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Escalade, Incorporated Common Stock ESCA

CONSUMER CYCLICAL · LEISURE
i

Market dataready · fetched 2026-11-12T02:59:50.383Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-11T21:00:00.143955563Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:59:50.052066+00:00

Share price$21.29
1D+1.8%
AH$20.88$21.03$21.18$21.32$21.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMESCA
Sold putSold callAH

Escalade, Incorporated Common Stock options

Live interpolated ESCA call and put midpoint premiums by absolute delta.Escalade, Incorporated Common Stock$1.01$1.72$2.43$3.14$3.85$14.90$17.35$19.81$22.26$24.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ESCA spot · $21.29ESCA PRICE$1.09$1.33$1.57$1.81$2.05$2.28$2.53$2.79$3.04$1.61$1.65$1.67$1.70$1.81$1.93$2.05$2.17$2.37$2.69$3.00$3.32$3.64
PutsExpensive2.51×
Calls——
Skew——
Implied moveBearish±$3.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.66339.2%34.0%
25Δ17.54268.5%25.4%
30Δ18.69227.5%20.1%
35Δ19.84186.4%14.8%
40Δ21.4377.0%5.8%20.48168.7%12.3%
45Δ21.1686.4%5.6%21.04154.6%10.3%
50Δ20.8995.8%5.5%21.59140.6%8.2%
55Δ20.62105.2%5.3%22.15126.6%6.2%
60Δ20.35114.6%5.2%22.67116.0%4.6%
65Δ20.07124.0%5.0%23.15111.4%3.9%
70Δ19.69120.2%4.4%23.63106.8%3.1%
75Δ19.27111.4%3.6%24.10102.3%2.4%
80Δ18.85102.6%2.8%24.5897.7%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.66
IV
339.2%
B/E move
34.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.54
IV
268.5%
B/E move
25.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.69
IV
227.5%
B/E move
20.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.84
IV
186.4%
B/E move
14.8%

40Δ

Calls
Pseudo strike
21.43
IV
77.0%
B/E move
5.8%
Puts
Pseudo strike
20.48
IV
168.7%
B/E move
12.3%

45Δ

Calls
Pseudo strike
21.16
IV
86.4%
B/E move
5.6%
Puts
Pseudo strike
21.04
IV
154.6%
B/E move
10.3%

50Δ

Calls
Pseudo strike
20.89
IV
95.8%
B/E move
5.5%
Puts
Pseudo strike
21.59
IV
140.6%
B/E move
8.2%

55Δ

Calls
Pseudo strike
20.62
IV
105.2%
B/E move
5.3%
Puts
Pseudo strike
22.15
IV
126.6%
B/E move
6.2%

60Δ

Calls
Pseudo strike
20.35
IV
114.6%
B/E move
5.2%
Puts
Pseudo strike
22.67
IV
116.0%
B/E move
4.6%

65Δ

Calls
Pseudo strike
20.07
IV
124.0%
B/E move
5.0%
Puts
Pseudo strike
23.15
IV
111.4%
B/E move
3.9%

70Δ

Calls
Pseudo strike
19.69
IV
120.2%
B/E move
4.4%
Puts
Pseudo strike
23.63
IV
106.8%
B/E move
3.1%

75Δ

Calls
Pseudo strike
19.27
IV
111.4%
B/E move
3.6%
Puts
Pseudo strike
24.10
IV
102.3%
B/E move
2.4%

80Δ

Calls
Pseudo strike
18.85
IV
102.6%
B/E move
2.8%
Puts
Pseudo strike
24.58
IV
97.7%
B/E move
1.7%

Options history

IV · four-Friday blend75.81%
Daily close
ESCA42.8%102.6%162.3%2026-08-17: 90.26%2026-08-18: 94.84%2026-08-19: 127.23%2026-08-21: 62.56%2026-08-24: 69.46%2026-08-25: 65.18%2026-08-26: 56.51%2026-08-27: 51.03%2026-08-28: 63.47%2026-08-31: 65.15%2026-09-01: 54.69%2026-09-02: 69.91%2026-09-03: 71.41%2026-09-04: 74.94%2026-09-09: 74.13%2026-09-10: 53.71%2026-09-18: 56.70%2026-09-21: 57.40%2026-09-22: 59.42%2026-09-23: 62.72%2026-09-24: 59.75%2026-09-25: 59.04%2026-09-28: 53.77%2026-09-29: 53.58%2026-09-30: 61.99%2026-10-01: 72.83%2026-10-05: 71.08%2026-10-06: 76.55%2026-10-07: 80.85%2026-10-12: 98.70%2026-10-14: 115.93%2026-10-15: 154.09%2026-10-16: 58.04%2026-10-19: 64.86%2026-10-20: 56.93%2026-10-21: 76.44%2026-10-22: 72.12%2026-10-23: 59.14%2026-10-26: 72.91%2026-10-27: 65.64%2026-10-28: 74.00%2026-10-29: 63.58%2026-10-30: 75.81%Aug 17Sep 25Oct 30
43 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
90.26%
94.84%
127.23%
62.56%
69.46%
65.18%
56.51%
51.03%
63.47%
65.15%
54.69%
69.91%
71.41%
74.94%
74.13%
53.71%
56.70%
57.40%
59.42%
62.72%
59.75%
59.04%
53.77%
53.58%
61.99%
72.83%
71.08%
76.55%
80.85%
98.70%
115.93%
154.09%
58.04%
64.86%
56.93%
76.44%
72.12%
59.14%
72.91%
65.64%
74.00%
63.58%
75.81%