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CarMax Inc. KMX

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Market dataready · fetched 2026-11-07T02:32:03.744Z

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: 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 · 2026-11-07T00:00:00.00340136Z

FundamentalsSEC EDGAR · ready · as of 2026-08-31 · fetched 2026-11-07T02:32:02.946597+00:00

Share price$51.48
1D-1.4%
AH$51.03$51.35$51.66$51.97$52.295:30 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.$0.38$1.87$3.36$4.85$6.34$45.17$48.80$52.43$56.06$59.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KMX spot · $51.48KMX PRICE$0.54$0.71$0.91$1.13$1.34$1.57$1.88$2.19$2.49$2.86$3.80$4.74$5.91$0.63$0.83$1.04$1.24$1.53$1.83$2.13$2.43$2.84$3.26$3.68$4.11$5.65
PutsFair1.02×
CallsFair1.01×
SkewBullish-2.44 pp
Implied moveBearish±$4.01
TiltBalanced1.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.2348.5%10.3%47.5052.9%8.9%
25Δ55.3249.2%8.8%48.3051.8%7.8%
30Δ54.5449.2%7.7%49.0950.7%6.7%
35Δ53.8248.9%6.7%49.8849.5%5.5%
40Δ53.1148.6%5.8%50.5349.2%4.8%
45Δ52.4148.3%4.9%51.1649.0%4.2%
50Δ51.7948.2%4.3%51.7948.8%3.5%
55Δ51.1848.1%3.7%52.4148.5%2.9%
60Δ50.5648.0%3.1%53.0647.9%2.4%
65Δ49.9148.5%2.5%53.7147.3%2.0%
70Δ48.8555.2%2.3%54.3646.6%1.6%
75Δ47.7962.0%2.0%55.0146.0%1.1%
80Δ46.4467.3%1.7%56.6950.1%0.9%

20Δ

Calls
Pseudo strike
56.23
IV
48.5%
B/E move
10.3%
Puts
Pseudo strike
47.50
IV
52.9%
B/E move
8.9%

25Δ

Calls
Pseudo strike
55.32
IV
49.2%
B/E move
8.8%
Puts
Pseudo strike
48.30
IV
51.8%
B/E move
7.8%

30Δ

Calls
Pseudo strike
54.54
IV
49.2%
B/E move
7.7%
Puts
Pseudo strike
49.09
IV
50.7%
B/E move
6.7%

35Δ

Calls
Pseudo strike
53.82
IV
48.9%
B/E move
6.7%
Puts
Pseudo strike
49.88
IV
49.5%
B/E move
5.5%

40Δ

Calls
Pseudo strike
53.11
IV
48.6%
B/E move
5.8%
Puts
Pseudo strike
50.53
IV
49.2%
B/E move
4.8%

45Δ

Calls
Pseudo strike
52.41
IV
48.3%
B/E move
4.9%
Puts
Pseudo strike
51.16
IV
49.0%
B/E move
4.2%

50Δ

Calls
Pseudo strike
51.79
IV
48.2%
B/E move
4.3%
Puts
Pseudo strike
51.79
IV
48.8%
B/E move
3.5%

55Δ

Calls
Pseudo strike
51.18
IV
48.1%
B/E move
3.7%
Puts
Pseudo strike
52.41
IV
48.5%
B/E move
2.9%

60Δ

Calls
Pseudo strike
50.56
IV
48.0%
B/E move
3.1%
Puts
Pseudo strike
53.06
IV
47.9%
B/E move
2.4%

65Δ

Calls
Pseudo strike
49.91
IV
48.5%
B/E move
2.5%
Puts
Pseudo strike
53.71
IV
47.3%
B/E move
2.0%

70Δ

Calls
Pseudo strike
48.85
IV
55.2%
B/E move
2.3%
Puts
Pseudo strike
54.36
IV
46.6%
B/E move
1.6%

75Δ

Calls
Pseudo strike
47.79
IV
62.0%
B/E move
2.0%
Puts
Pseudo strike
55.01
IV
46.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
46.44
IV
67.3%
B/E move
1.7%
Puts
Pseudo strike
56.69
IV
50.1%
B/E move
0.9%

Options history

IV · four-Friday blend51.89%
Daily close
KMX42.5%51.3%60.0%2026-08-10: 46.95%2026-08-11: 44.87%2026-08-12: 46.10%2026-08-13: 43.74%2026-08-14: 43.81%2026-08-17: 46.69%2026-08-18: 46.58%2026-08-19: 50.77%2026-08-21: 48.42%2026-08-24: 49.47%2026-08-25: 49.80%2026-08-26: 48.02%2026-08-27: 49.07%2026-08-28: 46.24%2026-08-31: 46.19%2026-09-01: 47.69%2026-09-02: 49.00%2026-09-03: 48.09%2026-09-04: 47.37%2026-09-08: 50.33%2026-09-09: 51.63%2026-09-10: 49.07%2026-09-11: 48.97%2026-09-14: 51.29%2026-09-15: 52.98%2026-09-16: 52.21%2026-09-18: 53.02%2026-09-21: 53.71%2026-09-22: 53.52%2026-09-23: 54.60%2026-09-24: 56.46%2026-09-25: 57.23%2026-09-28: 58.83%2026-09-29: 44.05%2026-09-30: 43.86%2026-10-01: 43.74%2026-10-02: 44.05%2026-10-05: 44.36%2026-10-06: 44.20%2026-10-07: 44.71%2026-10-08: 43.72%2026-10-09: 44.33%2026-10-12: 46.78%2026-10-13: 52.42%2026-10-14: 49.52%2026-10-15: 49.56%2026-10-16: 46.71%2026-10-19: 48.22%2026-10-20: 48.06%2026-10-21: 48.83%2026-10-22: 49.35%2026-10-23: 50.06%2026-10-26: 50.84%2026-10-27: 51.10%2026-10-28: 51.19%2026-10-29: 50.10%2026-10-30: 51.89%Aug 10Sep 22Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
46.95%
44.87%
46.10%
43.74%
43.81%
46.69%
46.58%
50.77%
48.42%
49.47%
49.80%
48.02%
49.07%
46.24%
46.19%
47.69%
49.00%
48.09%
47.37%
50.33%
51.63%
49.07%
48.97%
51.29%
52.98%
52.21%
53.02%
53.71%
53.52%
54.60%
56.46%
57.23%
58.83%
44.05%
43.86%
43.74%
44.05%
44.36%
44.20%
44.71%
43.72%
44.33%
46.78%
52.42%
49.52%
49.56%
46.71%
48.22%
48.06%
48.83%
49.35%
50.06%
50.84%
51.10%
51.19%
50.10%
51.89%