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Saia Inc SAIA

INDUSTRIALS · TRUCKING
i

Market dataready · fetched 2026-10-24T04:22:32.255Z

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 · 2026-10-23T20:00:06.801315031Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:22:30.757072+00:00

Share price$332.14
1D-1.0%
AH$327$329$332$334$3365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSAIA
Sold putSold callAH

Saia Inc options

Live interpolated SAIA call and put midpoint premiums by absolute delta.Saia Inc$4.14$18.80$33.47$48.14$62.81$264.54$298.65$332.77$366.88$400.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SAIA spot · $332.14SAIA PRICE$5.72$7.53$9.50$11.84$14.25$16.66$19.59$23.38$27.21$31.17$35.31$40.13$45.82$6.53$8.89$11.23$14.29$17.21$20.14$24.42$28.20$32.00$37.07$42.99$49.94$58.58
PutsExpensive1.40×
CallsExpensive1.42×
SkewBullish-1.37 pp
Implied moveBearish±$44.02
TiltBearish9.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ388.6261.2%18.7%294.6459.1%13.3%
25Δ377.4560.5%15.9%302.1360.4%11.7%
30Δ367.6659.8%13.6%309.9459.8%10.1%
35Δ359.8860.7%11.9%316.8460.8%8.9%
40Δ352.1060.5%10.3%323.7760.5%7.7%
45Δ344.5859.6%8.8%330.7359.3%6.5%
50Δ337.4459.7%7.5%337.7460.6%5.7%
55Δ330.7561.8%6.6%344.5259.9%4.8%
60Δ323.6862.3%5.6%351.3358.6%3.9%
65Δ316.5562.2%4.7%358.7858.6%3.1%
70Δ309.3661.7%3.8%366.8858.6%2.5%
75Δ301.9061.0%3.0%375.8458.6%1.9%
80Δ293.8360.5%2.3%386.3158.9%1.3%

20Δ

Calls
Pseudo strike
388.62
IV
61.2%
B/E move
18.7%
Puts
Pseudo strike
294.64
IV
59.1%
B/E move
13.3%

25Δ

Calls
Pseudo strike
377.45
IV
60.5%
B/E move
15.9%
Puts
Pseudo strike
302.13
IV
60.4%
B/E move
11.7%

30Δ

Calls
Pseudo strike
367.66
IV
59.8%
B/E move
13.6%
Puts
Pseudo strike
309.94
IV
59.8%
B/E move
10.1%

35Δ

Calls
Pseudo strike
359.88
IV
60.7%
B/E move
11.9%
Puts
Pseudo strike
316.84
IV
60.8%
B/E move
8.9%

40Δ

Calls
Pseudo strike
352.10
IV
60.5%
B/E move
10.3%
Puts
Pseudo strike
323.77
IV
60.5%
B/E move
7.7%

45Δ

Calls
Pseudo strike
344.58
IV
59.6%
B/E move
8.8%
Puts
Pseudo strike
330.73
IV
59.3%
B/E move
6.5%

50Δ

Calls
Pseudo strike
337.44
IV
59.7%
B/E move
7.5%
Puts
Pseudo strike
337.74
IV
60.6%
B/E move
5.7%

55Δ

Calls
Pseudo strike
330.75
IV
61.8%
B/E move
6.6%
Puts
Pseudo strike
344.52
IV
59.9%
B/E move
4.8%

60Δ

Calls
Pseudo strike
323.68
IV
62.3%
B/E move
5.6%
Puts
Pseudo strike
351.33
IV
58.6%
B/E move
3.9%

65Δ

Calls
Pseudo strike
316.55
IV
62.2%
B/E move
4.7%
Puts
Pseudo strike
358.78
IV
58.6%
B/E move
3.1%

70Δ

Calls
Pseudo strike
309.36
IV
61.7%
B/E move
3.8%
Puts
Pseudo strike
366.88
IV
58.6%
B/E move
2.5%

75Δ

Calls
Pseudo strike
301.90
IV
61.0%
B/E move
3.0%
Puts
Pseudo strike
375.84
IV
58.6%
B/E move
1.9%

80Δ

Calls
Pseudo strike
293.83
IV
60.5%
B/E move
2.3%
Puts
Pseudo strike
386.31
IV
58.9%
B/E move
1.3%

Options history

No recorded observations