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USANA Health Sciences Inc USNA

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Market datapartial · fetched 2026-10-23T02:41:09.567Z

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 · 2026-10-22T23:00:00.004033615Z

FundamentalsAlpha Vantage · unavailable

Share price$14.52
1D+2.2%
AH$14.16$14.34$14.52$14.70$14.885:30 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$2.27$3.94$5.61$7.28$8.94$5.86$10.24$14.62$19.01$23.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USNA spot · $14.52USNA PRICE$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.48$2.45$2.45$2.45$2.45$2.45$2.45$3.25$4.12$4.99$5.85$6.72$7.59$8.46
PutsExpensive3.90×
CallsExpensive3.38×
SkewBullish-5.05 pp
Implied moveBearish±$5.70
TiltBearish43.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.21324.4%46.6%
25Δ11.51269.6%37.6%
30Δ12.68221.5%29.5%
35Δ13.43193.8%24.4%
40Δ28.54330.7%113.4%14.19166.0%19.2%
45Δ20.87259.0%60.6%14.94138.3%14.0%
50Δ17.43210.2%36.9%15.98134.6%12.3%
55Δ16.60187.5%31.2%17.06133.1%10.9%
60Δ15.77164.8%25.5%18.13131.6%9.5%
65Δ14.95142.1%19.8%19.20130.1%8.1%
70Δ14.12119.4%14.1%20.28128.6%6.7%
75Δ13.2996.7%8.4%21.35127.1%5.3%
80Δ12.4675.0%2.9%22.42125.6%3.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.21
IV
324.4%
B/E move
46.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.51
IV
269.6%
B/E move
37.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.68
IV
221.5%
B/E move
29.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.43
IV
193.8%
B/E move
24.4%

40Δ

Calls
Pseudo strike
28.54
IV
330.7%
B/E move
113.4%
Puts
Pseudo strike
14.19
IV
166.0%
B/E move
19.2%

45Δ

Calls
Pseudo strike
20.87
IV
259.0%
B/E move
60.6%
Puts
Pseudo strike
14.94
IV
138.3%
B/E move
14.0%

50Δ

Calls
Pseudo strike
17.43
IV
210.2%
B/E move
36.9%
Puts
Pseudo strike
15.98
IV
134.6%
B/E move
12.3%

55Δ

Calls
Pseudo strike
16.60
IV
187.5%
B/E move
31.2%
Puts
Pseudo strike
17.06
IV
133.1%
B/E move
10.9%

60Δ

Calls
Pseudo strike
15.77
IV
164.8%
B/E move
25.5%
Puts
Pseudo strike
18.13
IV
131.6%
B/E move
9.5%

65Δ

Calls
Pseudo strike
14.95
IV
142.1%
B/E move
19.8%
Puts
Pseudo strike
19.20
IV
130.1%
B/E move
8.1%

70Δ

Calls
Pseudo strike
14.12
IV
119.4%
B/E move
14.1%
Puts
Pseudo strike
20.28
IV
128.6%
B/E move
6.7%

75Δ

Calls
Pseudo strike
13.29
IV
96.7%
B/E move
8.4%
Puts
Pseudo strike
21.35
IV
127.1%
B/E move
5.3%

80Δ

Calls
Pseudo strike
12.46
IV
75.0%
B/E move
2.9%
Puts
Pseudo strike
22.42
IV
125.6%
B/E move
3.9%

Options history

No recorded observations