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IDT Corporation IDT

COMMUNICATION SERVICES · TELECOM SERVICES
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Market dataready · fetched 2026-10-23T15:44:34.063Z

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 · 2026-10-23T15:38:31.128785952Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-23T15:44:33.504542+00:00

Share price$83.24
1D-0.1%
$82.71$82.89$83.07$83.25$83.435:30 AM6:30 AM9:00 AM1:00 PMIDT
Sold putSold call

IDT Corporation options

Live interpolated IDT call and put midpoint premiums by absolute delta.IDT Corporation$0.63$2.60$4.58$6.56$8.54$63.79$72.60$81.40$90.21$99.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IDT spot · $83.24IDT PRICE$0.84$1.05$1.33$1.61$1.89$2.26$2.76$3.27$3.77$4.28$4.78$5.77$6.83$1.36$1.60$1.84$2.14$2.50$2.85$3.20$3.56$4.23$5.07$5.90$6.73$7.97
PutsCheap0.90×
CallsCheap0.57×
SkewBearish+4.99 pp
Implied moveBearish±$5.97
TiltBearish9.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ91.0334.6%10.4%75.0949.4%11.4%
25Δ89.0030.9%8.2%77.0944.7%9.3%
30Δ87.8930.5%7.2%79.0840.1%7.2%
35Δ86.7730.1%6.2%80.5537.1%5.8%
40Δ85.6529.7%5.2%81.5835.7%5.0%
45Δ84.6329.6%4.4%82.6134.2%4.2%
50Δ83.7229.8%3.9%83.6432.8%3.4%
55Δ82.8230.0%3.4%84.6631.3%2.6%
60Δ81.9230.3%3.0%85.7631.0%2.1%
65Δ81.0230.5%2.5%86.8931.4%1.7%
70Δ80.1230.7%2.0%88.0331.7%1.3%
75Δ78.8531.0%1.7%89.1632.0%1.0%
80Δ77.5231.4%1.3%90.6732.9%0.6%

20Δ

Calls
Pseudo strike
91.03
IV
34.6%
B/E move
10.4%
Puts
Pseudo strike
75.09
IV
49.4%
B/E move
11.4%

25Δ

Calls
Pseudo strike
89.00
IV
30.9%
B/E move
8.2%
Puts
Pseudo strike
77.09
IV
44.7%
B/E move
9.3%

30Δ

Calls
Pseudo strike
87.89
IV
30.5%
B/E move
7.2%
Puts
Pseudo strike
79.08
IV
40.1%
B/E move
7.2%

35Δ

Calls
Pseudo strike
86.77
IV
30.1%
B/E move
6.2%
Puts
Pseudo strike
80.55
IV
37.1%
B/E move
5.8%

40Δ

Calls
Pseudo strike
85.65
IV
29.7%
B/E move
5.2%
Puts
Pseudo strike
81.58
IV
35.7%
B/E move
5.0%

45Δ

Calls
Pseudo strike
84.63
IV
29.6%
B/E move
4.4%
Puts
Pseudo strike
82.61
IV
34.2%
B/E move
4.2%

50Δ

Calls
Pseudo strike
83.72
IV
29.8%
B/E move
3.9%
Puts
Pseudo strike
83.64
IV
32.8%
B/E move
3.4%

55Δ

Calls
Pseudo strike
82.82
IV
30.0%
B/E move
3.4%
Puts
Pseudo strike
84.66
IV
31.3%
B/E move
2.6%

60Δ

Calls
Pseudo strike
81.92
IV
30.3%
B/E move
3.0%
Puts
Pseudo strike
85.76
IV
31.0%
B/E move
2.1%

65Δ

Calls
Pseudo strike
81.02
IV
30.5%
B/E move
2.5%
Puts
Pseudo strike
86.89
IV
31.4%
B/E move
1.7%

70Δ

Calls
Pseudo strike
80.12
IV
30.7%
B/E move
2.0%
Puts
Pseudo strike
88.03
IV
31.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
78.85
IV
31.0%
B/E move
1.7%
Puts
Pseudo strike
89.16
IV
32.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
77.52
IV
31.4%
B/E move
1.3%
Puts
Pseudo strike
90.67
IV
32.9%
B/E move
0.6%

Options history

No recorded observations