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USANA Health Sciences Inc USNA

i

Market dataready · fetched 2026-11-12T03:05:30.875Z

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 · 2026-11-12T00:00:00.003616874Z

FundamentalsSEC EDGAR · ready · as of 2026-07-04 · fetched 2026-11-12T03:05:30.430408+00:00

Share price$12.85
1D-0.9%
AH$12.73$12.83$12.93$13.03$13.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUSNA
Sold putSold callAH

USANA Health Sciences Inc options

Live interpolated USNA call and put midpoint premiums by absolute delta.USANA Health Sciences Inc$1.89$2.16$2.43$2.70$2.97$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICEUSNA PRICE$1.92$2.15$2.38$2.54$2.66$2.77$2.89$2.45$2.46$2.47$2.49
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.81604.1%50.5%
25Δ10.25522.9%39.3%
30Δ11.16449.7%32.4%
35Δ12.06376.5%25.5%
40Δ
45Δ
50Δ13.06243.4%16.6%
55Δ12.82264.7%16.5%
60Δ12.57285.9%16.4%
65Δ12.16273.3%14.3%
70Δ11.68247.6%11.6%
75Δ11.20222.0%8.8%
80Δ10.73196.4%6.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.81
IV
604.1%
B/E move
50.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.25
IV
522.9%
B/E move
39.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.16
IV
449.7%
B/E move
32.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.06
IV
376.5%
B/E move
25.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
13.06
IV
243.4%
B/E move
16.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
12.82
IV
264.7%
B/E move
16.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
12.57
IV
285.9%
B/E move
16.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
12.16
IV
273.3%
B/E move
14.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
11.68
IV
247.6%
B/E move
11.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
11.20
IV
222.0%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.73
IV
196.4%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend124.59%
Daily EOD
USNA87.4%107.4%127.3%2026-10-19: 98.94%2026-10-20: 90.19%2026-10-21: 110.93%2026-10-22: 111.60%2026-10-23: 118.23%2026-10-26: 121.71%2026-10-27: 120.56%2026-10-28: 119.48%2026-10-30: 124.59%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
98.94%
90.19%
110.93%
111.60%
118.23%
121.71%
120.56%
119.48%
124.59%