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IDT Corporation Class B IDT

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Market datapartial · fetched 2026-10-22T23:51:15.450Z

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 · 2026-10-22T23:00:00.003232003Z

FundamentalsAlpha Vantage · unavailable

Share price$83.69
1D+0.3%
AH$82.60$83.01$83.42$83.83$84.245:30 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$0.81$3.29$5.77$8.24$10.72$62.98$72.19$81.39$90.59$99.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IDT spot · $83.69IDT PRICE$1.22$1.26$1.43$1.65$1.86$2.07$2.62$3.17$3.72$4.26$4.81$5.52$6.47$1.08$1.29$1.55$1.92$2.30$2.68$3.06$3.52$4.45$5.38$6.31$7.32$10.01
PutsCheap0.84×
CallsCheap0.60×
SkewBearish+1.38 pp
Implied moveBearish±$5.68
TiltBearish11.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.8452.4%17.2%76.5640.1%9.8%
25Δ91.3639.1%10.7%78.6135.6%7.6%
30Δ89.0034.1%8.1%80.3132.4%5.9%
35Δ87.6731.8%6.7%81.2831.9%5.2%
40Δ86.3429.4%5.4%82.2531.3%4.5%
45Δ85.0127.1%4.1%83.2230.8%3.8%
50Δ84.1227.6%3.6%84.1830.3%3.1%
55Δ83.2228.1%3.2%85.1930.0%2.4%
60Δ82.3328.6%2.8%86.4131.1%2.1%
65Δ81.4429.1%2.4%87.6232.3%1.7%
70Δ80.5529.6%2.0%88.8433.4%1.4%
75Δ79.5329.6%1.6%90.1334.7%1.1%
80Δ78.3228.8%1.3%93.0239.3%0.8%

20Δ

Calls
Pseudo strike
96.84
IV
52.4%
B/E move
17.2%
Puts
Pseudo strike
76.56
IV
40.1%
B/E move
9.8%

25Δ

Calls
Pseudo strike
91.36
IV
39.1%
B/E move
10.7%
Puts
Pseudo strike
78.61
IV
35.6%
B/E move
7.6%

30Δ

Calls
Pseudo strike
89.00
IV
34.1%
B/E move
8.1%
Puts
Pseudo strike
80.31
IV
32.4%
B/E move
5.9%

35Δ

Calls
Pseudo strike
87.67
IV
31.8%
B/E move
6.7%
Puts
Pseudo strike
81.28
IV
31.9%
B/E move
5.2%

40Δ

Calls
Pseudo strike
86.34
IV
29.4%
B/E move
5.4%
Puts
Pseudo strike
82.25
IV
31.3%
B/E move
4.5%

45Δ

Calls
Pseudo strike
85.01
IV
27.1%
B/E move
4.1%
Puts
Pseudo strike
83.22
IV
30.8%
B/E move
3.8%

50Δ

Calls
Pseudo strike
84.12
IV
27.6%
B/E move
3.6%
Puts
Pseudo strike
84.18
IV
30.3%
B/E move
3.1%

55Δ

Calls
Pseudo strike
83.22
IV
28.1%
B/E move
3.2%
Puts
Pseudo strike
85.19
IV
30.0%
B/E move
2.4%

60Δ

Calls
Pseudo strike
82.33
IV
28.6%
B/E move
2.8%
Puts
Pseudo strike
86.41
IV
31.1%
B/E move
2.1%

65Δ

Calls
Pseudo strike
81.44
IV
29.1%
B/E move
2.4%
Puts
Pseudo strike
87.62
IV
32.3%
B/E move
1.7%

70Δ

Calls
Pseudo strike
80.55
IV
29.6%
B/E move
2.0%
Puts
Pseudo strike
88.84
IV
33.4%
B/E move
1.4%

75Δ

Calls
Pseudo strike
79.53
IV
29.6%
B/E move
1.6%
Puts
Pseudo strike
90.13
IV
34.7%
B/E move
1.1%

80Δ

Calls
Pseudo strike
78.32
IV
28.8%
B/E move
1.3%
Puts
Pseudo strike
93.02
IV
39.3%
B/E move
0.8%

Options history

No recorded observations