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National Vision Holdings, Inc. Common Stock EYE

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Market datapartial · fetched 2026-10-22T10:07:53.217Z

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 · 2026-10-21T22:19:33.197943534Z

FundamentalsAlpha Vantage · unavailable

Share price$17.72
1D-1.1%
AH$17.61$17.69$17.77$17.85$17.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEYE
Sold putSold callAH

National Vision Holdings, Inc. Common Stock options

Live interpolated EYE call and put midpoint premiums by absolute delta.National Vision Holdings, Inc. Common Stock$0.50$1.56$2.62$3.67$4.73$13.03$15.55$18.07$20.59$23.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EYE spot · $17.72EYE PRICE$0.72$0.75$0.62$0.73$0.88$1.03$1.17$1.32$1.73$2.32$2.92$3.51$4.43$0.82$0.88$0.97$1.06$1.15$1.28$1.48$1.68$1.88$2.08$2.28$2.48$3.67
PutsExpensive1.75×
CallsExpensive2.03×
SkewBullish-13.86 pp
Implied moveBearish±$2.65
TiltBalanced1.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.92158.4%67.3%13.91127.1%26.1%
25Δ23.69118.0%37.9%15.18102.7%19.3%
30Δ20.2772.7%17.9%15.8392.9%16.1%
35Δ19.5667.4%14.6%16.4783.1%13.0%
40Δ19.1066.3%12.7%17.1273.3%9.9%
45Δ18.6365.2%10.9%17.6566.6%7.6%
50Δ18.1664.0%9.1%18.0264.3%6.7%
55Δ17.6962.9%7.3%18.3962.1%5.7%
60Δ17.1169.5%6.3%18.7659.8%4.7%
65Δ16.4681.3%6.0%19.1457.5%3.8%
70Δ15.8093.1%5.7%19.5155.3%2.8%
75Δ15.15104.9%5.3%19.8853.0%1.8%
80Δ14.10117.1%4.5%21.1463.0%1.4%

20Δ

Calls
Pseudo strike
28.92
IV
158.4%
B/E move
67.3%
Puts
Pseudo strike
13.91
IV
127.1%
B/E move
26.1%

25Δ

Calls
Pseudo strike
23.69
IV
118.0%
B/E move
37.9%
Puts
Pseudo strike
15.18
IV
102.7%
B/E move
19.3%

30Δ

Calls
Pseudo strike
20.27
IV
72.7%
B/E move
17.9%
Puts
Pseudo strike
15.83
IV
92.9%
B/E move
16.1%

35Δ

Calls
Pseudo strike
19.56
IV
67.4%
B/E move
14.6%
Puts
Pseudo strike
16.47
IV
83.1%
B/E move
13.0%

40Δ

Calls
Pseudo strike
19.10
IV
66.3%
B/E move
12.7%
Puts
Pseudo strike
17.12
IV
73.3%
B/E move
9.9%

45Δ

Calls
Pseudo strike
18.63
IV
65.2%
B/E move
10.9%
Puts
Pseudo strike
17.65
IV
66.6%
B/E move
7.6%

50Δ

Calls
Pseudo strike
18.16
IV
64.0%
B/E move
9.1%
Puts
Pseudo strike
18.02
IV
64.3%
B/E move
6.7%

55Δ

Calls
Pseudo strike
17.69
IV
62.9%
B/E move
7.3%
Puts
Pseudo strike
18.39
IV
62.1%
B/E move
5.7%

60Δ

Calls
Pseudo strike
17.11
IV
69.5%
B/E move
6.3%
Puts
Pseudo strike
18.76
IV
59.8%
B/E move
4.7%

65Δ

Calls
Pseudo strike
16.46
IV
81.3%
B/E move
6.0%
Puts
Pseudo strike
19.14
IV
57.5%
B/E move
3.8%

70Δ

Calls
Pseudo strike
15.80
IV
93.1%
B/E move
5.7%
Puts
Pseudo strike
19.51
IV
55.3%
B/E move
2.8%

75Δ

Calls
Pseudo strike
15.15
IV
104.9%
B/E move
5.3%
Puts
Pseudo strike
19.88
IV
53.0%
B/E move
1.8%

80Δ

Calls
Pseudo strike
14.10
IV
117.1%
B/E move
4.5%
Puts
Pseudo strike
21.14
IV
63.0%
B/E move
1.4%

Options history

No recorded observations