Share price$14.44
1D+1.6%
Sold putSold call
USANA Health Sciences Inc USNA
i
Market datapartial · fetched 2026-10-22T16:38:33.677Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T16:37:33.072868391Z
FundamentalsAlpha Vantage · unavailable
USANA Health Sciences Inc options
PutsExpensive2.75×
CallsExpensive2.32×
SkewBearish+0.53 pp
Implied moveBearish±$4.57
TiltBearish16.2% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | 14.27 | 77.3% | 9.1% | 15.78 | 130.7% | 12.1% |
| 55Δ | 13.30 | 92.3% | 8.2% | 16.80 | 128.1% | 10.7% |
| 60Δ | 12.33 | 107.3% | 7.4% | 17.83 | 125.4% | 9.4% |
| 65Δ | 11.36 | 122.2% | 6.5% | 18.85 | 122.8% | 8.0% |
| 70Δ | 10.39 | 137.2% | 5.6% | 19.87 | 120.1% | 6.7% |
| 75Δ | 9.42 | 152.2% | 4.7% | 20.89 | 117.5% | 5.3% |
| 80Δ | 8.45 | 167.2% | 3.9% | 21.91 | 114.8% | 4.0% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 14.27
- IV
- 77.3%
- B/E move
- 9.1%
- Pseudo strike
- 15.78
- IV
- 130.7%
- B/E move
- 12.1%
55Δ
- Pseudo strike
- 13.30
- IV
- 92.3%
- B/E move
- 8.2%
- Pseudo strike
- 16.80
- IV
- 128.1%
- B/E move
- 10.7%
60Δ
- Pseudo strike
- 12.33
- IV
- 107.3%
- B/E move
- 7.4%
- Pseudo strike
- 17.83
- IV
- 125.4%
- B/E move
- 9.4%
65Δ
- Pseudo strike
- 11.36
- IV
- 122.2%
- B/E move
- 6.5%
- Pseudo strike
- 18.85
- IV
- 122.8%
- B/E move
- 8.0%
70Δ
- Pseudo strike
- 10.39
- IV
- 137.2%
- B/E move
- 5.6%
- Pseudo strike
- 19.87
- IV
- 120.1%
- B/E move
- 6.7%
75Δ
- Pseudo strike
- 9.42
- IV
- 152.2%
- B/E move
- 4.7%
- Pseudo strike
- 20.89
- IV
- 117.5%
- B/E move
- 5.3%
80Δ
- Pseudo strike
- 8.45
- IV
- 167.2%
- B/E move
- 3.9%
- Pseudo strike
- 21.91
- IV
- 114.8%
- B/E move
- 4.0%
Options history
No recorded observations