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USA TODAY Co., Inc. TDAY

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Market datapartial · fetched 2026-10-23T17:35:47.403Z

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 · 2026-10-23T17:35:07.390856214Z

FundamentalsAlpha Vantage · unavailable

Share price$6.93
1D+0.0%
$6.86$6.91$6.95$6.99$7.035:30 AM6:30 AM9:00 AM1:00 PMTDAY
Sold putSold call

USA TODAY Co., Inc. options

Live interpolated TDAY call and put midpoint premiums by absolute delta.USA TODAY Co., Inc.$0.24$0.91$1.59$2.26$2.93$4.39$5.68$6.97$8.25$9.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TDAY spot · $6.92TDAY PRICE$0.38$0.41$0.45$0.49$0.53$0.57$0.66$0.83$0.99$1.16$1.34$1.67$0.32$0.32$0.49$0.66$0.83$0.99$1.08$1.16$1.25$1.34$1.67$2.20$2.73
PutsExpensive2.18×
CallsExpensive1.86×
SkewBullish-4.24 pp
Implied moveBearish±$1.65
TiltBearish22.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.47128.7%25.6%
25Δ10.42161.2%55.8%6.0989.2%16.6%
30Δ9.54141.7%43.7%6.3398.3%15.7%
35Δ8.99128.8%36.4%6.57107.4%14.7%
40Δ8.45115.8%29.0%6.81116.6%13.8%
45Δ7.90102.9%21.7%7.04122.6%12.6%
50Δ7.3589.9%14.4%7.26115.1%10.8%
55Δ6.9183.6%9.4%7.47107.7%8.9%
60Δ6.6888.8%8.3%7.69100.2%7.0%
65Δ6.4493.9%7.3%7.9092.8%5.2%
70Δ6.2199.0%6.3%8.3293.1%3.9%
75Δ5.95104.6%5.3%8.91100.0%3.2%
80Δ5.55113.2%4.3%9.49106.9%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.47
IV
128.7%
B/E move
25.6%

25Δ

Calls
Pseudo strike
10.42
IV
161.2%
B/E move
55.8%
Puts
Pseudo strike
6.09
IV
89.2%
B/E move
16.6%

30Δ

Calls
Pseudo strike
9.54
IV
141.7%
B/E move
43.7%
Puts
Pseudo strike
6.33
IV
98.3%
B/E move
15.7%

35Δ

Calls
Pseudo strike
8.99
IV
128.8%
B/E move
36.4%
Puts
Pseudo strike
6.57
IV
107.4%
B/E move
14.7%

40Δ

Calls
Pseudo strike
8.45
IV
115.8%
B/E move
29.0%
Puts
Pseudo strike
6.81
IV
116.6%
B/E move
13.8%

45Δ

Calls
Pseudo strike
7.90
IV
102.9%
B/E move
21.7%
Puts
Pseudo strike
7.04
IV
122.6%
B/E move
12.6%

50Δ

Calls
Pseudo strike
7.35
IV
89.9%
B/E move
14.4%
Puts
Pseudo strike
7.26
IV
115.1%
B/E move
10.8%

55Δ

Calls
Pseudo strike
6.91
IV
83.6%
B/E move
9.4%
Puts
Pseudo strike
7.47
IV
107.7%
B/E move
8.9%

60Δ

Calls
Pseudo strike
6.68
IV
88.8%
B/E move
8.3%
Puts
Pseudo strike
7.69
IV
100.2%
B/E move
7.0%

65Δ

Calls
Pseudo strike
6.44
IV
93.9%
B/E move
7.3%
Puts
Pseudo strike
7.90
IV
92.8%
B/E move
5.2%

70Δ

Calls
Pseudo strike
6.21
IV
99.0%
B/E move
6.3%
Puts
Pseudo strike
8.32
IV
93.1%
B/E move
3.9%

75Δ

Calls
Pseudo strike
5.95
IV
104.6%
B/E move
5.3%
Puts
Pseudo strike
8.91
IV
100.0%
B/E move
3.2%

80Δ

Calls
Pseudo strike
5.55
IV
113.2%
B/E move
4.3%
Puts
Pseudo strike
9.49
IV
106.9%
B/E move
2.4%

Options history

No recorded observations