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Saia, Inc. Common Stock SAIA

INDUSTRIALS · TRUCKING
i

Market dataready · fetched 2026-11-12T02:11:11.169Z

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 · 2026-11-11T21:00:01.821344685Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:11:10.625796+00:00

Share price$339.57
1D-0.6%
AH$335$337$338$340$3425:30 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$1.86$8.33$14.80$21.27$27.74$306.79$323.20$339.61$356.01$372.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SAIA spot · $339.57SAIA PRICE$2.56$3.39$4.26$5.19$6.44$7.70$8.95$10.55$12.26$13.97$16.01$18.51$21.02$2.92$3.83$4.75$5.87$7.17$8.47$9.95$12.01$14.08$16.25$19.04$21.84$25.87
PutsCheap0.91×
CallsCheap0.86×
SkewBearish+2.10 pp
Implied moveBearish±$18.90
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ361.5244.4%7.2%320.1847.2%6.6%
25Δ357.1443.6%6.2%324.1746.1%5.7%
30Δ353.2843.0%5.3%328.1644.9%4.8%
35Δ349.5642.6%4.5%331.6344.3%4.1%
40Δ346.6142.9%4.0%334.6744.3%3.6%
45Δ343.6643.3%3.5%337.7044.2%3.0%
50Δ340.7043.6%3.0%340.7844.3%2.6%
55Δ337.7243.7%2.6%344.0145.0%2.2%
60Δ334.7243.8%2.2%347.2345.7%1.9%
65Δ331.7343.8%1.8%350.5446.3%1.6%
70Δ328.5343.7%1.5%354.3546.3%1.3%
75Δ325.0543.4%1.2%358.1546.4%1.0%
80Δ321.5743.2%0.9%363.0747.1%0.7%

20Δ

Calls
Pseudo strike
361.52
IV
44.4%
B/E move
7.2%
Puts
Pseudo strike
320.18
IV
47.2%
B/E move
6.6%

25Δ

Calls
Pseudo strike
357.14
IV
43.6%
B/E move
6.2%
Puts
Pseudo strike
324.17
IV
46.1%
B/E move
5.7%

30Δ

Calls
Pseudo strike
353.28
IV
43.0%
B/E move
5.3%
Puts
Pseudo strike
328.16
IV
44.9%
B/E move
4.8%

35Δ

Calls
Pseudo strike
349.56
IV
42.6%
B/E move
4.5%
Puts
Pseudo strike
331.63
IV
44.3%
B/E move
4.1%

40Δ

Calls
Pseudo strike
346.61
IV
42.9%
B/E move
4.0%
Puts
Pseudo strike
334.67
IV
44.3%
B/E move
3.6%

45Δ

Calls
Pseudo strike
343.66
IV
43.3%
B/E move
3.5%
Puts
Pseudo strike
337.70
IV
44.2%
B/E move
3.0%

50Δ

Calls
Pseudo strike
340.70
IV
43.6%
B/E move
3.0%
Puts
Pseudo strike
340.78
IV
44.3%
B/E move
2.6%

55Δ

Calls
Pseudo strike
337.72
IV
43.7%
B/E move
2.6%
Puts
Pseudo strike
344.01
IV
45.0%
B/E move
2.2%

60Δ

Calls
Pseudo strike
334.72
IV
43.8%
B/E move
2.2%
Puts
Pseudo strike
347.23
IV
45.7%
B/E move
1.9%

65Δ

Calls
Pseudo strike
331.73
IV
43.8%
B/E move
1.8%
Puts
Pseudo strike
350.54
IV
46.3%
B/E move
1.6%

70Δ

Calls
Pseudo strike
328.53
IV
43.7%
B/E move
1.5%
Puts
Pseudo strike
354.35
IV
46.3%
B/E move
1.3%

75Δ

Calls
Pseudo strike
325.05
IV
43.4%
B/E move
1.2%
Puts
Pseudo strike
358.15
IV
46.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
321.57
IV
43.2%
B/E move
0.9%
Puts
Pseudo strike
363.07
IV
47.1%
B/E move
0.7%

Options history

IV · four-Friday blend44.72%
Daily EOD
SAIA44.1%48.6%53.2%2026-10-19: 50.50%2026-10-20: 50.77%2026-10-21: 50.92%2026-10-22: 51.44%2026-10-23: 52.23%2026-10-26: 52.58%2026-10-27: 51.91%2026-10-28: 52.21%2026-10-29: 45.08%2026-10-30: 44.72%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
50.50%
50.77%
50.92%
51.44%
52.23%
52.58%
51.91%
52.21%
45.08%
44.72%