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Escalade, Incorporated Common Stock ESCA

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Market datapartial · fetched 2026-10-23T03:02:15.322Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:08.887331697Z

FundamentalsAlpha Vantage · unavailable

Share price$18.89
1D+1.6%
AH$18.55$18.70$18.84$18.99$19.145:30 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$0.94$1.87$2.79$3.72$4.65$12.09$15.69$19.28$22.87$26.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ESCA spot · $18.89ESCA PRICE$1.60$1.60$1.72$1.84$1.97$2.13$2.30$2.47$2.73$3.08$3.42$1.04$1.28$1.64$1.97$2.13$2.29$2.45$2.64$2.91$3.17$3.44$3.70$4.38
PutsExpensive2.26×
CallsExpensive2.57×
SkewBullish-14.68 pp
Implied moveBearish±$4.41
TiltBearish14.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.68144.1%27.8%
25Δ15.82129.5%23.0%
30Δ30.78209.8%71.4%16.71129.4%20.2%
35Δ24.99161.1%40.8%17.58128.1%17.4%
40Δ23.27144.4%32.3%18.24117.9%14.7%
45Δ21.56127.7%23.9%18.90107.8%12.0%
50Δ19.93111.9%15.9%19.5797.7%9.4%
55Δ19.24104.2%13.1%20.1789.5%7.2%
60Δ18.5496.5%10.3%20.6584.9%6.1%
65Δ17.8488.8%7.5%21.1380.2%4.9%
70Δ17.2283.3%5.6%21.6175.6%3.8%
75Δ16.6779.9%4.5%22.1071.0%2.6%
80Δ16.1176.5%3.4%22.9671.2%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.68
IV
144.1%
B/E move
27.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.82
IV
129.5%
B/E move
23.0%

30Δ

Calls
Pseudo strike
30.78
IV
209.8%
B/E move
71.4%
Puts
Pseudo strike
16.71
IV
129.4%
B/E move
20.2%

35Δ

Calls
Pseudo strike
24.99
IV
161.1%
B/E move
40.8%
Puts
Pseudo strike
17.58
IV
128.1%
B/E move
17.4%

40Δ

Calls
Pseudo strike
23.27
IV
144.4%
B/E move
32.3%
Puts
Pseudo strike
18.24
IV
117.9%
B/E move
14.7%

45Δ

Calls
Pseudo strike
21.56
IV
127.7%
B/E move
23.9%
Puts
Pseudo strike
18.90
IV
107.8%
B/E move
12.0%

50Δ

Calls
Pseudo strike
19.93
IV
111.9%
B/E move
15.9%
Puts
Pseudo strike
19.57
IV
97.7%
B/E move
9.4%

55Δ

Calls
Pseudo strike
19.24
IV
104.2%
B/E move
13.1%
Puts
Pseudo strike
20.17
IV
89.5%
B/E move
7.2%

60Δ

Calls
Pseudo strike
18.54
IV
96.5%
B/E move
10.3%
Puts
Pseudo strike
20.65
IV
84.9%
B/E move
6.1%

65Δ

Calls
Pseudo strike
17.84
IV
88.8%
B/E move
7.5%
Puts
Pseudo strike
21.13
IV
80.2%
B/E move
4.9%

70Δ

Calls
Pseudo strike
17.22
IV
83.3%
B/E move
5.6%
Puts
Pseudo strike
21.61
IV
75.6%
B/E move
3.8%

75Δ

Calls
Pseudo strike
16.67
IV
79.9%
B/E move
4.5%
Puts
Pseudo strike
22.10
IV
71.0%
B/E move
2.6%

80Δ

Calls
Pseudo strike
16.11
IV
76.5%
B/E move
3.4%
Puts
Pseudo strike
22.96
IV
71.2%
B/E move
1.6%

Options history

ESCA55.3766.6677.942026-10-20: 56.93%2026-10-21: 76.38%Oct 20Oct 21
Table
DateIV
56.93%
76.38%