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Saia, Inc. Common Stock SAIA

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Market datapartial · fetched 2026-10-22T21:04:03.364Z

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 · 2026-10-22T20:00:02.219748791Z

FundamentalsAlpha Vantage · unavailable

Share price$344.50
1D+2.1%
AH$336$339$342$345$3485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSAIA
Sold putSold callAH

Saia, Inc. Common Stock options

Live interpolated SAIA call and put midpoint premiums by absolute delta.Saia, Inc. Common Stock$3.93$20.55$37.16$53.77$70.39$272.46$307.75$343.05$378.35$413.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SAIA spot · $344.50SAIA PRICE$5.73$7.71$9.81$11.81$14.37$17.23$20.31$22.80$26.64$31.52$36.00$40.73$47.14$7.13$9.51$12.35$15.79$19.15$22.55$26.07$30.10$34.66$39.59$45.31$56.70$65.60
PutsExpensive1.50×
CallsExpensive1.36×
SkewBearish+2.98 pp
Implied moveBearish±$46.39
TiltBearish13.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ400.6156.8%18.0%303.6460.4%13.9%
25Δ390.7057.6%15.6%312.8059.8%12.0%
30Δ381.3157.5%13.5%320.5560.8%10.5%
35Δ372.0556.1%11.4%328.0162.2%9.4%
40Δ364.4256.5%10.0%335.6462.1%8.1%
45Δ357.2857.2%8.7%343.2061.3%6.9%
50Δ350.2057.9%7.6%350.5960.2%5.8%
55Δ343.1555.7%6.2%357.9159.4%4.8%
60Δ336.0056.2%5.3%365.4158.7%4.0%
65Δ328.7358.5%4.6%373.0458.0%3.2%
70Δ321.3258.3%3.7%381.2357.4%2.5%
75Δ313.8657.4%2.9%394.2761.3%2.0%
80Δ305.1057.8%2.2%405.2060.8%1.4%

20Δ

Calls
Pseudo strike
400.61
IV
56.8%
B/E move
18.0%
Puts
Pseudo strike
303.64
IV
60.4%
B/E move
13.9%

25Δ

Calls
Pseudo strike
390.70
IV
57.6%
B/E move
15.6%
Puts
Pseudo strike
312.80
IV
59.8%
B/E move
12.0%

30Δ

Calls
Pseudo strike
381.31
IV
57.5%
B/E move
13.5%
Puts
Pseudo strike
320.55
IV
60.8%
B/E move
10.5%

35Δ

Calls
Pseudo strike
372.05
IV
56.1%
B/E move
11.4%
Puts
Pseudo strike
328.01
IV
62.2%
B/E move
9.4%

40Δ

Calls
Pseudo strike
364.42
IV
56.5%
B/E move
10.0%
Puts
Pseudo strike
335.64
IV
62.1%
B/E move
8.1%

45Δ

Calls
Pseudo strike
357.28
IV
57.2%
B/E move
8.7%
Puts
Pseudo strike
343.20
IV
61.3%
B/E move
6.9%

50Δ

Calls
Pseudo strike
350.20
IV
57.9%
B/E move
7.6%
Puts
Pseudo strike
350.59
IV
60.2%
B/E move
5.8%

55Δ

Calls
Pseudo strike
343.15
IV
55.7%
B/E move
6.2%
Puts
Pseudo strike
357.91
IV
59.4%
B/E move
4.8%

60Δ

Calls
Pseudo strike
336.00
IV
56.2%
B/E move
5.3%
Puts
Pseudo strike
365.41
IV
58.7%
B/E move
4.0%

65Δ

Calls
Pseudo strike
328.73
IV
58.5%
B/E move
4.6%
Puts
Pseudo strike
373.04
IV
58.0%
B/E move
3.2%

70Δ

Calls
Pseudo strike
321.32
IV
58.3%
B/E move
3.7%
Puts
Pseudo strike
381.23
IV
57.4%
B/E move
2.5%

75Δ

Calls
Pseudo strike
313.86
IV
57.4%
B/E move
2.9%
Puts
Pseudo strike
394.27
IV
61.3%
B/E move
2.0%

80Δ

Calls
Pseudo strike
305.10
IV
57.8%
B/E move
2.2%
Puts
Pseudo strike
405.20
IV
60.8%
B/E move
1.4%

Options history

No recorded observations