Share price$60.53
1D+5.1%
Sold putSold callAH
Carvana Co CVNA
CONSUMER CYCLICAL · AUTO & TRUCK DEALERSHIPSi
Market dataready · fetched 2026-10-16T01:05:17.207Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:58:36.811367348Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:05:16.595600+00:00
Carvana Co options
PutsExpensive1.35×
CallsExpensive1.59×
SkewBullish-2.37 pp
Implied moveBearish±$11.85
TiltBearish13.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 75.85 | 73.8% | 27.6% | 50.71 | 80.3% | 19.4% |
| 25Δ | 72.96 | 73.6% | 23.6% | 52.95 | 79.5% | 16.8% |
| 30Δ | 70.70 | 75.0% | 20.8% | 55.07 | 77.9% | 14.4% |
| 35Δ | 68.61 | 76.4% | 18.3% | 56.98 | 77.5% | 12.5% |
| 40Δ | 66.53 | 77.0% | 16.0% | 58.85 | 76.8% | 10.8% |
| 45Δ | 64.54 | 77.6% | 13.8% | 60.68 | 76.2% | 9.2% |
| 50Δ | 62.63 | 78.3% | 12.0% | 62.50 | 75.6% | 7.8% |
| 55Δ | 60.73 | 78.4% | 10.2% | 64.35 | 74.9% | 6.6% |
| 60Δ | 58.83 | 79.6% | 8.7% | 66.25 | 74.3% | 5.4% |
| 65Δ | 56.99 | 78.4% | 7.1% | 68.16 | 73.1% | 4.4% |
| 70Δ | 54.91 | 81.3% | 6.0% | 70.41 | 73.3% | 3.5% |
| 75Δ | 52.66 | 83.7% | 4.8% | 72.96 | 73.6% | 2.6% |
| 80Δ | 50.21 | 85.9% | 3.8% | 76.18 | 75.0% | 1.9% |
20Δ
- Pseudo strike
- 75.85
- IV
- 73.8%
- B/E move
- 27.6%
- Pseudo strike
- 50.71
- IV
- 80.3%
- B/E move
- 19.4%
25Δ
- Pseudo strike
- 72.96
- IV
- 73.6%
- B/E move
- 23.6%
- Pseudo strike
- 52.95
- IV
- 79.5%
- B/E move
- 16.8%
30Δ
- Pseudo strike
- 70.70
- IV
- 75.0%
- B/E move
- 20.8%
- Pseudo strike
- 55.07
- IV
- 77.9%
- B/E move
- 14.4%
35Δ
- Pseudo strike
- 68.61
- IV
- 76.4%
- B/E move
- 18.3%
- Pseudo strike
- 56.98
- IV
- 77.5%
- B/E move
- 12.5%
40Δ
- Pseudo strike
- 66.53
- IV
- 77.0%
- B/E move
- 16.0%
- Pseudo strike
- 58.85
- IV
- 76.8%
- B/E move
- 10.8%
45Δ
- Pseudo strike
- 64.54
- IV
- 77.6%
- B/E move
- 13.8%
- Pseudo strike
- 60.68
- IV
- 76.2%
- B/E move
- 9.2%
50Δ
- Pseudo strike
- 62.63
- IV
- 78.3%
- B/E move
- 12.0%
- Pseudo strike
- 62.50
- IV
- 75.6%
- B/E move
- 7.8%
55Δ
- Pseudo strike
- 60.73
- IV
- 78.4%
- B/E move
- 10.2%
- Pseudo strike
- 64.35
- IV
- 74.9%
- B/E move
- 6.6%
60Δ
- Pseudo strike
- 58.83
- IV
- 79.6%
- B/E move
- 8.7%
- Pseudo strike
- 66.25
- IV
- 74.3%
- B/E move
- 5.4%
65Δ
- Pseudo strike
- 56.99
- IV
- 78.4%
- B/E move
- 7.1%
- Pseudo strike
- 68.16
- IV
- 73.1%
- B/E move
- 4.4%
70Δ
- Pseudo strike
- 54.91
- IV
- 81.3%
- B/E move
- 6.0%
- Pseudo strike
- 70.41
- IV
- 73.3%
- B/E move
- 3.5%
75Δ
- Pseudo strike
- 52.66
- IV
- 83.7%
- B/E move
- 4.8%
- Pseudo strike
- 72.96
- IV
- 73.6%
- B/E move
- 2.6%
80Δ
- Pseudo strike
- 50.21
- IV
- 85.9%
- B/E move
- 3.8%
- Pseudo strike
- 76.18
- IV
- 75.0%
- B/E move
- 1.9%