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QUAD/GRAPHICS, INC. QUAD

INDUSTRIALS · SPECIALTY BUSINESS SERVICES
i

Market dataready · fetched 2026-11-13T02:54:07.585Z

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 · 2026-11-13T00:00:00.0038891Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:54:06.484956+00:00

Share price$7.54
1D-0.7%
AH$7.49$7.53$7.56$7.60$7.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQUAD
Sold putSold callAH

QUAD/GRAPHICS, INC. options

Live interpolated QUAD call and put midpoint premiums by absolute delta.QUAD/GRAPHICS, INC.$0.36$0.94$1.52$2.09$2.67$1.88$3.84$5.80$7.76$9.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive QUAD spot · $7.54QUAD PRICE$0.42$0.47$0.49$0.51$0.53$0.55$0.57$0.83$1.09$1.34$1.60$1.86$0.91$1.05$1.18$1.31$1.44$1.58$1.71$1.84$1.97$2.11$2.24$2.37$2.51
PutsExpensive4.65×
Calls——
Skew——
Implied moveBearish±$2.26
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.83689.2%61.3%
25Δ11.76323.9%61.5%4.31648.7%56.6%
30Δ10.12274.6%40.4%4.80608.3%52.0%
35Δ9.53243.9%32.9%5.29567.8%47.3%
40Δ9.02214.5%26.5%5.77527.4%42.6%
45Δ8.52185.1%20.0%6.26486.9%37.9%
50Δ8.01155.7%13.6%6.74446.5%33.3%
55Δ7.50126.4%7.1%7.23406.0%28.6%
60Δ7.18134.8%6.3%7.71365.5%23.9%
65Δ6.87143.3%5.5%8.20325.1%19.2%
70Δ6.55151.8%4.7%8.68284.6%14.6%
75Δ6.24160.3%3.9%9.17244.2%9.9%
80Δ5.92168.8%3.1%9.65203.7%5.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.83
IV
689.2%
B/E move
61.3%

25Δ

Calls
Pseudo strike
11.76
IV
323.9%
B/E move
61.5%
Puts
Pseudo strike
4.31
IV
648.7%
B/E move
56.6%

30Δ

Calls
Pseudo strike
10.12
IV
274.6%
B/E move
40.4%
Puts
Pseudo strike
4.80
IV
608.3%
B/E move
52.0%

35Δ

Calls
Pseudo strike
9.53
IV
243.9%
B/E move
32.9%
Puts
Pseudo strike
5.29
IV
567.8%
B/E move
47.3%

40Δ

Calls
Pseudo strike
9.02
IV
214.5%
B/E move
26.5%
Puts
Pseudo strike
5.77
IV
527.4%
B/E move
42.6%

45Δ

Calls
Pseudo strike
8.52
IV
185.1%
B/E move
20.0%
Puts
Pseudo strike
6.26
IV
486.9%
B/E move
37.9%

50Δ

Calls
Pseudo strike
8.01
IV
155.7%
B/E move
13.6%
Puts
Pseudo strike
6.74
IV
446.5%
B/E move
33.3%

55Δ

Calls
Pseudo strike
7.50
IV
126.4%
B/E move
7.1%
Puts
Pseudo strike
7.23
IV
406.0%
B/E move
28.6%

60Δ

Calls
Pseudo strike
7.18
IV
134.8%
B/E move
6.3%
Puts
Pseudo strike
7.71
IV
365.5%
B/E move
23.9%

65Δ

Calls
Pseudo strike
6.87
IV
143.3%
B/E move
5.5%
Puts
Pseudo strike
8.20
IV
325.1%
B/E move
19.2%

70Δ

Calls
Pseudo strike
6.55
IV
151.8%
B/E move
4.7%
Puts
Pseudo strike
8.68
IV
284.6%
B/E move
14.6%

75Δ

Calls
Pseudo strike
6.24
IV
160.3%
B/E move
3.9%
Puts
Pseudo strike
9.17
IV
244.2%
B/E move
9.9%

80Δ

Calls
Pseudo strike
5.92
IV
168.8%
B/E move
3.1%
Puts
Pseudo strike
9.65
IV
203.7%
B/E move
5.2%

Options history

IV · four-Friday blend65.00%
Daily EOD
QUAD54.0%75.6%97.2%2026-10-21: 56.97%2026-10-23: 58.22%2026-10-26: 60.79%2026-10-29: 94.26%2026-10-30: 65.00%Oct 21Oct 26Oct 30
5 observations2026-10-21 — 2026-10-30
Table
DateIV (%)
56.97%
58.22%
60.79%
94.26%
65.00%