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Carvana Co. CVNA

i

Market dataready · fetched 2026-11-04T07:35:58.055Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-04T00:59:25.708792549Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T07:35:57.489644+00:00

Share price$70.65
1D-1.2%
AH$71.01$71.49$71.97$72.45$72.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCVNA
Sold putSold callAH

Carvana Co. options

Live interpolated CVNA call and put midpoint premiums by absolute delta.Carvana Co.$0.26$2.36$4.47$6.58$8.69$65.45$68.27$71.10$73.92$76.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CVNA spot · $70.65CVNA PRICE$0.54$0.73$0.95$1.18$1.46$1.77$2.12$2.53$3.05$3.63$5.54$8.08$0.48$0.63$0.79$0.96$1.14$1.32$1.51$1.73$1.98$2.22$2.43$2.64$2.82
PutsExpensive1.41×
Calls——
Skew——
Implied moveBullish±$3.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ75.1694.8%7.1%67.3180.3%5.4%
25Δ74.3696.7%6.3%68.0678.4%4.6%
30Δ73.6198.2%5.5%68.6876.9%3.9%
35Δ72.9099.6%4.9%69.2675.3%3.3%
40Δ72.23101.9%4.3%69.7973.6%2.8%
45Δ71.56104.0%3.8%70.2871.7%2.4%
50Δ70.88106.2%3.3%70.7569.8%2.0%
55Δ70.17109.4%2.9%71.2168.3%1.7%
60Δ69.40114.0%2.5%71.6567.3%1.4%
65Δ68.57118.3%2.2%72.0965.9%1.1%
70Δ72.4762.5%0.9%
75Δ66.29139.4%1.7%72.8559.1%0.6%
80Δ63.71174.2%1.6%73.1553.9%0.5%

20Δ

Calls
Pseudo strike
75.16
IV
94.8%
B/E move
7.1%
Puts
Pseudo strike
67.31
IV
80.3%
B/E move
5.4%

25Δ

Calls
Pseudo strike
74.36
IV
96.7%
B/E move
6.3%
Puts
Pseudo strike
68.06
IV
78.4%
B/E move
4.6%

30Δ

Calls
Pseudo strike
73.61
IV
98.2%
B/E move
5.5%
Puts
Pseudo strike
68.68
IV
76.9%
B/E move
3.9%

35Δ

Calls
Pseudo strike
72.90
IV
99.6%
B/E move
4.9%
Puts
Pseudo strike
69.26
IV
75.3%
B/E move
3.3%

40Δ

Calls
Pseudo strike
72.23
IV
101.9%
B/E move
4.3%
Puts
Pseudo strike
69.79
IV
73.6%
B/E move
2.8%

45Δ

Calls
Pseudo strike
71.56
IV
104.0%
B/E move
3.8%
Puts
Pseudo strike
70.28
IV
71.7%
B/E move
2.4%

50Δ

Calls
Pseudo strike
70.88
IV
106.2%
B/E move
3.3%
Puts
Pseudo strike
70.75
IV
69.8%
B/E move
2.0%

55Δ

Calls
Pseudo strike
70.17
IV
109.4%
B/E move
2.9%
Puts
Pseudo strike
71.21
IV
68.3%
B/E move
1.7%

60Δ

Calls
Pseudo strike
69.40
IV
114.0%
B/E move
2.5%
Puts
Pseudo strike
71.65
IV
67.3%
B/E move
1.4%

65Δ

Calls
Pseudo strike
68.57
IV
118.3%
B/E move
2.2%
Puts
Pseudo strike
72.09
IV
65.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.47
IV
62.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
66.29
IV
139.4%
B/E move
1.7%
Puts
Pseudo strike
72.85
IV
59.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
63.71
IV
174.2%
B/E move
1.6%
Puts
Pseudo strike
73.15
IV
53.9%
B/E move
0.5%

Options history

IV · four-Friday blend57.63%
Daily close
CVNA43.8%93.3%142.7%2026-08-06: 59.27%2026-08-07: 55.86%2026-08-10: 61.10%2026-08-11: 60.37%2026-08-12: 55.42%2026-08-13: 54.05%2026-08-14: 50.64%2026-08-17: 58.06%2026-08-18: 64.61%2026-08-19: 61.17%2026-08-20: 58.50%2026-08-21: 55.30%2026-08-24: 58.07%2026-08-25: 57.98%2026-08-26: 55.88%2026-08-27: 56.42%2026-08-28: 51.28%2026-08-31: 53.92%2026-09-01: 55.77%2026-09-02: 55.73%2026-09-03: 54.67%2026-09-04: 52.76%2026-09-08: 60.17%2026-09-09: 60.10%2026-09-10: 62.23%2026-09-11: 56.10%2026-09-14: 60.46%2026-09-15: 64.08%2026-09-16: 64.82%2026-09-17: 58.90%2026-09-18: 56.26%2026-09-21: 58.14%2026-09-22: 59.49%2026-09-23: 61.01%2026-09-24: 59.07%2026-09-25: 56.03%2026-09-28: 65.22%2026-09-29: 66.63%2026-09-30: 62.46%2026-10-01: 63.77%2026-10-02: 62.84%2026-10-05: 66.29%2026-10-06: 64.84%2026-10-07: 64.49%2026-10-08: 64.41%2026-10-09: 66.86%2026-10-12: 74.64%2026-10-13: 76.42%2026-10-14: 81.30%2026-10-15: 79.82%2026-10-16: 82.35%2026-10-19: 85.96%2026-10-20: 85.33%2026-10-21: 87.32%2026-10-22: 90.66%2026-10-23: 94.67%2026-10-26: 107.83%2026-10-27: 119.48%2026-10-28: 135.92%2026-10-29: 66.04%2026-10-30: 57.63%Aug 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
59.27%
55.86%
61.10%
60.37%
55.42%
54.05%
50.64%
58.06%
64.61%
61.17%
58.50%
55.30%
58.07%
57.98%
55.88%
56.42%
51.28%
53.92%
55.77%
55.73%
54.67%
52.76%
60.17%
60.10%
62.23%
56.10%
60.46%
64.08%
64.82%
58.90%
56.26%
58.14%
59.49%
61.01%
59.07%
56.03%
65.22%
66.63%
62.46%
63.77%
62.84%
66.29%
64.84%
64.49%
64.41%
66.86%
74.64%
76.42%
81.30%
79.82%
82.35%
85.96%
85.33%
87.32%
90.66%
94.67%
107.83%
119.48%
135.92%
66.04%
57.63%