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National Vision Holdings, Inc. Common Stock EYE

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Market dataready · fetched 2026-11-11T15:13:35.069Z

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 · 2026-11-11T15:13:03.817260611Z

FundamentalsSEC EDGAR · ready · as of 2026-07-04 · fetched 2026-11-11T15:13:34.008618+00:00

Share price$18.20
1D-3.2%
$18.14$18.33$18.53$18.72$18.915:30 AM6:30 AM9:00 AM1:00 PMEYE
Sold putSold call

National Vision Holdings, Inc. Common Stock options

Live interpolated EYE call and put midpoint premiums by absolute delta.National Vision Holdings, Inc. Common Stock$0.46$1.34$2.23$3.11$3.99$15.58$17.54$19.49$21.45$23.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EYE spot · $18.20EYE PRICE$0.63$0.56$0.70$0.84$1.03$1.26$1.49$1.73$1.96$2.36$2.82$3.28$3.74$0.72$0.80$0.84$0.88$1.00$1.21$1.41$1.61$1.82$2.02$2.22
Puts——
CallsExpensive2.05×
Skew——
Implied moveBullish±$2.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.00233.5%51.9%14.74190.6%23.0%
25Δ21.90142.3%23.4%15.57171.3%18.9%
30Δ21.13139.5%19.9%16.34146.6%14.8%
35Δ20.35136.8%16.4%17.12122.0%10.8%
40Δ19.72136.8%14.0%17.69108.7%8.3%
45Δ19.20139.3%12.4%18.07106.6%7.4%
50Δ18.68141.7%10.8%18.44104.6%6.4%
55Δ18.16144.1%9.3%18.82102.5%5.5%
60Δ17.64146.6%7.7%19.20100.4%4.5%
65Δ17.03151.2%6.5%19.5798.4%3.6%
70Δ16.39156.7%5.5%19.9596.3%2.6%
75Δ15.74162.2%4.5%
80Δ15.09167.7%3.4%

20Δ

Calls
Pseudo strike
27.00
IV
233.5%
B/E move
51.9%
Puts
Pseudo strike
14.74
IV
190.6%
B/E move
23.0%

25Δ

Calls
Pseudo strike
21.90
IV
142.3%
B/E move
23.4%
Puts
Pseudo strike
15.57
IV
171.3%
B/E move
18.9%

30Δ

Calls
Pseudo strike
21.13
IV
139.5%
B/E move
19.9%
Puts
Pseudo strike
16.34
IV
146.6%
B/E move
14.8%

35Δ

Calls
Pseudo strike
20.35
IV
136.8%
B/E move
16.4%
Puts
Pseudo strike
17.12
IV
122.0%
B/E move
10.8%

40Δ

Calls
Pseudo strike
19.72
IV
136.8%
B/E move
14.0%
Puts
Pseudo strike
17.69
IV
108.7%
B/E move
8.3%

45Δ

Calls
Pseudo strike
19.20
IV
139.3%
B/E move
12.4%
Puts
Pseudo strike
18.07
IV
106.6%
B/E move
7.4%

50Δ

Calls
Pseudo strike
18.68
IV
141.7%
B/E move
10.8%
Puts
Pseudo strike
18.44
IV
104.6%
B/E move
6.4%

55Δ

Calls
Pseudo strike
18.16
IV
144.1%
B/E move
9.3%
Puts
Pseudo strike
18.82
IV
102.5%
B/E move
5.5%

60Δ

Calls
Pseudo strike
17.64
IV
146.6%
B/E move
7.7%
Puts
Pseudo strike
19.20
IV
100.4%
B/E move
4.5%

65Δ

Calls
Pseudo strike
17.03
IV
151.2%
B/E move
6.5%
Puts
Pseudo strike
19.57
IV
98.4%
B/E move
3.6%

70Δ

Calls
Pseudo strike
16.39
IV
156.7%
B/E move
5.5%
Puts
Pseudo strike
19.95
IV
96.3%
B/E move
2.6%

75Δ

Calls
Pseudo strike
15.74
IV
162.2%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
15.09
IV
167.7%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend68.42%
Daily close
EYE53.7%78.4%103.1%2026-08-18: 95.15%2026-08-19: 99.71%2026-08-21: 57.22%2026-08-24: 59.19%2026-08-25: 57.16%2026-08-26: 57.11%2026-08-31: 62.79%2026-09-01: 65.61%2026-09-02: 65.17%2026-09-03: 58.42%2026-09-04: 68.92%2026-09-08: 67.34%2026-09-09: 68.37%2026-09-10: 65.54%2026-09-11: 61.60%2026-09-14: 58.80%2026-09-18: 59.80%2026-09-21: 62.60%2026-09-22: 61.21%2026-09-23: 63.16%2026-09-24: 59.94%2026-09-25: 59.53%2026-09-28: 61.00%2026-10-01: 64.47%2026-10-05: 61.33%2026-10-08: 67.33%2026-10-16: 60.56%2026-10-19: 60.52%2026-10-20: 60.39%2026-10-21: 59.52%2026-10-22: 61.50%2026-10-23: 63.24%2026-10-26: 65.77%2026-10-27: 64.47%2026-10-28: 63.79%2026-10-29: 62.51%2026-10-30: 68.42%Aug 18Sep 22Oct 30
37 observations2026-08-18 — 2026-10-30
Table
DateIV (%)
95.15%
99.71%
57.22%
59.19%
57.16%
57.11%
62.79%
65.61%
65.17%
58.42%
68.92%
67.34%
68.37%
65.54%
61.60%
58.80%
59.80%
62.60%
61.21%
63.16%
59.94%
59.53%
61.00%
64.47%
61.33%
67.33%
60.56%
60.52%
60.39%
59.52%
61.50%
63.24%
65.77%
64.47%
63.79%
62.51%
68.42%