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USA TODAY Co., Inc. TDAY

COMMUNICATION SERVICES · PUBLISHING
i

Market dataready · fetched 2026-10-22T23:23:18.476Z

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 · 2026-10-22T23:00:00.002785679Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:23:17.714299+00:00

Share price$7.04
1D+1.7%
AH$6.91$6.96$7.01$7.06$7.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTDAY
Sold putSold callAH

USA TODAY Co., Inc. options

Live interpolated TDAY call and put midpoint premiums by absolute delta.USA TODAY Co., Inc.$0.16$0.58$1.01$1.43$1.85$5.03$6.06$7.09$8.12$9.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TDAY spot · $7.04TDAY PRICE$0.32$0.38$0.24$0.32$0.40$0.48$0.55$0.63$0.73$0.84$0.94$1.04$1.15$0.21$0.30$0.40$0.50$0.60$0.70$0.81$0.91$1.02$1.12$1.25$1.49$1.73
PutsExpensive1.75×
CallsExpensive1.48×
SkewBullish-5.08 pp
Implied moveBearish±$1.36
TiltBearish15.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.26177.3%78.7%5.9683.6%18.2%
25Δ10.49156.1%54.3%6.2182.2%16.1%
30Δ7.8763.2%15.1%6.4284.2%14.5%
35Δ7.7066.2%13.9%6.6386.3%12.9%
40Δ7.5369.1%12.7%6.8588.3%11.3%
45Δ7.3772.1%11.4%7.0688.9%9.8%
50Δ7.2075.1%10.2%7.2585.8%8.4%
55Δ7.0378.1%8.9%7.4582.7%7.1%
60Δ6.8577.2%7.7%7.6579.6%5.8%
65Δ6.6675.4%6.5%7.8576.5%4.4%
70Δ6.4773.5%5.3%8.0774.0%3.2%
75Δ6.2871.7%4.1%8.3673.5%2.5%
80Δ6.0969.9%2.9%8.6573.0%1.8%

20Δ

Calls
Pseudo strike
12.26
IV
177.3%
B/E move
78.7%
Puts
Pseudo strike
5.96
IV
83.6%
B/E move
18.2%

25Δ

Calls
Pseudo strike
10.49
IV
156.1%
B/E move
54.3%
Puts
Pseudo strike
6.21
IV
82.2%
B/E move
16.1%

30Δ

Calls
Pseudo strike
7.87
IV
63.2%
B/E move
15.1%
Puts
Pseudo strike
6.42
IV
84.2%
B/E move
14.5%

35Δ

Calls
Pseudo strike
7.70
IV
66.2%
B/E move
13.9%
Puts
Pseudo strike
6.63
IV
86.3%
B/E move
12.9%

40Δ

Calls
Pseudo strike
7.53
IV
69.1%
B/E move
12.7%
Puts
Pseudo strike
6.85
IV
88.3%
B/E move
11.3%

45Δ

Calls
Pseudo strike
7.37
IV
72.1%
B/E move
11.4%
Puts
Pseudo strike
7.06
IV
88.9%
B/E move
9.8%

50Δ

Calls
Pseudo strike
7.20
IV
75.1%
B/E move
10.2%
Puts
Pseudo strike
7.25
IV
85.8%
B/E move
8.4%

55Δ

Calls
Pseudo strike
7.03
IV
78.1%
B/E move
8.9%
Puts
Pseudo strike
7.45
IV
82.7%
B/E move
7.1%

60Δ

Calls
Pseudo strike
6.85
IV
77.2%
B/E move
7.7%
Puts
Pseudo strike
7.65
IV
79.6%
B/E move
5.8%

65Δ

Calls
Pseudo strike
6.66
IV
75.4%
B/E move
6.5%
Puts
Pseudo strike
7.85
IV
76.5%
B/E move
4.4%

70Δ

Calls
Pseudo strike
6.47
IV
73.5%
B/E move
5.3%
Puts
Pseudo strike
8.07
IV
74.0%
B/E move
3.2%

75Δ

Calls
Pseudo strike
6.28
IV
71.7%
B/E move
4.1%
Puts
Pseudo strike
8.36
IV
73.5%
B/E move
2.5%

80Δ

Calls
Pseudo strike
6.09
IV
69.9%
B/E move
2.9%
Puts
Pseudo strike
8.65
IV
73.0%
B/E move
1.8%

Options history

No recorded observations