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Laureate Education, Inc. Common Stock LAUR

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Market dataready · fetched 2026-11-11T14:54:33.697Z

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 · 2026-11-11T14:54:24.240124159Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:54:33.011281+00:00

Share price$35.28
1D-0.3%
$34.88$34.98$35.09$35.19$35.295:30 AM6:30 AM9:00 AM1:00 PMLAUR
Sold putSold call

Laureate Education, Inc. Common Stock options

Live interpolated LAUR call and put midpoint premiums by absolute delta.Laureate Education, Inc. Common Stock$0.25$2.15$4.05$5.94$7.84$31.07$33.78$36.49$39.19$41.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LAUR spot · $35.28LAUR PRICE$0.68$0.86$1.04$1.22$1.40$1.58$1.76$1.94$2.96$4.05$5.13$6.21$7.29$0.46$0.52$0.57$0.63$0.69$0.91$1.38$1.85$2.32$2.79$3.26$3.73$4.20
PutsExpensive1.34×
CallsExpensive2.10×
SkewBullish-42.92 pp
Implied moveBullish±$3.13
TiltBullish21.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.46110.5%30.8%31.1883.5%12.9%
25Δ43.98106.3%27.1%32.0174.0%10.7%
30Δ42.50102.2%23.4%32.8464.5%8.6%
35Δ41.0298.1%19.7%33.6655.0%6.4%
40Δ39.5494.0%16.0%34.4945.5%4.2%
45Δ38.0689.9%12.3%35.2240.8%2.7%
50Δ36.5885.7%8.7%35.7843.8%2.5%
55Δ35.0981.6%5.0%36.3446.8%2.2%
60Δ33.8288.7%4.2%36.9149.7%2.0%
65Δ32.5596.6%3.7%37.4752.7%1.7%
70Δ31.28104.4%3.2%38.0355.7%1.4%
75Δ30.02112.3%2.7%38.6058.7%1.2%
80Δ28.75120.1%2.2%39.1661.7%0.9%

20Δ

Calls
Pseudo strike
45.46
IV
110.5%
B/E move
30.8%
Puts
Pseudo strike
31.18
IV
83.5%
B/E move
12.9%

25Δ

Calls
Pseudo strike
43.98
IV
106.3%
B/E move
27.1%
Puts
Pseudo strike
32.01
IV
74.0%
B/E move
10.7%

30Δ

Calls
Pseudo strike
42.50
IV
102.2%
B/E move
23.4%
Puts
Pseudo strike
32.84
IV
64.5%
B/E move
8.6%

35Δ

Calls
Pseudo strike
41.02
IV
98.1%
B/E move
19.7%
Puts
Pseudo strike
33.66
IV
55.0%
B/E move
6.4%

40Δ

Calls
Pseudo strike
39.54
IV
94.0%
B/E move
16.0%
Puts
Pseudo strike
34.49
IV
45.5%
B/E move
4.2%

45Δ

Calls
Pseudo strike
38.06
IV
89.9%
B/E move
12.3%
Puts
Pseudo strike
35.22
IV
40.8%
B/E move
2.7%

50Δ

Calls
Pseudo strike
36.58
IV
85.7%
B/E move
8.7%
Puts
Pseudo strike
35.78
IV
43.8%
B/E move
2.5%

55Δ

Calls
Pseudo strike
35.09
IV
81.6%
B/E move
5.0%
Puts
Pseudo strike
36.34
IV
46.8%
B/E move
2.2%

60Δ

Calls
Pseudo strike
33.82
IV
88.7%
B/E move
4.2%
Puts
Pseudo strike
36.91
IV
49.7%
B/E move
2.0%

65Δ

Calls
Pseudo strike
32.55
IV
96.6%
B/E move
3.7%
Puts
Pseudo strike
37.47
IV
52.7%
B/E move
1.7%

70Δ

Calls
Pseudo strike
31.28
IV
104.4%
B/E move
3.2%
Puts
Pseudo strike
38.03
IV
55.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
30.02
IV
112.3%
B/E move
2.7%
Puts
Pseudo strike
38.60
IV
58.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
28.75
IV
120.1%
B/E move
2.2%
Puts
Pseudo strike
39.16
IV
61.7%
B/E move
0.9%

Options history

IV · four-Friday blend45.81%
Daily EOD
LAUR32.2%39.5%46.8%2026-10-19: 36.55%2026-10-20: 33.25%2026-10-21: 36.02%2026-10-22: 35.65%2026-10-23: 36.56%2026-10-26: 37.43%2026-10-28: 41.57%2026-10-30: 45.81%Oct 19Oct 22Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
36.55%
33.25%
36.02%
35.65%
36.56%
37.43%
41.57%
45.81%