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New York Times Co. NYT

COMMUNICATION SERVICES · PUBLISHING
i

Market dataready · fetched 2026-11-13T02:21:13.578Z

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 · 2026-11-13T00:00:00.002696038Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:21:13.186445+00:00

Share price$71.46
1D-2.1%
AH$71.32$71.77$72.22$72.67$73.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNYT
Sold putSold callAH

New York Times Co. options

Live interpolated NYT call and put midpoint premiums by absolute delta.New York Times Co.$0.48$1.48$2.47$3.47$4.46$63.66$67.17$70.68$74.19$77.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive NYT spot · $71.46NYT PRICE$0.65$0.84$1.02$1.21$1.51$1.89$2.28$2.67$3.11$3.64$4.18$0.59$0.79$0.99$1.18$1.38$1.58$1.78
Puts——
Calls——
Skew——
Implied moveBullish±$3.27
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ74.7541.7%5.5%
30Δ74.1041.5%4.9%70.0328.4%2.8%
35Δ73.4541.3%4.2%70.4228.6%2.6%
40Δ72.8041.2%3.6%70.8228.9%2.3%
45Δ72.1842.1%3.1%71.2229.2%2.0%
50Δ71.5744.1%2.8%71.6129.5%1.7%
55Δ70.9746.0%2.5%72.0129.7%1.4%
60Δ70.3647.9%2.2%72.4130.0%1.2%
65Δ69.7049.2%1.9%
70Δ68.9449.4%1.6%
75Δ68.1849.6%1.2%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
74.75
IV
41.7%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
74.10
IV
41.5%
B/E move
4.9%
Puts
Pseudo strike
70.03
IV
28.4%
B/E move
2.8%

35Δ

Calls
Pseudo strike
73.45
IV
41.3%
B/E move
4.2%
Puts
Pseudo strike
70.42
IV
28.6%
B/E move
2.6%

40Δ

Calls
Pseudo strike
72.80
IV
41.2%
B/E move
3.6%
Puts
Pseudo strike
70.82
IV
28.9%
B/E move
2.3%

45Δ

Calls
Pseudo strike
72.18
IV
42.1%
B/E move
3.1%
Puts
Pseudo strike
71.22
IV
29.2%
B/E move
2.0%

50Δ

Calls
Pseudo strike
71.57
IV
44.1%
B/E move
2.8%
Puts
Pseudo strike
71.61
IV
29.5%
B/E move
1.7%

55Δ

Calls
Pseudo strike
70.97
IV
46.0%
B/E move
2.5%
Puts
Pseudo strike
72.01
IV
29.7%
B/E move
1.4%

60Δ

Calls
Pseudo strike
70.36
IV
47.9%
B/E move
2.2%
Puts
Pseudo strike
72.41
IV
30.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
69.70
IV
49.2%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
68.94
IV
49.4%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
68.18
IV
49.6%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend40.43%
Daily EOD
NYT36.9%38.9%40.9%2026-10-19: 38.78%2026-10-20: 37.15%2026-10-21: 39.39%2026-10-22: 38.15%2026-10-23: 39.68%2026-10-26: 39.38%2026-10-27: 39.55%2026-10-28: 40.59%2026-10-29: 39.54%2026-10-30: 40.43%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.78%
37.15%
39.39%
38.15%
39.68%
39.38%
39.55%
40.59%
39.54%
40.43%