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

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Market datapartial · fetched 2026-10-22T22:31:55.783Z

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 · 2026-10-22T22:30:00.001854832Z

FundamentalsAlpha Vantage · unavailable

Share price$62.52
1D-1.4%
AH$62.33$63.01$63.69$64.36$65.045:30 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$0.42$2.82$5.22$7.61$10.01$51.67$57.19$62.71$68.22$73.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KNX spot · $62.52KNX PRICE$0.68$0.87$1.13$1.40$1.71$2.08$2.45$2.90$3.53$4.16$5.26$6.66$9.32$0.76$1.06$1.37$1.68$1.99$2.30$2.70$3.15$3.59$4.13$4.74$5.36$6.50
PutsCheap0.72×
CallsCheap0.78×
SkewBullish-4.86 pp
Implied moveBearish±$5.15
TiltBullish3.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.8436.4%11.2%57.9435.3%8.5%
25Δ67.2734.3%9.0%58.7836.6%7.7%
30Δ66.3934.7%8.0%59.6337.8%6.8%
35Δ65.5035.1%7.0%60.4937.8%5.9%
40Δ64.6535.5%6.1%61.3636.9%5.0%
45Δ63.8536.1%5.5%62.2236.0%4.2%
50Δ63.0536.6%4.8%63.0435.5%3.5%
55Δ62.2037.5%4.1%63.8335.3%2.9%
60Δ61.2839.1%3.7%64.6335.0%2.4%
65Δ60.3540.7%3.2%65.4734.7%1.9%
70Δ59.0445.1%2.9%66.3534.3%1.5%
75Δ57.4951.2%2.6%67.2333.9%1.0%
80Δ54.7464.0%2.5%68.5834.0%0.7%

20Δ

Calls
Pseudo strike
68.84
IV
36.4%
B/E move
11.2%
Puts
Pseudo strike
57.94
IV
35.3%
B/E move
8.5%

25Δ

Calls
Pseudo strike
67.27
IV
34.3%
B/E move
9.0%
Puts
Pseudo strike
58.78
IV
36.6%
B/E move
7.7%

30Δ

Calls
Pseudo strike
66.39
IV
34.7%
B/E move
8.0%
Puts
Pseudo strike
59.63
IV
37.8%
B/E move
6.8%

35Δ

Calls
Pseudo strike
65.50
IV
35.1%
B/E move
7.0%
Puts
Pseudo strike
60.49
IV
37.8%
B/E move
5.9%

40Δ

Calls
Pseudo strike
64.65
IV
35.5%
B/E move
6.1%
Puts
Pseudo strike
61.36
IV
36.9%
B/E move
5.0%

45Δ

Calls
Pseudo strike
63.85
IV
36.1%
B/E move
5.5%
Puts
Pseudo strike
62.22
IV
36.0%
B/E move
4.2%

50Δ

Calls
Pseudo strike
63.05
IV
36.6%
B/E move
4.8%
Puts
Pseudo strike
63.04
IV
35.5%
B/E move
3.5%

55Δ

Calls
Pseudo strike
62.20
IV
37.5%
B/E move
4.1%
Puts
Pseudo strike
63.83
IV
35.3%
B/E move
2.9%

60Δ

Calls
Pseudo strike
61.28
IV
39.1%
B/E move
3.7%
Puts
Pseudo strike
64.63
IV
35.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
60.35
IV
40.7%
B/E move
3.2%
Puts
Pseudo strike
65.47
IV
34.7%
B/E move
1.9%

70Δ

Calls
Pseudo strike
59.04
IV
45.1%
B/E move
2.9%
Puts
Pseudo strike
66.35
IV
34.3%
B/E move
1.5%

75Δ

Calls
Pseudo strike
57.49
IV
51.2%
B/E move
2.6%
Puts
Pseudo strike
67.23
IV
33.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
54.74
IV
64.0%
B/E move
2.5%
Puts
Pseudo strike
68.58
IV
34.0%
B/E move
0.7%

Options history

No recorded observations