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Grand Canyon Education, Inc. Common Stock LOPE

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Market datapartial · fetched 2026-10-22T21:10:09.889Z

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 · 2026-10-22T20:00:00.495623611Z

FundamentalsAlpha Vantage · unavailable

Share price$165.46
1D+2.9%
AH$160$162$163$165$1665:30 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$1.37$6.06$10.75$15.44$20.14$139.68$151.97$164.27$176.56$188.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LOPE spot · $165.46LOPE PRICE$1.88$2.51$3.24$4.02$4.91$5.87$6.98$8.14$9.55$11.00$12.90$14.98$17.54$2.35$3.09$3.91$4.75$5.76$6.76$7.94$9.14$10.59$12.14$14.02$16.08$18.78
PutsExpensive1.79×
CallsExpensive1.40×
SkewBullish-0.28 pp
Implied moveBearish±$14.92
TiltBearish5.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ182.6137.6%11.5%151.0942.4%10.1%
25Δ179.4137.8%9.9%154.3241.8%8.6%
30Δ176.7238.2%8.8%157.1441.2%7.4%
35Δ174.1338.6%7.7%159.8540.6%6.3%
40Δ171.7339.0%6.8%162.2740.2%5.4%
45Δ169.3439.4%5.9%164.6839.8%4.6%
50Δ167.0239.8%5.2%167.0039.4%3.9%
55Δ164.6740.3%4.4%169.3139.0%3.2%
60Δ162.2440.7%3.8%171.7038.7%2.6%
65Δ159.7841.1%3.2%174.1338.5%2.1%
70Δ157.0241.8%2.7%176.7838.4%1.6%
75Δ154.1142.6%2.2%179.5738.2%1.2%
80Δ150.8043.4%1.7%182.9138.2%0.8%

20Δ

Calls
Pseudo strike
182.61
IV
37.6%
B/E move
11.5%
Puts
Pseudo strike
151.09
IV
42.4%
B/E move
10.1%

25Δ

Calls
Pseudo strike
179.41
IV
37.8%
B/E move
9.9%
Puts
Pseudo strike
154.32
IV
41.8%
B/E move
8.6%

30Δ

Calls
Pseudo strike
176.72
IV
38.2%
B/E move
8.8%
Puts
Pseudo strike
157.14
IV
41.2%
B/E move
7.4%

35Δ

Calls
Pseudo strike
174.13
IV
38.6%
B/E move
7.7%
Puts
Pseudo strike
159.85
IV
40.6%
B/E move
6.3%

40Δ

Calls
Pseudo strike
171.73
IV
39.0%
B/E move
6.8%
Puts
Pseudo strike
162.27
IV
40.2%
B/E move
5.4%

45Δ

Calls
Pseudo strike
169.34
IV
39.4%
B/E move
5.9%
Puts
Pseudo strike
164.68
IV
39.8%
B/E move
4.6%

50Δ

Calls
Pseudo strike
167.02
IV
39.8%
B/E move
5.2%
Puts
Pseudo strike
167.00
IV
39.4%
B/E move
3.9%

55Δ

Calls
Pseudo strike
164.67
IV
40.3%
B/E move
4.4%
Puts
Pseudo strike
169.31
IV
39.0%
B/E move
3.2%

60Δ

Calls
Pseudo strike
162.24
IV
40.7%
B/E move
3.8%
Puts
Pseudo strike
171.70
IV
38.7%
B/E move
2.6%

65Δ

Calls
Pseudo strike
159.78
IV
41.1%
B/E move
3.2%
Puts
Pseudo strike
174.13
IV
38.5%
B/E move
2.1%

70Δ

Calls
Pseudo strike
157.02
IV
41.8%
B/E move
2.7%
Puts
Pseudo strike
176.78
IV
38.4%
B/E move
1.6%

75Δ

Calls
Pseudo strike
154.11
IV
42.6%
B/E move
2.2%
Puts
Pseudo strike
179.57
IV
38.2%
B/E move
1.2%

80Δ

Calls
Pseudo strike
150.80
IV
43.4%
B/E move
1.7%
Puts
Pseudo strike
182.91
IV
38.2%
B/E move
0.8%

Options history

No recorded observations