IntraAlpha
Create free account Start free

Laureate Education, Inc. Common Stock LAUR

i

Market datapartial · fetched 2026-10-22T23:10:12.153Z

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 · 2026-10-22T20:00:02.903906753Z

FundamentalsAlpha Vantage · unavailable

Share price$38.79
1D+0.9%
AH$37.95$38.24$38.54$38.83$39.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLAUR
Sold putSold callAH

Laureate Education, Inc. Common Stock options

Live interpolated LAUR call and put midpoint premiums by absolute delta.Laureate Education, Inc. Common Stock$0.35$2.17$4.00$5.83$7.66$33.39$36.22$39.05$41.88$44.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LAUR spot · $38.79LAUR PRICE$0.67$0.81$0.94$1.07$1.21$1.44$1.77$2.10$2.43$2.76$3.08$3.41$3.74$0.54$0.74$0.95$1.15$1.35$1.55$1.75$1.95$2.29$3.50$4.72$5.94$7.13
PutsExpensive1.40×
CallsExpensive1.36×
SkewBullish-4.80 pp
Implied moveBalanced±$3.52
TiltBearish13.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.7566.0%24.8%35.7834.6%9.2%
25Δ46.0360.2%20.7%36.3234.6%8.3%
30Δ44.3154.4%16.6%36.8534.5%7.4%
35Δ42.5848.6%12.6%37.3934.5%6.6%
40Δ40.8642.8%8.5%37.9334.5%5.7%
45Δ39.7239.7%6.1%38.4634.5%4.8%
50Δ39.1539.2%5.5%39.0034.4%4.0%
55Δ38.5838.7%4.9%39.5434.4%3.1%
60Δ38.0138.2%4.3%40.1735.3%2.3%
65Δ37.4537.7%3.6%41.4841.7%2.1%
70Δ36.8837.2%3.0%42.7848.1%1.9%
75Δ36.3136.7%2.4%44.0854.5%1.7%
80Δ35.7436.2%1.8%45.3957.9%1.4%

20Δ

Calls
Pseudo strike
47.75
IV
66.0%
B/E move
24.8%
Puts
Pseudo strike
35.78
IV
34.6%
B/E move
9.2%

25Δ

Calls
Pseudo strike
46.03
IV
60.2%
B/E move
20.7%
Puts
Pseudo strike
36.32
IV
34.6%
B/E move
8.3%

30Δ

Calls
Pseudo strike
44.31
IV
54.4%
B/E move
16.6%
Puts
Pseudo strike
36.85
IV
34.5%
B/E move
7.4%

35Δ

Calls
Pseudo strike
42.58
IV
48.6%
B/E move
12.6%
Puts
Pseudo strike
37.39
IV
34.5%
B/E move
6.6%

40Δ

Calls
Pseudo strike
40.86
IV
42.8%
B/E move
8.5%
Puts
Pseudo strike
37.93
IV
34.5%
B/E move
5.7%

45Δ

Calls
Pseudo strike
39.72
IV
39.7%
B/E move
6.1%
Puts
Pseudo strike
38.46
IV
34.5%
B/E move
4.8%

50Δ

Calls
Pseudo strike
39.15
IV
39.2%
B/E move
5.5%
Puts
Pseudo strike
39.00
IV
34.4%
B/E move
4.0%

55Δ

Calls
Pseudo strike
38.58
IV
38.7%
B/E move
4.9%
Puts
Pseudo strike
39.54
IV
34.4%
B/E move
3.1%

60Δ

Calls
Pseudo strike
38.01
IV
38.2%
B/E move
4.3%
Puts
Pseudo strike
40.17
IV
35.3%
B/E move
2.3%

65Δ

Calls
Pseudo strike
37.45
IV
37.7%
B/E move
3.6%
Puts
Pseudo strike
41.48
IV
41.7%
B/E move
2.1%

70Δ

Calls
Pseudo strike
36.88
IV
37.2%
B/E move
3.0%
Puts
Pseudo strike
42.78
IV
48.1%
B/E move
1.9%

75Δ

Calls
Pseudo strike
36.31
IV
36.7%
B/E move
2.4%
Puts
Pseudo strike
44.08
IV
54.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
35.74
IV
36.2%
B/E move
1.8%
Puts
Pseudo strike
45.39
IV
57.9%
B/E move
1.4%

Options history

No recorded observations