IntraAlpha
Create free account Start free

USA TODAY Co., Inc. TDAY

COMMUNICATION SERVICES · PUBLISHING
i

Market dataready · fetched 2026-11-13T02:10:19.842Z

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 · 2026-11-13T00:00:00.002957121Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:10:19.695891+00:00

Share price$6.86
1D-5.0%
AH$6.78$6.90$7.02$7.13$7.255:30 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.$0.07$0.41$0.75$1.09$1.43$5.39$6.13$6.87$7.60$8.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TDAY spot · $6.86TDAY PRICE$0.11$0.13$0.15$0.25$0.39$0.54$0.68$0.82$0.96$1.11$1.33$0.38$0.38$0.39$0.42$0.44$0.47$0.49
Puts——
Calls——
Skew——
Implied moveBearish±$0.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.25282.2%29.0%
25Δ5.79219.2%21.0%
30Δ7.3965.0%9.4%6.12184.0%16.4%
35Δ7.2259.0%7.1%6.32166.0%13.9%
40Δ7.0553.1%4.9%6.53147.9%11.3%
45Δ6.9062.4%4.2%6.73129.9%8.8%
50Δ6.7577.9%4.1%6.93111.8%6.2%
55Δ6.6093.4%4.1%
60Δ6.46108.8%4.0%
65Δ6.31124.3%4.0%
70Δ6.17139.8%3.9%
75Δ6.02155.3%3.9%
80Δ5.74159.0%3.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.25
IV
282.2%
B/E move
29.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.79
IV
219.2%
B/E move
21.0%

30Δ

Calls
Pseudo strike
7.39
IV
65.0%
B/E move
9.4%
Puts
Pseudo strike
6.12
IV
184.0%
B/E move
16.4%

35Δ

Calls
Pseudo strike
7.22
IV
59.0%
B/E move
7.1%
Puts
Pseudo strike
6.32
IV
166.0%
B/E move
13.9%

40Δ

Calls
Pseudo strike
7.05
IV
53.1%
B/E move
4.9%
Puts
Pseudo strike
6.53
IV
147.9%
B/E move
11.3%

45Δ

Calls
Pseudo strike
6.90
IV
62.4%
B/E move
4.2%
Puts
Pseudo strike
6.73
IV
129.9%
B/E move
8.8%

50Δ

Calls
Pseudo strike
6.75
IV
77.9%
B/E move
4.1%
Puts
Pseudo strike
6.93
IV
111.8%
B/E move
6.2%

55Δ

Calls
Pseudo strike
6.60
IV
93.4%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
6.46
IV
108.8%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
6.31
IV
124.3%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
6.17
IV
139.8%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
6.02
IV
155.3%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.74
IV
159.0%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend80.55%
Daily EOD
TDAY59.2%70.6%82.1%2026-10-19: 63.22%2026-10-20: 64.42%2026-10-21: 60.74%2026-10-22: 64.80%2026-10-23: 74.58%2026-10-26: 67.26%2026-10-27: 67.59%2026-10-28: 79.08%2026-10-29: 76.10%2026-10-30: 80.55%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
63.22%
64.42%
60.74%
64.80%
74.58%
67.26%
67.59%
79.08%
76.10%
80.55%