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Knight-Swift Transportation Holdings Inc. Class A Common Stock KNX

INDUSTRIALS · TRUCKING
i

Market dataready · fetched 2026-11-13T02:09:59.632Z

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 · 2026-11-13T00:00:00.002345191Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:00:45.247162+00:00

Share price$61.75
1D-0.7%
AH$61.56$61.99$62.42$62.86$63.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKNX
Sold putSold callAH

Knight-Swift Transportation Holdings Inc. Class A Common Stock options

Live interpolated KNX call and put midpoint premiums by absolute delta.Knight-Swift Transportation Holdings Inc. Class A Common Stock$0.26$1.41$2.55$3.70$4.84$57.44$59.67$61.90$64.13$66.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KNX spot · $61.75KNX PRICE$0.39$0.56$0.73$0.91$1.08$1.27$1.49$1.72$1.95$2.17$2.40$3.36$4.51$0.40$0.50$0.66$0.87$1.08$1.28$1.49$1.70$1.99$2.33$2.67$3.01$3.35
PutsExpensive1.07×
CallsFair1.04×
SkewBullish-4.82 pp
Implied moveBalanced±$2.99
TiltBullish2.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.9638.6%5.8%58.8238.5%5.4%
25Δ64.4539.4%5.3%59.6236.0%4.3%
30Δ63.9440.1%4.7%60.2235.1%3.5%
35Δ63.4340.9%4.2%60.6535.7%3.2%
40Δ62.9241.6%3.6%61.0736.2%2.8%
45Δ62.4242.1%3.1%61.5036.8%2.5%
50Δ61.9541.3%2.7%61.9337.4%2.1%
55Δ61.4940.5%2.4%62.3538.0%1.8%
60Δ61.0339.7%2.0%62.8237.9%1.5%
65Δ60.5638.9%1.6%63.3137.4%1.3%
70Δ60.1038.1%1.2%63.8036.9%1.0%
75Δ59.0545.2%1.1%64.2936.5%0.8%
80Δ57.8654.4%1.0%64.7836.0%0.5%

20Δ

Calls
Pseudo strike
64.96
IV
38.6%
B/E move
5.8%
Puts
Pseudo strike
58.82
IV
38.5%
B/E move
5.4%

25Δ

Calls
Pseudo strike
64.45
IV
39.4%
B/E move
5.3%
Puts
Pseudo strike
59.62
IV
36.0%
B/E move
4.3%

30Δ

Calls
Pseudo strike
63.94
IV
40.1%
B/E move
4.7%
Puts
Pseudo strike
60.22
IV
35.1%
B/E move
3.5%

35Δ

Calls
Pseudo strike
63.43
IV
40.9%
B/E move
4.2%
Puts
Pseudo strike
60.65
IV
35.7%
B/E move
3.2%

40Δ

Calls
Pseudo strike
62.92
IV
41.6%
B/E move
3.6%
Puts
Pseudo strike
61.07
IV
36.2%
B/E move
2.8%

45Δ

Calls
Pseudo strike
62.42
IV
42.1%
B/E move
3.1%
Puts
Pseudo strike
61.50
IV
36.8%
B/E move
2.5%

50Δ

Calls
Pseudo strike
61.95
IV
41.3%
B/E move
2.7%
Puts
Pseudo strike
61.93
IV
37.4%
B/E move
2.1%

55Δ

Calls
Pseudo strike
61.49
IV
40.5%
B/E move
2.4%
Puts
Pseudo strike
62.35
IV
38.0%
B/E move
1.8%

60Δ

Calls
Pseudo strike
61.03
IV
39.7%
B/E move
2.0%
Puts
Pseudo strike
62.82
IV
37.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
60.56
IV
38.9%
B/E move
1.6%
Puts
Pseudo strike
63.31
IV
37.4%
B/E move
1.3%

70Δ

Calls
Pseudo strike
60.10
IV
38.1%
B/E move
1.2%
Puts
Pseudo strike
63.80
IV
36.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
59.05
IV
45.2%
B/E move
1.1%
Puts
Pseudo strike
64.29
IV
36.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
57.86
IV
54.4%
B/E move
1.0%
Puts
Pseudo strike
64.78
IV
36.0%
B/E move
0.5%

Options history

IV · four-Friday blend39.54%
Daily EOD
KNX34.9%39.4%43.9%2026-10-19: 40.05%2026-10-20: 40.37%2026-10-21: 43.23%2026-10-22: 36.35%2026-10-23: 36.33%2026-10-26: 35.48%2026-10-27: 39.11%2026-10-28: 37.33%2026-10-29: 37.99%2026-10-30: 39.54%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
40.05%
40.37%
43.23%
36.35%
36.33%
35.48%
39.11%
37.33%
37.99%
39.54%