
4.7%
Puts
Pseudo strike
72.27
IV
66.6%
B/E move
4.3%

45Δ

Calls
Pseudo strike
74.61
IV
64.4%
B/E move
4.1%
Puts
Pseudo strike
73.07
IV
65.6%
B/E move
3.6%

50Δ

Calls
Pseudo strike
73.85
IV
65.2%
B/E move
3.6%
Puts
Pseudo strike
73.84
IV
65.1%
B/E move
3.1%

55Δ

Calls
Pseudo strike
73.07
IV
65.8%
B/E move
3.1%
Puts
Pseudo strike
74.60
IV
64.0%
B/E move
2.6%

60Δ

Calls
Pseudo strike
72.27
IV
66.4%
B/E move
2.6%
Puts
Pseudo strike
75.35
IV
62.9%
B/E move
2.1%

65Δ

Calls
Pseudo strike
71.44
IV
67.1%
B/E move
2.2%
Puts
Pseudo strike
76.09
IV
61.6%
B/E move
1.7%

70Δ

Calls
Pseudo strike
70.60
IV
67.0%
B/E move
1.8%
Puts
Pseudo strike
76.68
IV
57.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
69.62
IV
68.3%
B/E move
1.4%
Puts
Pseudo strike
77.65
IV
58.6%
B/E move
1.0%

80Δ

Calls
Pseudo strike
67.65
IV
83.0%
B/E move
1.3%
Puts
Pseudo strike
78.40
IV
56.4%
B/E move
0.7%

Options history

IV · four-Friday blend57.63%
Daily close
CVNA43.8%93.3%142.7%2026-08-10: 61.10%2026-08-11: 60.37%2026-08-12: 55.42%2026-08-13: 54.05%2026-08-14: 50.64%2026-08-17: 58.06%2026-08-18: 64.61%2026-08-19: 61.17%2026-08-20: 58.50%2026-08-21: 55.30%2026-08-24: 58.07%2026-08-25: 57.98%2026-08-26: 55.88%2026-08-27: 56.42%2026-08-28: 51.28%2026-08-31: 53.92%2026-09-01: 55.77%2026-09-02: 55.73%2026-09-03: 54.67%2026-09-04: 52.76%2026-09-08: 60.17%2026-09-09: 60.10%2026-09-10: 62.23%2026-09-11: 56.10%2026-09-14: 60.46%2026-09-15: 64.08%2026-09-16: 64.82%2026-09-17: 58.90%2026-09-18: 56.26%2026-09-21: 58.14%2026-09-22: 59.49%2026-09-23: 61.01%2026-09-24: 59.07%2026-09-25: 56.03%2026-09-28: 65.22%2026-09-29: 66.63%2026-09-30: 62.46%2026-10-01: 63.77%2026-10-02: 62.84%2026-10-05: 66.29%2026-10-06: 64.84%2026-10-07: 64.49%2026-10-08: 64.41%2026-10-09: 66.86%2026-10-12: 74.64%2026-10-13: 76.42%2026-10-14: 81.30%2026-10-15: 79.82%2026-10-16: 82.35%2026-10-19: 85.96%2026-10-20: 85.33%2026-10-21: 87.32%2026-10-22: 90.66%2026-10-23: 94.67%2026-10-26: 107.83%2026-10-27: 119.48%2026-10-28: 135.92%2026-10-29: 66.04%2026-10-30: 57.63%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
61.10%
60.37%
55.42%
54.05%
50.64%
58.06%
64.61%
61.17%
58.50%
55.30%
58.07%
57.98%
55.88%
56.42%
51.28%
53.92%
55.77%
55.73%
54.67%
52.76%
60.17%
60.10%
62.23%
56.10%
60.46%
64.08%
64.82%
58.90%
56.26%
58.14%
59.49%
61.01%
59.07%
56.03%
65.22%
66.63%
62.46%
63.77%
62.84%
66.29%
64.84%
64.49%
64.41%
66.86%
74.64%
76.42%
81.30%
79.82%
82.35%
85.96%
85.33%
87.32%
90.66%
94.67%
107.83%
119.48%
135.92%
66.04%
57.63%