IntraAlpha
Create free account Start free

IDT Corporation Class B IDT

i

Market datapartial · fetched 2026-11-13T00:49:41.458Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-13T00:00:00.00378989Z

FundamentalsAlpha Vantage · unavailable

Share price$82.80
1D-0.5%
AH$82.25$82.58$82.91$83.24$83.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIDT
Sold putSold callAH

IDT Corporation Class B options

Live interpolated IDT call and put midpoint premiums by absolute delta.IDT Corporation Class B$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEIDT PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend33.34%
Daily close
IDT27.0%41.7%56.4%2026-08-21: 32.00%2026-08-24: 33.53%2026-08-26: 33.56%2026-08-27: 34.07%2026-08-28: 32.22%2026-08-31: 33.49%2026-09-02: 34.30%2026-09-03: 32.44%2026-09-08: 36.85%2026-09-11: 37.17%2026-09-16: 42.82%2026-09-17: 54.37%2026-09-18: 37.11%2026-09-21: 38.03%2026-09-22: 38.05%2026-09-23: 41.14%2026-09-24: 39.65%2026-09-25: 38.88%2026-09-28: 38.18%2026-09-29: 31.78%2026-09-30: 31.96%2026-10-01: 30.36%2026-10-05: 32.13%2026-10-06: 32.55%2026-10-07: 30.35%2026-10-08: 28.99%2026-10-09: 35.50%2026-10-16: 32.01%2026-10-19: 32.78%2026-10-20: 32.27%2026-10-21: 33.70%2026-10-22: 32.09%2026-10-23: 33.94%2026-10-26: 34.32%2026-10-27: 35.03%2026-10-28: 33.75%2026-10-29: 31.76%2026-10-30: 33.34%Aug 21Sep 28Oct 30
38 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
32.00%
33.53%
33.56%
34.07%
32.22%
33.49%
34.30%
32.44%
36.85%
37.17%
42.82%
54.37%
37.11%
38.03%
38.05%
41.14%
39.65%
38.88%
38.18%
31.78%
31.96%
30.36%
32.13%
32.55%
30.35%
28.99%
35.50%
32.01%
32.78%
32.27%
33.70%
32.09%
33.94%
34.32%
35.03%
33.75%
31.76%
33.34%