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Strategic Education, Inc. Common Stock STRA

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Market datapartial · fetched 2026-10-22T23:43:59.954Z

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 · 2026-10-22T20:00:02.911985546Z

FundamentalsAlpha Vantage · unavailable

Share price$81.59
1D+2.0%
AH$79.54$80.09$80.64$81.19$81.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTRA
Sold putSold callAH

Strategic Education, Inc. Common Stock options

Live interpolated STRA call and put midpoint premiums by absolute delta.Strategic Education, Inc. Common Stock$0.88$3.73$6.58$9.43$12.28$67.99$74.68$81.36$88.05$94.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STRA spot · $81.59STRA PRICE$1.19$1.39$1.82$2.24$2.66$3.28$3.90$4.53$5.19$6.25$7.31$8.37$9.94$1.43$1.86$2.40$2.94$3.47$4.19$4.93$5.68$6.50$7.49$8.48$9.47$11.46
PutsExpensive1.67×
CallsExpensive1.44×
SkewBearish+1.98 pp
Implied moveBearish±$8.84
TiltBearish9.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.6955.5%20.0%73.0351.2%12.2%
25Δ89.4242.3%11.3%75.1150.4%10.2%
30Δ87.9642.7%10.0%76.6749.8%9.0%
35Δ86.5143.0%8.8%78.2249.3%7.7%
40Δ85.0643.4%7.5%79.7848.7%6.5%
45Δ83.7643.9%6.7%81.2048.4%5.6%
50Δ82.4744.4%5.9%82.6148.1%4.8%
55Δ81.1844.9%5.0%84.0247.8%4.0%
60Δ79.8745.5%4.3%85.4547.4%3.2%
65Δ78.3346.6%3.7%86.9346.6%2.6%
70Δ76.7947.7%3.1%88.4145.8%2.0%
75Δ75.2648.9%2.5%89.8945.0%1.4%
80Δ73.2749.6%2.0%92.2245.7%1.0%

20Δ

Calls
Pseudo strike
96.69
IV
55.5%
B/E move
20.0%
Puts
Pseudo strike
73.03
IV
51.2%
B/E move
12.2%

25Δ

Calls
Pseudo strike
89.42
IV
42.3%
B/E move
11.3%
Puts
Pseudo strike
75.11
IV
50.4%
B/E move
10.2%

30Δ

Calls
Pseudo strike
87.96
IV
42.7%
B/E move
10.0%
Puts
Pseudo strike
76.67
IV
49.8%
B/E move
9.0%

35Δ

Calls
Pseudo strike
86.51
IV
43.0%
B/E move
8.8%
Puts
Pseudo strike
78.22
IV
49.3%
B/E move
7.7%

40Δ

Calls
Pseudo strike
85.06
IV
43.4%
B/E move
7.5%
Puts
Pseudo strike
79.78
IV
48.7%
B/E move
6.5%

45Δ

Calls
Pseudo strike
83.76
IV
43.9%
B/E move
6.7%
Puts
Pseudo strike
81.20
IV
48.4%
B/E move
5.6%

50Δ

Calls
Pseudo strike
82.47
IV
44.4%
B/E move
5.9%
Puts
Pseudo strike
82.61
IV
48.1%
B/E move
4.8%

55Δ

Calls
Pseudo strike
81.18
IV
44.9%
B/E move
5.0%
Puts
Pseudo strike
84.02
IV
47.8%
B/E move
4.0%

60Δ

Calls
Pseudo strike
79.87
IV
45.5%
B/E move
4.3%
Puts
Pseudo strike
85.45
IV
47.4%
B/E move
3.2%

65Δ

Calls
Pseudo strike
78.33
IV
46.6%
B/E move
3.7%
Puts
Pseudo strike
86.93
IV
46.6%
B/E move
2.6%

70Δ

Calls
Pseudo strike
76.79
IV
47.7%
B/E move
3.1%
Puts
Pseudo strike
88.41
IV
45.8%
B/E move
2.0%

75Δ

Calls
Pseudo strike
75.26
IV
48.9%
B/E move
2.5%
Puts
Pseudo strike
89.89
IV
45.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
73.27
IV
49.6%
B/E move
2.0%
Puts
Pseudo strike
92.22
IV
45.7%
B/E move
1.0%

Options history

No recorded observations