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Shenandoah Telecommunications Co Common Stock SHEN

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Market datapartial · fetched 2026-10-22T23:45:29.884Z

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 · 2026-10-22T20:00:01.272388329Z

FundamentalsAlpha Vantage · unavailable

Share price$10.30
1D+4.8%
AH$9.79$9.92$10.06$10.20$10.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSHEN
Sold putSold callAH

Shenandoah Telecommunications Co Common Stock options

Live interpolated SHEN call and put midpoint premiums by absolute delta.Shenandoah Telecommunications Co Common Stock$0.15$2.22$4.28$6.35$8.42$5.80$7.70$9.60$11.51$13.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHEN spot · $10.30SHEN PRICE$0.38$0.38$0.43$0.51$0.59$0.67$0.75$0.83$0.92$1.19$1.49$1.79$2.10$0.52$0.68$0.83$0.98$1.15$1.50$1.85$2.20$2.55$2.99$4.61$7.82
PutsExpensive1.76×
CallsExpensive1.14×
SkewBearish+48.07 pp
Implied moveBearish±$2.60
TiltBearish39.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.56138.6%54.7%7.99131.9%27.5%
25Δ13.19101.5%31.7%8.50127.2%24.0%
30Δ12.2587.7%23.1%9.02122.5%20.5%
35Δ11.8984.1%20.3%9.53117.9%17.0%
40Δ11.5280.5%17.6%10.04113.7%13.7%
45Δ11.1576.9%14.8%10.54115.6%12.3%
50Δ10.7873.3%12.0%11.04117.5%10.8%
55Δ10.4169.7%9.2%11.54119.4%9.4%
60Δ10.0466.2%6.4%12.04121.3%7.9%
65Δ9.6667.9%5.4%12.62125.0%6.5%
70Δ9.2870.4%4.6%14.29151.2%6.0%
75Δ8.9072.9%3.8%17.52197.0%5.8%
80Δ8.5275.4%3.0%

20Δ

Calls
Pseudo strike
15.56
IV
138.6%
B/E move
54.7%
Puts
Pseudo strike
7.99
IV
131.9%
B/E move
27.5%

25Δ

Calls
Pseudo strike
13.19
IV
101.5%
B/E move
31.7%
Puts
Pseudo strike
8.50
IV
127.2%
B/E move
24.0%

30Δ

Calls
Pseudo strike
12.25
IV
87.7%
B/E move
23.1%
Puts
Pseudo strike
9.02
IV
122.5%
B/E move
20.5%

35Δ

Calls
Pseudo strike
11.89
IV
84.1%
B/E move
20.3%
Puts
Pseudo strike
9.53
IV
117.9%
B/E move
17.0%

40Δ

Calls
Pseudo strike
11.52
IV
80.5%
B/E move
17.6%
Puts
Pseudo strike
10.04
IV
113.7%
B/E move
13.7%

45Δ

Calls
Pseudo strike
11.15
IV
76.9%
B/E move
14.8%
Puts
Pseudo strike
10.54
IV
115.6%
B/E move
12.3%

50Δ

Calls
Pseudo strike
10.78
IV
73.3%
B/E move
12.0%
Puts
Pseudo strike
11.04
IV
117.5%
B/E move
10.8%

55Δ

Calls
Pseudo strike
10.41
IV
69.7%
B/E move
9.2%
Puts
Pseudo strike
11.54
IV
119.4%
B/E move
9.4%

60Δ

Calls
Pseudo strike
10.04
IV
66.2%
B/E move
6.4%
Puts
Pseudo strike
12.04
IV
121.3%
B/E move
7.9%

65Δ

Calls
Pseudo strike
9.66
IV
67.9%
B/E move
5.4%
Puts
Pseudo strike
12.62
IV
125.0%
B/E move
6.5%

70Δ

Calls
Pseudo strike
9.28
IV
70.4%
B/E move
4.6%
Puts
Pseudo strike
14.29
IV
151.2%
B/E move
6.0%

75Δ

Calls
Pseudo strike
8.90
IV
72.9%
B/E move
3.8%
Puts
Pseudo strike
17.52
IV
197.0%
B/E move
5.8%

80Δ

Calls
Pseudo strike
8.52
IV
75.4%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations