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USA TODAY Co., Inc. TDAY

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Market datapartial · fetched 2026-10-22T18:22:27.472Z

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 · 2026-10-22T18:20:38.915510353Z

FundamentalsAlpha Vantage · unavailable

Share price$7.04
1D+1.6%
$6.91$6.96$7.01$7.06$7.115:30 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.$0.21$0.46$0.72$0.97$1.23$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICETDAY PRICE$0.24$0.32$0.40$0.48$0.56$0.64$0.74$0.84$0.95$1.05$1.15$0.41$0.47$0.52$0.58$0.63
PutsExpensive2.78×
CallsExpensive1.25×
SkewBearish+56.76 pp
Implied move——
TiltBullish47.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.24158.1%31.3%
25Δ5.61143.6%26.8%
30Δ7.8763.5%15.2%5.98129.1%22.4%
35Δ7.7066.5%14.0%6.35114.7%17.9%
40Δ7.5369.5%12.7%6.73100.2%13.4%
45Δ7.3672.5%11.5%
50Δ7.2075.5%10.2%
55Δ7.0378.5%9.0%
60Δ6.8477.6%7.7%
65Δ6.6575.8%6.5%
70Δ6.4674.1%5.3%
75Δ6.2772.3%4.1%
80Δ6.0870.6%2.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.24
IV
158.1%
B/E move
31.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.61
IV
143.6%
B/E move
26.8%

30Δ

Calls
Pseudo strike
7.87
IV
63.5%
B/E move
15.2%
Puts
Pseudo strike
5.98
IV
129.1%
B/E move
22.4%

35Δ

Calls
Pseudo strike
7.70
IV
66.5%
B/E move
14.0%
Puts
Pseudo strike
6.35
IV
114.7%
B/E move
17.9%

40Δ

Calls
Pseudo strike
7.53
IV
69.5%
B/E move
12.7%
Puts
Pseudo strike
6.73
IV
100.2%
B/E move
13.4%

45Δ

Calls
Pseudo strike
7.36
IV
72.5%
B/E move
11.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
7.20
IV
75.5%
B/E move
10.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
7.03
IV
78.5%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
6.84
IV
77.6%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
6.65
IV
75.8%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
6.46
IV
74.1%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
6.27
IV
72.3%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
6.08
IV
70.6%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations