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Laureate Education, Inc. Common Stock LAUR

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Market datapartial · fetched 2026-10-22T13:26:24.966Z

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 · 2026-10-22T13:14:51.32256702Z

FundamentalsAlpha Vantage · unavailable

Share price$38.25
1D-0.5%
$38.23$38.29$38.36$38.42$38.485:30 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$0.35$1.79$3.23$4.66$6.10$33.07$35.94$38.81$41.67$44.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LAUR spot · $38.25LAUR PRICE$0.59$0.71$0.83$0.95$1.24$1.65$2.06$2.47$2.88$3.29$3.70$4.12$5.56$0.51$0.74$0.97$1.20$1.42$1.65$1.88$2.11$2.34$2.72$3.71$4.70$5.69
PutsExpensive1.34×
CallsExpensive1.46×
SkewBullish-10.26 pp
Implied moveBullish±$3.94
TiltBalanced0.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.5659.4%23.3%35.3136.2%9.0%
25Δ44.6453.3%18.6%35.8436.2%8.2%
30Δ42.7247.2%13.9%36.3836.2%7.4%
35Δ40.8141.1%9.2%36.9136.2%6.6%
40Δ39.6339.4%6.8%37.4436.1%5.8%
45Δ38.9941.1%6.2%37.9736.1%5.0%
50Δ38.3442.8%5.6%38.5136.1%4.3%
55Δ37.7044.4%5.0%39.0436.1%3.5%
60Δ37.0646.1%4.4%39.5736.0%2.7%
65Δ36.4247.7%3.8%40.2236.6%2.0%
70Δ35.7749.4%3.2%41.3439.3%1.6%
75Δ35.1351.0%2.6%42.4542.1%1.3%
80Δ33.5258.8%2.2%43.5744.9%1.0%

20Δ

Calls
Pseudo strike
46.56
IV
59.4%
B/E move
23.3%
Puts
Pseudo strike
35.31
IV
36.2%
B/E move
9.0%

25Δ

Calls
Pseudo strike
44.64
IV
53.3%
B/E move
18.6%
Puts
Pseudo strike
35.84
IV
36.2%
B/E move
8.2%

30Δ

Calls
Pseudo strike
42.72
IV
47.2%
B/E move
13.9%
Puts
Pseudo strike
36.38
IV
36.2%
B/E move
7.4%

35Δ

Calls
Pseudo strike
40.81
IV
41.1%
B/E move
9.2%
Puts
Pseudo strike
36.91
IV
36.2%
B/E move
6.6%

40Δ

Calls
Pseudo strike
39.63
IV
39.4%
B/E move
6.8%
Puts
Pseudo strike
37.44
IV
36.1%
B/E move
5.8%

45Δ

Calls
Pseudo strike
38.99
IV
41.1%
B/E move
6.2%
Puts
Pseudo strike
37.97
IV
36.1%
B/E move
5.0%

50Δ

Calls
Pseudo strike
38.34
IV
42.8%
B/E move
5.6%
Puts
Pseudo strike
38.51
IV
36.1%
B/E move
4.3%

55Δ

Calls
Pseudo strike
37.70
IV
44.4%
B/E move
5.0%
Puts
Pseudo strike
39.04
IV
36.1%
B/E move
3.5%

60Δ

Calls
Pseudo strike
37.06
IV
46.1%
B/E move
4.4%
Puts
Pseudo strike
39.57
IV
36.0%
B/E move
2.7%

65Δ

Calls
Pseudo strike
36.42
IV
47.7%
B/E move
3.8%
Puts
Pseudo strike
40.22
IV
36.6%
B/E move
2.0%

70Δ

Calls
Pseudo strike
35.77
IV
49.4%
B/E move
3.2%
Puts
Pseudo strike
41.34
IV
39.3%
B/E move
1.6%

75Δ

Calls
Pseudo strike
35.13
IV
51.0%
B/E move
2.6%
Puts
Pseudo strike
42.45
IV
42.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
33.52
IV
58.8%
B/E move
2.2%
Puts
Pseudo strike
43.57
IV
44.9%
B/E move
1.0%

Options history

No recorded observations