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CarMax Inc. KMX

CONSUMER CYCLICAL · AUTO & TRUCK DEALERSHIPS
i

Market dataready · fetched 2026-11-03T23:21:49.470Z

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 · 2026-11-03T21:49:00.874501296Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-03T23:21:05.753715+00:00

Share price$53.40
1D-0.7%
AH$53.14$53.81$54.48$55.14$55.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKMX
Sold putSold callAH

CarMax Inc. options

Live interpolated KMX call and put midpoint premiums by absolute delta.CarMax Inc.$0.44$2.09$3.74$5.39$7.04$45.68$49.46$53.23$57.00$60.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive KMX spot · $53.40KMX PRICE$0.62$0.81$1.04$1.28$1.52$1.83$2.16$2.50$2.87$3.37$3.88$4.39$6.57$0.69$0.90$1.17$1.44$1.71$2.03$2.37$2.70$3.08$3.68$4.28
Puts——
CallsFair0.99×
Skew——
Implied moveBearish±$4.53
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.0149.8%11.7%49.0649.7%9.4%
25Δ57.8749.5%9.9%50.0749.3%7.9%
30Δ56.9449.2%8.6%50.8349.1%7.0%
35Δ56.1149.0%7.5%51.6048.9%6.1%
40Δ55.2748.8%6.4%52.3748.6%5.1%
45Δ54.5248.8%5.5%53.0748.0%4.4%
50Δ53.8049.0%4.8%53.7647.3%3.8%
55Δ53.0949.1%4.1%54.4446.5%3.1%
60Δ52.3649.3%3.4%55.1546.1%2.5%
65Δ51.5849.6%2.9%55.9746.6%2.1%
70Δ50.8050.0%2.4%56.7947.0%1.7%
75Δ50.0150.3%1.9%
80Δ47.8366.9%1.9%

20Δ

Calls
Pseudo strike
59.01
IV
49.8%
B/E move
11.7%
Puts
Pseudo strike
49.06
IV
49.7%
B/E move
9.4%

25Δ

Calls
Pseudo strike
57.87
IV
49.5%
B/E move
9.9%
Puts
Pseudo strike
50.07
IV
49.3%
B/E move
7.9%

30Δ

Calls
Pseudo strike
56.94
IV
49.2%
B/E move
8.6%
Puts
Pseudo strike
50.83
IV
49.1%
B/E move
7.0%

35Δ

Calls
Pseudo strike
56.11
IV
49.0%
B/E move
7.5%
Puts
Pseudo strike
51.60
IV
48.9%
B/E move
6.1%

40Δ

Calls
Pseudo strike
55.27
IV
48.8%
B/E move
6.4%
Puts
Pseudo strike
52.37
IV
48.6%
B/E move
5.1%

45Δ

Calls
Pseudo strike
54.52
IV
48.8%
B/E move
5.5%
Puts
Pseudo strike
53.07
IV
48.0%
B/E move
4.4%

50Δ

Calls
Pseudo strike
53.80
IV
49.0%
B/E move
4.8%
Puts
Pseudo strike
53.76
IV
47.3%
B/E move
3.8%

55Δ

Calls
Pseudo strike
53.09
IV
49.1%
B/E move
4.1%
Puts
Pseudo strike
54.44
IV
46.5%
B/E move
3.1%

60Δ

Calls
Pseudo strike
52.36
IV
49.3%
B/E move
3.4%
Puts
Pseudo strike
55.15
IV
46.1%
B/E move
2.5%

65Δ

Calls
Pseudo strike
51.58
IV
49.6%
B/E move
2.9%
Puts
Pseudo strike
55.97
IV
46.6%
B/E move
2.1%

70Δ

Calls
Pseudo strike
50.80
IV
50.0%
B/E move
2.4%
Puts
Pseudo strike
56.79
IV
47.0%
B/E move
1.7%

75Δ

Calls
Pseudo strike
50.01
IV
50.3%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
47.83
IV
66.9%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend51.89%
Daily close
KMX42.5%51.3%60.0%2026-08-05: 49.22%2026-08-06: 47.19%2026-08-07: 44.76%2026-08-10: 46.95%2026-08-11: 44.87%2026-08-12: 46.10%2026-08-13: 43.74%2026-08-14: 43.81%2026-08-17: 46.69%2026-08-18: 46.58%2026-08-19: 50.77%2026-08-21: 48.42%2026-08-24: 49.47%2026-08-25: 49.80%2026-08-26: 48.02%2026-08-27: 49.07%2026-08-28: 46.24%2026-08-31: 46.19%2026-09-01: 47.69%2026-09-02: 49.00%2026-09-03: 48.09%2026-09-04: 47.37%2026-09-08: 50.33%2026-09-09: 51.63%2026-09-10: 49.07%2026-09-11: 48.97%2026-09-14: 51.29%2026-09-15: 52.98%2026-09-16: 52.21%2026-09-18: 53.02%2026-09-21: 53.71%2026-09-22: 53.52%2026-09-23: 54.60%2026-09-24: 56.46%2026-09-25: 57.23%2026-09-28: 58.83%2026-09-29: 44.05%2026-09-30: 43.86%2026-10-01: 43.74%2026-10-02: 44.05%2026-10-05: 44.36%2026-10-06: 44.20%2026-10-07: 44.71%2026-10-08: 43.72%2026-10-09: 44.33%2026-10-12: 46.78%2026-10-13: 52.42%2026-10-14: 49.52%2026-10-15: 49.56%2026-10-16: 46.71%2026-10-19: 48.22%2026-10-20: 48.06%2026-10-21: 48.83%2026-10-22: 49.35%2026-10-23: 50.06%2026-10-26: 50.84%2026-10-27: 51.10%2026-10-28: 51.19%2026-10-29: 50.10%2026-10-30: 51.89%Aug 5Sep 18Oct 30
60 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
49.22%
47.19%
44.76%
46.95%
44.87%
46.10%
43.74%
43.81%
46.69%
46.58%
50.77%
48.42%
49.47%
49.80%
48.02%
49.07%
46.24%
46.19%
47.69%
49.00%
48.09%
47.37%
50.33%
51.63%
49.07%
48.97%
51.29%
52.98%
52.21%
53.02%
53.71%
53.52%
54.60%
56.46%
57.23%
58.83%
44.05%
43.86%
43.74%
44.05%
44.36%
44.20%
44.71%
43.72%
44.33%
46.78%
52.42%
49.52%
49.56%
46.71%
48.22%
48.06%
48.83%
49.35%
50.06%
50.84%
51.10%
51.19%
50.10%
51.89%