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QUAD/GRAPHICS, INC. QUAD

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Market datapartial · fetched 2026-10-23T03:52:36.288Z

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 · 2026-10-22T23:00:00.003973987Z

FundamentalsAlpha Vantage · unavailable

Share price$9.74
1D+3.1%
AH$9.34$9.45$9.56$9.66$9.775:30 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.$0.10$2.26$4.41$6.56$8.72$6.05$7.62$9.20$10.78$12.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QUAD spot · $9.74QUAD PRICE$0.33$0.36$0.40$0.43$0.46$0.49$0.60$0.77$0.94$1.12$1.29$1.46$1.63$0.43$0.53$0.63$0.73$0.83$0.94$1.08$1.57$2.05$2.54$3.02$5.60$8.10
PutsExpensive1.64×
CallsExpensive1.16×
SkewBearish+39.53 pp
Implied moveBearish±$1.68
TiltBearish46.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.74135.2%54.7%7.70120.2%25.3%
25Δ13.86120.4%46.1%8.09113.7%22.3%
30Δ12.99105.6%37.4%8.48107.2%19.4%
35Δ12.1190.8%28.8%8.87100.7%16.4%
40Δ11.2475.9%20.1%9.2794.2%13.4%
45Δ10.3761.1%11.4%9.6687.7%10.5%
50Δ9.8654.4%7.4%10.0782.9%7.8%
55Δ9.6153.7%6.6%10.6290.8%7.0%
60Δ9.3752.9%5.9%11.1898.7%6.3%
65Δ9.1252.1%5.1%11.74106.6%5.5%
70Δ8.8751.3%4.3%12.29114.4%4.8%
75Δ8.6350.6%3.6%14.85164.0%5.0%
80Δ8.3849.8%2.8%17.44186.9%4.0%

20Δ

Calls
Pseudo strike
14.74
IV
135.2%
B/E move
54.7%
Puts
Pseudo strike
7.70
IV
120.2%
B/E move
25.3%

25Δ

Calls
Pseudo strike
13.86
IV
120.4%
B/E move
46.1%
Puts
Pseudo strike
8.09
IV
113.7%
B/E move
22.3%

30Δ

Calls
Pseudo strike
12.99
IV
105.6%
B/E move
37.4%
Puts
Pseudo strike
8.48
IV
107.2%
B/E move
19.4%

35Δ

Calls
Pseudo strike
12.11
IV
90.8%
B/E move
28.8%
Puts
Pseudo strike
8.87
IV
100.7%
B/E move
16.4%

40Δ

Calls
Pseudo strike
11.24
IV
75.9%
B/E move
20.1%
Puts
Pseudo strike
9.27
IV
94.2%
B/E move
13.4%

45Δ

Calls
Pseudo strike
10.37
IV
61.1%
B/E move
11.4%
Puts
Pseudo strike
9.66
IV
87.7%
B/E move
10.5%

50Δ

Calls
Pseudo strike
9.86
IV
54.4%
B/E move
7.4%
Puts
Pseudo strike
10.07
IV
82.9%
B/E move
7.8%

55Δ

Calls
Pseudo strike
9.61
IV
53.7%
B/E move
6.6%
Puts
Pseudo strike
10.62
IV
90.8%
B/E move
7.0%

60Δ

Calls
Pseudo strike
9.37
IV
52.9%
B/E move
5.9%
Puts
Pseudo strike
11.18
IV
98.7%
B/E move
6.3%

65Δ

Calls
Pseudo strike
9.12
IV
52.1%
B/E move
5.1%
Puts
Pseudo strike
11.74
IV
106.6%
B/E move
5.5%

70Δ

Calls
Pseudo strike
8.87
IV
51.3%
B/E move
4.3%
Puts
Pseudo strike
12.29
IV
114.4%
B/E move
4.8%

75Δ

Calls
Pseudo strike
8.63
IV
50.6%
B/E move
3.6%
Puts
Pseudo strike
14.85
IV
164.0%
B/E move
5.0%

80Δ

Calls
Pseudo strike
8.38
IV
49.8%
B/E move
2.8%
Puts
Pseudo strike
17.44
IV
186.9%
B/E move
4.0%

Options history

No recorded observations