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New Oriental Education & Technology EDU

CONSUMER DEFENSIVE · EDUCATION & TRAINING SERVICES
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Market dataready · fetched 2026-10-15T20:35:58.053Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.000413544Z

FundamentalsAlpha Vantage · quarter 2026-05-31 · fetched 2026-10-15T20:35:57.656012+00:00

Share price$60.35
1D+2.5%
AH$58.73$59.31$59.89$60.48$61.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEDU
Sold putSold callAH

New Oriental Education & Technology options

Live interpolated EDU call and put midpoint premiums by absolute delta.New Oriental Education & Technology$0.46$1.49$2.51$3.53$4.56$54.01$57.25$60.49$63.73$66.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $60.35OPTION PRICELive EDU spot · $60.35EDU PRICE$1.01$0.99$0.96$0.94$0.92$0.89$0.87$0.85$0.91$1.67$2.42$3.17$3.93$0.90$0.82$0.74$0.66$0.57$0.88$1.37$1.85$2.33$2.81$3.30$3.78$4.26
PutsExpensive5.71×
CallsExpensive3.76×
SkewBullish-9.03 pp
Implied moveBearish±$2.24
TiltBearish10.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.93372.3%24.2%46.69479.0%24.1%
25Δ72.16331.5%21.2%49.78380.9%18.9%
30Δ70.40290.6%18.2%52.87282.9%13.6%
35Δ68.63249.8%15.3%55.96184.9%8.4%
40Δ66.86208.9%12.3%59.0586.8%3.1%
45Δ65.10168.1%9.3%60.3862.0%1.4%
50Δ63.33127.2%6.4%60.9469.5%1.3%
55Δ61.5686.4%3.4%61.4976.9%1.2%
60Δ59.9151.8%0.8%62.0584.4%1.1%
65Δ59.1166.1%0.7%62.6091.8%0.9%
70Δ58.3180.3%0.6%63.1699.3%0.8%
75Δ57.5194.6%0.6%63.71106.7%0.7%
80Δ56.72108.9%0.5%64.26114.2%0.6%

20Δ

Calls
Pseudo strike
73.93
IV
372.3%
B/E move
24.2%
Puts
Pseudo strike
46.69
IV
479.0%
B/E move
24.1%

25Δ

Calls
Pseudo strike
72.16
IV
331.5%
B/E move
21.2%
Puts
Pseudo strike
49.78
IV
380.9%
B/E move
18.9%

30Δ

Calls
Pseudo strike
70.40
IV
290.6%
B/E move
18.2%
Puts
Pseudo strike
52.87
IV
282.9%
B/E move
13.6%

35Δ

Calls
Pseudo strike
68.63
IV
249.8%
B/E move
15.3%
Puts
Pseudo strike
55.96
IV
184.9%
B/E move
8.4%

40Δ

Calls
Pseudo strike
66.86
IV
208.9%
B/E move
12.3%
Puts
Pseudo strike
59.05
IV
86.8%
B/E move
3.1%

45Δ

Calls
Pseudo strike
65.10
IV
168.1%
B/E move
9.3%
Puts
Pseudo strike
60.38
IV
62.0%
B/E move
1.4%

50Δ

Calls
Pseudo strike
63.33
IV
127.2%
B/E move
6.4%
Puts
Pseudo strike
60.94
IV
69.5%
B/E move
1.3%

55Δ

Calls
Pseudo strike
61.56
IV
86.4%
B/E move
3.4%
Puts
Pseudo strike
61.49
IV
76.9%
B/E move
1.2%

60Δ

Calls
Pseudo strike
59.91
IV
51.8%
B/E move
0.8%
Puts
Pseudo strike
62.05
IV
84.4%
B/E move
1.1%

65Δ

Calls
Pseudo strike
59.11
IV
66.1%
B/E move
0.7%
Puts
Pseudo strike
62.60
IV
91.8%
B/E move
0.9%

70Δ

Calls
Pseudo strike
58.31
IV
80.3%
B/E move
0.6%
Puts
Pseudo strike
63.16
IV
99.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
57.51
IV
94.6%
B/E move
0.6%
Puts
Pseudo strike
63.71
IV
106.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
56.72
IV
108.9%
B/E move
0.5%
Puts
Pseudo strike
64.26
IV
114.2%
B/E move
0.6%