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Grand Canyon Education, Inc. Common Stock LOPE

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Market dataready · fetched 2026-11-12T01:10:11.819Z

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 · 2026-11-11T21:00:05.152769905Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:10:11.459505+00:00

Share price$117.75
1D+0.3%
AH$116.02$116.59$117.16$117.73$118.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLOPE
Sold putSold callAH

Grand Canyon Education, Inc. Common Stock options

Live interpolated LOPE call and put midpoint premiums by absolute delta.Grand Canyon Education, Inc. Common Stock$0.58$2.40$4.23$6.06$7.88$92.61$109.28$125.95$142.62$159.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LOPE spot · $117.75LOPE PRICE$0.78$1.05$1.33$1.60$1.93$2.45$2.98$3.50$4.02$4.55$5.43$6.39$7.35$0.91$1.19$1.48$1.80$2.21$2.63$3.04$3.45$3.86$4.57$5.36$6.14$6.93
PutsCheap0.37×
CallsCheap0.68×
SkewBullish-0.84 pp
Implied moveBalanced±$6.02
TiltBalanced0.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ124.1236.6%6.1%111.5341.3%6.1%
25Δ123.0336.7%5.4%112.8240.7%5.2%
30Δ121.9536.9%4.7%114.1140.0%4.4%
35Δ120.8737.0%4.0%115.2839.4%3.6%
40Δ119.8137.3%3.4%116.1838.9%3.2%
45Δ118.8938.0%3.0%117.0938.5%2.8%
50Δ117.9638.8%2.7%118.0038.0%2.4%
55Δ117.0339.6%2.4%118.9037.5%2.0%
60Δ116.1140.3%2.0%119.8137.1%1.5%
65Δ115.1841.1%1.7%120.8436.8%1.3%
70Δ113.9841.5%1.4%121.9036.5%1.0%
75Δ112.7141.9%1.1%122.9736.3%0.8%
80Δ111.4442.2%0.9%124.0336.0%0.6%

20Δ

Calls
Pseudo strike
124.12
IV
36.6%
B/E move
6.1%
Puts
Pseudo strike
111.53
IV
41.3%
B/E move
6.1%

25Δ

Calls
Pseudo strike
123.03
IV
36.7%
B/E move
5.4%
Puts
Pseudo strike
112.82
IV
40.7%
B/E move
5.2%

30Δ

Calls
Pseudo strike
121.95
IV
36.9%
B/E move
4.7%
Puts
Pseudo strike
114.11
IV
40.0%
B/E move
4.4%

35Δ

Calls
Pseudo strike
120.87
IV
37.0%
B/E move
4.0%
Puts
Pseudo strike
115.28
IV
39.4%
B/E move
3.6%

40Δ

Calls
Pseudo strike
119.81
IV
37.3%
B/E move
3.4%
Puts
Pseudo strike
116.18
IV
38.9%
B/E move
3.2%

45Δ

Calls
Pseudo strike
118.89
IV
38.0%
B/E move
3.0%
Puts
Pseudo strike
117.09
IV
38.5%
B/E move
2.8%

50Δ

Calls
Pseudo strike
117.96
IV
38.8%
B/E move
2.7%
Puts
Pseudo strike
118.00
IV
38.0%
B/E move
2.4%

55Δ

Calls
Pseudo strike
117.03
IV
39.6%
B/E move
2.4%
Puts
Pseudo strike
118.90
IV
37.5%
B/E move
2.0%

60Δ

Calls
Pseudo strike
116.11
IV
40.3%
B/E move
2.0%
Puts
Pseudo strike
119.81
IV
37.1%
B/E move
1.5%

65Δ

Calls
Pseudo strike
115.18
IV
41.1%
B/E move
1.7%
Puts
Pseudo strike
120.84
IV
36.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
113.98
IV
41.5%
B/E move
1.4%
Puts
Pseudo strike
121.90
IV
36.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
112.71
IV
41.9%
B/E move
1.1%
Puts
Pseudo strike
122.97
IV
36.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
111.44
IV
42.2%
B/E move
0.9%
Puts
Pseudo strike
124.03
IV
36.0%
B/E move
0.6%

Options history

IV · four-Friday blend38.24%
Daily EOD
LOPE34.3%36.4%38.5%2026-10-19: 34.62%2026-10-20: 34.86%2026-10-21: 34.84%2026-10-22: 35.38%2026-10-23: 35.75%2026-10-26: 36.29%2026-10-27: 36.70%2026-10-28: 36.87%2026-10-29: 36.97%2026-10-30: 38.24%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.62%
34.86%
34.84%
35.38%
35.75%
36.29%
36.70%
36.87%
36.97%
38.24%