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Scholastic Corporation Common Stock SCHL

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Market datapartial · fetched 2026-10-22T22:36:22.971Z

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 · 2026-10-22T20:00:09.981264481Z

FundamentalsAlpha Vantage · unavailable

Share price$39.01
1D+0.6%
AH$38.70$38.89$39.07$39.26$39.445:30 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$0.96$2.59$4.22$5.85$7.47$26.34$32.06$37.77$43.48$49.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCHL spot · $39.01SCHL PRICE$1.14$1.23$1.29$1.25$1.28$1.49$1.70$1.91$2.12$2.33$2.80$3.28$1.21$1.34$1.26$1.23$1.54$1.86$2.17$2.52$3.13$3.73$4.34$5.48$7.01
PutsCheap0.56×
CallsCheap0.58×
SkewBearish+10.96 pp
Implied moveBearish±$3.67
TiltBearish25.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.7488.0%19.2%
25Δ46.8378.6%23.0%34.7573.6%14.3%
30Δ43.9365.1%15.8%36.2857.5%10.2%
35Δ42.1655.0%11.4%37.6043.8%6.8%
40Δ40.9044.3%8.1%38.2244.1%6.0%
45Δ39.8736.3%5.5%38.8444.3%5.2%
50Δ39.3935.4%4.8%39.4644.6%4.4%
55Δ38.9234.4%4.1%40.1045.0%3.7%
60Δ38.4433.5%3.4%40.9046.5%3.2%
65Δ37.9732.6%2.8%41.7148.0%2.6%
70Δ37.4931.7%2.1%42.5249.5%2.1%
75Δ36.8831.5%1.7%43.8352.4%1.7%
80Δ36.2831.4%1.4%45.5157.3%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.74
IV
88.0%
B/E move
19.2%

25Δ

Calls
Pseudo strike
46.83
IV
78.6%
B/E move
23.0%
Puts
Pseudo strike
34.75
IV
73.6%
B/E move
14.3%

30Δ

Calls
Pseudo strike
43.93
IV
65.1%
B/E move
15.8%
Puts
Pseudo strike
36.28
IV
57.5%
B/E move
10.2%

35Δ

Calls
Pseudo strike
42.16
IV
55.0%
B/E move
11.4%
Puts
Pseudo strike
37.60
IV
43.8%
B/E move
6.8%

40Δ

Calls
Pseudo strike
40.90
IV
44.3%
B/E move
8.1%
Puts
Pseudo strike
38.22
IV
44.1%
B/E move
6.0%

45Δ

Calls
Pseudo strike
39.87
IV
36.3%
B/E move
5.5%
Puts
Pseudo strike
38.84
IV
44.3%
B/E move
5.2%

50Δ

Calls
Pseudo strike
39.39
IV
35.4%
B/E move
4.8%
Puts
Pseudo strike
39.46
IV
44.6%
B/E move
4.4%

55Δ

Calls
Pseudo strike
38.92
IV
34.4%
B/E move
4.1%
Puts
Pseudo strike
40.10
IV
45.0%
B/E move
3.7%

60Δ

Calls
Pseudo strike
38.44
IV
33.5%
B/E move
3.4%
Puts
Pseudo strike
40.90
IV
46.5%
B/E move
3.2%

65Δ

Calls
Pseudo strike
37.97
IV
32.6%
B/E move
2.8%
Puts
Pseudo strike
41.71
IV
48.0%
B/E move
2.6%

70Δ

Calls
Pseudo strike
37.49
IV
31.7%
B/E move
2.1%
Puts
Pseudo strike
42.52
IV
49.5%
B/E move
2.1%

75Δ

Calls
Pseudo strike
36.88
IV
31.5%
B/E move
1.7%
Puts
Pseudo strike
43.83
IV
52.4%
B/E move
1.7%

80Δ

Calls
Pseudo strike
36.28
IV
31.4%
B/E move
1.4%
Puts
Pseudo strike
45.51
IV
57.3%
B/E move
1.3%

Options history

No recorded observations