IntraAlpha
Create free account Start free

CarMax Inc KMX

CONSUMER CYCLICAL · AUTO & TRUCK DEALERSHIPS
i

Market dataready · fetched 2026-10-15T20:04:02.805Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:02.96749122Z

FundamentalsAlpha Vantage · quarter 2026-08-31 · fetched 2026-10-15T20:04:01.007786+00:00

Share price$52.62
1D+2.3%
AH$51.12$51.52$51.93$52.33$52.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKMX
Sold putSold callAH

CarMax Inc options

Live interpolated KMX call and put midpoint premiums by absolute delta.CarMax Inc$0.05$2.03$4.02$6.01$7.99$48.60$50.55$52.50$54.45$56.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $52.62OPTION PRICELive KMX spot · $52.62KMX PRICE$0.39$0.41$0.44$0.46$0.48$0.51$0.53$0.55$0.57$0.60$0.62$0.64$0.67$0.26$0.34$0.42$0.49$0.57$0.65$0.94$1.34$1.73$2.13$2.52$3.33$7.42
PutsExpensive1.39×
CallsCheap0.53×
SkewBearish+37.46 pp
Implied moveBearish±$1.47
TiltBearish52.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.01153.2%9.1%50.8565.7%3.9%
25Δ56.36137.4%7.9%51.1665.9%3.4%
30Δ55.71121.7%6.7%51.4766.2%3.0%
35Δ55.05105.9%5.5%51.7866.5%2.5%
40Δ54.4090.1%4.3%52.0966.7%2.1%
45Δ53.7574.4%3.1%52.4067.0%1.7%
50Δ53.1058.6%1.9%52.8173.8%1.4%
55Δ52.4542.8%0.7%53.2583.8%1.3%
60Δ51.7927.1%0.5%53.7093.7%1.2%
65Δ51.1411.3%1.7%54.15103.6%1.1%
70Δ50.49-4.5%2.9%54.60113.5%1.0%
75Δ49.84-20.2%4.1%55.43134.7%1.0%
80Δ49.18-36.0%5.3%59.35247.8%1.3%

20Δ

Calls
Pseudo strike
57.01
IV
153.2%
B/E move
9.1%
Puts
Pseudo strike
50.85
IV
65.7%
B/E move
3.9%

25Δ

Calls
Pseudo strike
56.36
IV
137.4%
B/E move
7.9%
Puts
Pseudo strike
51.16
IV
65.9%
B/E move
3.4%

30Δ

Calls
Pseudo strike
55.71
IV
121.7%
B/E move
6.7%
Puts
Pseudo strike
51.47
IV
66.2%
B/E move
3.0%

35Δ

Calls
Pseudo strike
55.05
IV
105.9%
B/E move
5.5%
Puts
Pseudo strike
51.78
IV
66.5%
B/E move
2.5%

40Δ

Calls
Pseudo strike
54.40
IV
90.1%
B/E move
4.3%
Puts
Pseudo strike
52.09
IV
66.7%
B/E move
2.1%

45Δ

Calls
Pseudo strike
53.75
IV
74.4%
B/E move
3.1%
Puts
Pseudo strike
52.40
IV
67.0%
B/E move
1.7%

50Δ

Calls
Pseudo strike
53.10
IV
58.6%
B/E move
1.9%
Puts
Pseudo strike
52.81
IV
73.8%
B/E move
1.4%

55Δ

Calls
Pseudo strike
52.45
IV
42.8%
B/E move
0.7%
Puts
Pseudo strike
53.25
IV
83.8%
B/E move
1.3%

60Δ

Calls
Pseudo strike
51.79
IV
27.1%
B/E move
0.5%
Puts
Pseudo strike
53.70
IV
93.7%
B/E move
1.2%

65Δ

Calls
Pseudo strike
51.14
IV
11.3%
B/E move
1.7%
Puts
Pseudo strike
54.15
IV
103.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
50.49
IV
-4.5%
B/E move
2.9%
Puts
Pseudo strike
54.60
IV
113.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
49.84
IV
-20.2%
B/E move
4.1%
Puts
Pseudo strike
55.43
IV
134.7%
B/E move
1.0%

80Δ

Calls
Pseudo strike
49.18
IV
-36.0%
B/E move
5.3%
Puts
Pseudo strike
59.35
IV
247.8%
B/E move
1.3%