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Strategic Education, Inc. Common Stock STRA

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Market dataready · fetched 2026-11-12T01:27:49.721Z

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 · 2026-11-11T21:00:01.387071982Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:27:49.289970+00:00

Share price$54.30
1D-0.5%
AH$53.50$54.26$55.02$55.77$56.535:30 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$0.14$3.13$6.12$9.10$12.09$41.15$50.72$60.30$69.87$79.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive STRA spot · $54.30STRA PRICE$0.50$0.61$0.72$0.82$1.06$1.42$1.77$2.13$2.48$2.83$3.19$3.54$0.47$0.61$0.76$0.90$1.04$1.19$1.33$1.48$2.64$4.79$6.93$9.08$11.23
PutsCheap0.43×
Calls——
Skew——
Implied moveBullish±$2.75
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.0640.9%6.8%
25Δ57.5038.9%6.8%51.5840.1%6.1%
30Δ56.7837.6%5.7%52.1139.3%5.4%
35Δ56.0636.2%4.6%52.6438.5%4.7%
40Δ55.3434.8%3.4%53.1637.8%4.0%
45Δ54.7334.4%2.8%53.6937.0%3.3%
50Δ54.2434.6%2.5%54.2236.2%2.6%
55Δ53.7534.9%2.2%54.7435.4%1.9%
60Δ53.2535.2%2.0%56.1340.9%1.5%
65Δ52.7635.5%1.7%58.3652.3%1.3%
70Δ52.2635.7%1.5%60.5963.8%1.2%
75Δ51.7736.0%1.2%62.8275.3%1.0%
80Δ51.2736.3%0.9%65.0586.7%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.06
IV
40.9%
B/E move
6.8%

25Δ

Calls
Pseudo strike
57.50
IV
38.9%
B/E move
6.8%
Puts
Pseudo strike
51.58
IV
40.1%
B/E move
6.1%

30Δ

Calls
Pseudo strike
56.78
IV
37.6%
B/E move
5.7%
Puts
Pseudo strike
52.11
IV
39.3%
B/E move
5.4%

35Δ

Calls
Pseudo strike
56.06
IV
36.2%
B/E move
4.6%
Puts
Pseudo strike
52.64
IV
38.5%
B/E move
4.7%

40Δ

Calls
Pseudo strike
55.34
IV
34.8%
B/E move
3.4%
Puts
Pseudo strike
53.16
IV
37.8%
B/E move
4.0%

45Δ

Calls
Pseudo strike
54.73
IV
34.4%
B/E move
2.8%
Puts
Pseudo strike
53.69
IV
37.0%
B/E move
3.3%

50Δ

Calls
Pseudo strike
54.24
IV
34.6%
B/E move
2.5%
Puts
Pseudo strike
54.22
IV
36.2%
B/E move
2.6%

55Δ

Calls
Pseudo strike
53.75
IV
34.9%
B/E move
2.2%
Puts
Pseudo strike
54.74
IV
35.4%
B/E move
1.9%

60Δ

Calls
Pseudo strike
53.25
IV
35.2%
B/E move
2.0%
Puts
Pseudo strike
56.13
IV
40.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
52.76
IV
35.5%
B/E move
1.7%
Puts
Pseudo strike
58.36
IV
52.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
52.26
IV
35.7%
B/E move
1.5%
Puts
Pseudo strike
60.59
IV
63.8%
B/E move
1.2%

75Δ

Calls
Pseudo strike
51.77
IV
36.0%
B/E move
1.2%
Puts
Pseudo strike
62.82
IV
75.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
51.27
IV
36.3%
B/E move
0.9%
Puts
Pseudo strike
65.05
IV
86.7%
B/E move
0.9%

Options history

IV · four-Friday blend40.56%
Daily EOD
STRA35.1%38.0%41.0%2026-10-19: 35.49%2026-10-20: 36.34%2026-10-21: 36.45%2026-10-22: 37.18%2026-10-23: 37.60%2026-10-26: 38.13%2026-10-27: 38.35%2026-10-28: 38.70%2026-10-29: 39.01%2026-10-30: 40.56%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
35.49%
36.34%
36.45%
37.18%
37.60%
38.13%
38.35%
38.70%
39.01%
40.56%