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National Vision Holdings Inc EYE

CONSUMER CYCLICAL · SPECIALTY RETAIL
i

Market dataready · fetched 2026-10-22T21:14:40.556Z

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 · 2026-10-22T20:02:55.995331334Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:07:04.685156+00:00

Share price$18.81
1D+4.8%
AH$17.77$18.07$18.36$18.65$18.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEYE
Sold putSold callAH

National Vision Holdings Inc options

Live interpolated EYE call and put midpoint premiums by absolute delta.National Vision Holdings Inc$0.30$3.03$5.76$8.49$11.22$13.18$15.82$18.47$21.12$23.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EYE spot · $18.81EYE PRICE$0.60$0.71$0.69$0.73$0.80$1.02$1.24$1.47$1.69$1.91$2.21$3.11$4.00$0.82$0.79$0.76$1.04$1.38$1.73$2.07$2.41$2.86$3.32$3.77$4.85$10.43
PutsExpensive2.08×
CallsExpensive1.68×
SkewBearish+12.78 pp
Implied moveBearish±$3.31
TiltBearish28.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.36113.9%43.3%15.06118.3%24.3%
25Δ24.10103.8%31.9%16.1993.5%18.1%
30Δ21.9078.8%20.1%17.3368.7%11.9%
35Δ20.8266.2%14.5%17.9368.1%10.2%
40Δ19.9057.0%10.1%18.4471.8%9.3%
45Δ19.4958.2%9.1%18.9675.5%8.4%
50Δ19.0859.4%8.1%19.4779.2%7.5%
55Δ18.6860.6%7.1%19.9882.9%6.6%
60Δ18.2761.9%6.1%20.6182.4%5.6%
65Δ17.8663.1%5.1%21.2681.7%4.6%
70Δ17.3866.0%4.2%21.9081.0%3.6%
75Δ16.4380.9%3.9%23.1188.8%2.9%
80Δ15.4895.7%3.6%28.66139.7%3.1%

20Δ

Calls
Pseudo strike
26.36
IV
113.9%
B/E move
43.3%
Puts
Pseudo strike
15.06
IV
118.3%
B/E move
24.3%

25Δ

Calls
Pseudo strike
24.10
IV
103.8%
B/E move
31.9%
Puts
Pseudo strike
16.19
IV
93.5%
B/E move
18.1%

30Δ

Calls
Pseudo strike
21.90
IV
78.8%
B/E move
20.1%
Puts
Pseudo strike
17.33
IV
68.7%
B/E move
11.9%

35Δ

Calls
Pseudo strike
20.82
IV
66.2%
B/E move
14.5%
Puts
Pseudo strike
17.93
IV
68.1%
B/E move
10.2%

40Δ

Calls
Pseudo strike
19.90
IV
57.0%
B/E move
10.1%
Puts
Pseudo strike
18.44
IV
71.8%
B/E move
9.3%

45Δ

Calls
Pseudo strike
19.49
IV
58.2%
B/E move
9.1%
Puts
Pseudo strike
18.96
IV
75.5%
B/E move
8.4%

50Δ

Calls
Pseudo strike
19.08
IV
59.4%
B/E move
8.1%
Puts
Pseudo strike
19.47
IV
79.2%
B/E move
7.5%

55Δ

Calls
Pseudo strike
18.68
IV
60.6%
B/E move
7.1%
Puts
Pseudo strike
19.98
IV
82.9%
B/E move
6.6%

60Δ

Calls
Pseudo strike
18.27
IV
61.9%
B/E move
6.1%
Puts
Pseudo strike
20.61
IV
82.4%
B/E move
5.6%

65Δ

Calls
Pseudo strike
17.86
IV
63.1%
B/E move
5.1%
Puts
Pseudo strike
21.26
IV
81.7%
B/E move
4.6%

70Δ

Calls
Pseudo strike
17.38
IV
66.0%
B/E move
4.2%
Puts
Pseudo strike
21.90
IV
81.0%
B/E move
3.6%

75Δ

Calls
Pseudo strike
16.43
IV
80.9%
B/E move
3.9%
Puts
Pseudo strike
23.11
IV
88.8%
B/E move
2.9%

80Δ

Calls
Pseudo strike
15.48
IV
95.7%
B/E move
3.6%
Puts
Pseudo strike
28.66
IV
139.7%
B/E move
3.1%

Options history

EYE59.3960.3461.292026-10-20: 61.16%2026-10-21: 59.52%Oct 20Oct 21
Table
DateIV
61.16%
59.52%