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E. W. Scripps Co Class A SSP

COMMUNICATION SERVICES · BROADCASTING
i

Market dataready · fetched 2026-10-22T23:45:07.751Z

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 · 2026-10-22T20:00:00.128209542Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:45:07.298708+00:00

Share price$2.49
1D+5.1%
AH$2.35$2.39$2.43$2.47$2.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSSP
Sold putSold callAH

E. W. Scripps Co Class A options

Live interpolated SSP call and put midpoint premiums by absolute delta.E. W. Scripps Co Class A$0.32$1.12$1.93$2.74$3.55$0.57$1.58$2.58$3.59$4.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SSP spot · $2.49SSP PRICE$0.41$0.44$0.49$0.54$0.60$0.66$0.72$0.77$1.02$0.48$0.52$0.57$0.61$0.66$0.71$0.75$0.96$1.32$1.68$2.76$3.31
PutsExpensive2.97×
CallsExpensive3.32×
SkewBullish-26.03 pp
Implied moveBearish±$1.20
TiltBearish43.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ2.00284.6%38.6%
30Δ2.16265.1%34.3%
35Δ2.31245.7%30.0%
40Δ4.78314.3%108.4%2.47226.3%25.7%
45Δ3.81280.5%70.9%2.62206.8%21.3%
50Δ3.34261.9%53.7%2.77187.4%17.0%
55Δ2.93245.2%39.5%2.93168.0%12.7%
60Δ2.70233.1%32.6%3.20168.0%10.0%
65Δ2.47221.0%25.6%3.59185.3%8.9%
70Δ2.24208.9%18.6%3.97202.6%7.7%
75Δ2.01196.8%11.6%5.08236.7%6.5%
80Δ1.72238.5%9.7%5.68245.0%5.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.00
IV
284.6%
B/E move
38.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.16
IV
265.1%
B/E move
34.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.31
IV
245.7%
B/E move
30.0%

40Δ

Calls
Pseudo strike
4.78
IV
314.3%
B/E move
108.4%
Puts
Pseudo strike
2.47
IV
226.3%
B/E move
25.7%

45Δ

Calls
Pseudo strike
3.81
IV
280.5%
B/E move
70.9%
Puts
Pseudo strike
2.62
IV
206.8%
B/E move
21.3%

50Δ

Calls
Pseudo strike
3.34
IV
261.9%
B/E move
53.7%
Puts
Pseudo strike
2.77
IV
187.4%
B/E move
17.0%

55Δ

Calls
Pseudo strike
2.93
IV
245.2%
B/E move
39.5%
Puts
Pseudo strike
2.93
IV
168.0%
B/E move
12.7%

60Δ

Calls
Pseudo strike
2.70
IV
233.1%
B/E move
32.6%
Puts
Pseudo strike
3.20
IV
168.0%
B/E move
10.0%

65Δ

Calls
Pseudo strike
2.47
IV
221.0%
B/E move
25.6%
Puts
Pseudo strike
3.59
IV
185.3%
B/E move
8.9%

70Δ

Calls
Pseudo strike
2.24
IV
208.9%
B/E move
18.6%
Puts
Pseudo strike
3.97
IV
202.6%
B/E move
7.7%

75Δ

Calls
Pseudo strike
2.01
IV
196.8%
B/E move
11.6%
Puts
Pseudo strike
5.08
IV
236.7%
B/E move
6.5%

80Δ

Calls
Pseudo strike
1.72
IV
238.5%
B/E move
9.7%
Puts
Pseudo strike
5.68
IV
245.0%
B/E move
5.0%

Options history

No recorded observations