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QUAD/GRAPHICS, INC. QUAD

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Market datapartial · fetched 2026-10-23T19:40:55.940Z

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 · 2026-10-23T19:39:56.252087597Z

FundamentalsAlpha Vantage · unavailable

Share price$9.52
1D-2.5%
$9.41$9.56$9.70$9.84$9.995:30 AM6:30 AM9:00 AM1:00 PMQUAD
Sold putSold call

QUAD/GRAPHICS, INC. options

Live interpolated QUAD call and put midpoint premiums by absolute delta.QUAD/GRAPHICS, INC.$0.21$2.22$4.22$6.22$8.22$5.81$7.61$9.42$11.23$13.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QUAD spot · $9.52QUAD PRICE$0.43$0.50$0.50$0.49$0.48$0.58$0.84$1.10$1.36$1.62$1.88$2.14$2.40$0.59$0.60$0.63$0.67$0.70$0.73$0.76$0.80$0.92$1.81$2.70$6.12$7.65
PutsExpensive1.58×
CallsExpensive1.66×
SkewBearish+7.37 pp
Implied moveBullish±$1.61
TiltBearish26.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.49179.7%77.7%7.12180.8%31.4%
25Δ14.77161.7%60.4%7.75137.2%24.9%
30Δ12.20120.5%33.3%8.07125.0%21.8%
35Δ11.3598.2%24.3%8.40112.8%18.7%
40Δ10.5076.0%15.3%8.73100.7%15.7%
45Δ9.8666.2%9.7%9.0588.5%12.6%
50Δ9.5474.2%9.0%9.3876.3%9.5%
55Δ9.2182.3%8.3%9.7164.1%6.4%
60Δ8.8890.3%7.6%10.0955.7%3.6%
65Δ8.5598.3%6.8%10.9779.4%3.8%
70Δ8.22106.3%6.1%11.84103.2%4.0%
75Δ7.89114.4%5.4%15.13179.1%5.4%
80Δ7.56122.4%4.7%16.79183.5%4.0%

20Δ

Calls
Pseudo strike
16.49
IV
179.7%
B/E move
77.7%
Puts
Pseudo strike
7.12
IV
180.8%
B/E move
31.4%

25Δ

Calls
Pseudo strike
14.77
IV
161.7%
B/E move
60.4%
Puts
Pseudo strike
7.75
IV
137.2%
B/E move
24.9%

30Δ

Calls
Pseudo strike
12.20
IV
120.5%
B/E move
33.3%
Puts
Pseudo strike
8.07
IV
125.0%
B/E move
21.8%

35Δ

Calls
Pseudo strike
11.35
IV
98.2%
B/E move
24.3%
Puts
Pseudo strike
8.40
IV
112.8%
B/E move
18.7%

40Δ

Calls
Pseudo strike
10.50
IV
76.0%
B/E move
15.3%
Puts
Pseudo strike
8.73
IV
100.7%
B/E move
15.7%

45Δ

Calls
Pseudo strike
9.86
IV
66.2%
B/E move
9.7%
Puts
Pseudo strike
9.05
IV
88.5%
B/E move
12.6%

50Δ

Calls
Pseudo strike
9.54
IV
74.2%
B/E move
9.0%
Puts
Pseudo strike
9.38
IV
76.3%
B/E move
9.5%

55Δ

Calls
Pseudo strike
9.21
IV
82.3%
B/E move
8.3%
Puts
Pseudo strike
9.71
IV
64.1%
B/E move
6.4%

60Δ

Calls
Pseudo strike
8.88
IV
90.3%
B/E move
7.6%
Puts
Pseudo strike
10.09
IV
55.7%
B/E move
3.6%

65Δ

Calls
Pseudo strike
8.55
IV
98.3%
B/E move
6.8%
Puts
Pseudo strike
10.97
IV
79.4%
B/E move
3.8%

70Δ

Calls
Pseudo strike
8.22
IV
106.3%
B/E move
6.1%
Puts
Pseudo strike
11.84
IV
103.2%
B/E move
4.0%

75Δ

Calls
Pseudo strike
7.89
IV
114.4%
B/E move
5.4%
Puts
Pseudo strike
15.13
IV
179.1%
B/E move
5.4%

80Δ

Calls
Pseudo strike
7.56
IV
122.4%
B/E move
4.7%
Puts
Pseudo strike
16.79
IV
183.5%
B/E move
4.0%

Options history

No recorded observations