IntraAlpha
Create free account Start free

E.W. Scripps Company (The) Class A Common Stock SSP

i

Market dataready · fetched 2026-11-12T01:46:04.803Z

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 · 2026-11-11T21:00:00.13347215Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:39:42.613445+00:00

Share price$3.76
1D+0.4%
AH$3.68$3.71$3.75$3.78$3.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSSP
Sold putSold callAH

E.W. Scripps Company (The) Class A Common Stock options

Live interpolated SSP call and put midpoint premiums by absolute delta.E.W. Scripps Company (The) Class A Common Stock$0.30$0.80$1.30$1.80$2.30$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESSP PRICE$0.35$0.40$0.41$0.43$0.44$0.46$0.47$0.48$0.50$0.81$1.15$1.48$1.82$2.15
PutsExpensive2.21×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.34536.5%48.3%
25Δ2.58482.4%42.4%
30Δ6.72430.9%88.0%2.81428.3%36.6%
35Δ3.05374.2%30.7%
40Δ3.28320.1%24.8%
45Δ3.52266.0%19.0%
50Δ3.75211.9%13.1%
55Δ3.99157.8%7.3%
60Δ4.34172.5%6.2%
65Δ4.70191.6%5.5%
70Δ5.06210.7%4.8%
75Δ5.42229.8%4.1%
80Δ5.79248.9%3.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.34
IV
536.5%
B/E move
48.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.58
IV
482.4%
B/E move
42.4%

30Δ

Calls
Pseudo strike
6.72
IV
430.9%
B/E move
88.0%
Puts
Pseudo strike
2.81
IV
428.3%
B/E move
36.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.05
IV
374.2%
B/E move
30.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.28
IV
320.1%
B/E move
24.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.52
IV
266.0%
B/E move
19.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.75
IV
211.9%
B/E move
13.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.99
IV
157.8%
B/E move
7.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.34
IV
172.5%
B/E move
6.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.70
IV
191.6%
B/E move
5.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.06
IV
210.7%
B/E move
4.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.42
IV
229.8%
B/E move
4.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.79
IV
248.9%
B/E move
3.4%

Options history

IV · four-Friday blend128.04%
Daily EOD
SSP119.1%123.9%128.7%2026-10-22: 124.22%2026-10-27: 119.80%2026-10-30: 128.04%Oct 22Oct 27Oct 30
3 observations2026-10-22 — 2026-10-30
Table
DateIV (%)
124.22%
119.80%
128.04%