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Scholastic Corporation Common Stock SCHL

COMMUNICATION SERVICES · PUBLISHING
i

Market dataready · fetched 2026-11-12T06:54:14.770Z

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 · 2026-11-11T21:00:00.513294759Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-12T06:54:14.439891+00:00

Share price$38.02
1D+2.6%
AH$36.61$37.04$37.46$37.88$38.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCHL
Sold putSold callAH

Scholastic Corporation Common Stock options

Live interpolated SCHL call and put midpoint premiums by absolute delta.Scholastic Corporation Common Stock$0.59$1.67$2.75$3.83$4.91$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESCHL PRICE$1.07$1.10$1.19$2.06$1.16$1.45$1.71$0.70$1.09$1.48$1.87$2.27$2.66$3.25$3.92$4.60
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.24149.8%18.2%
25Δ44.86137.0%20.8%33.41148.7%15.9%
30Δ42.17108.4%13.8%34.81137.8%12.9%
35Δ40.8295.1%10.5%
40Δ37.7236.7%2.6%
45Δ38.1543.0%2.5%
50Δ38.5849.4%2.4%
55Δ39.0155.7%2.3%
60Δ39.4462.1%2.2%
65Δ39.8768.4%2.1%
70Δ40.5771.9%1.8%
75Δ41.3874.2%1.5%
80Δ36.1027.5%0.4%42.2076.4%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.24
IV
149.8%
B/E move
18.2%

25Δ

Calls
Pseudo strike
44.86
IV
137.0%
B/E move
20.8%
Puts
Pseudo strike
33.41
IV
148.7%
B/E move
15.9%

30Δ

Calls
Pseudo strike
42.17
IV
108.4%
B/E move
13.8%
Puts
Pseudo strike
34.81
IV
137.8%
B/E move
12.9%

35Δ

Calls
Pseudo strike
40.82
IV
95.1%
B/E move
10.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.72
IV
36.7%
B/E move
2.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.15
IV
43.0%
B/E move
2.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.58
IV
49.4%
B/E move
2.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.01
IV
55.7%
B/E move
2.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.44
IV
62.1%
B/E move
2.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.87
IV
68.4%
B/E move
2.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.57
IV
71.9%
B/E move
1.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.38
IV
74.2%
B/E move
1.5%

80Δ

Calls
Pseudo strike
36.10
IV
27.5%
B/E move
0.4%
Puts
Pseudo strike
42.20
IV
76.4%
B/E move
1.1%

Options history

IV · four-Friday blend46.53%
Daily EOD
SCHL43.3%45.4%47.6%2026-10-19: 44.88%2026-10-20: 43.57%2026-10-21: 44.98%2026-10-22: 45.29%2026-10-23: 46.67%2026-10-26: 45.86%2026-10-27: 46.90%2026-10-28: 47.29%2026-10-29: 46.81%2026-10-30: 46.53%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
44.88%
43.57%
44.98%
45.29%
46.67%
45.86%
46.90%
47.29%
46.81%
46.53%