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QUAD/GRAPHICS, INC. QUAD

i

Market dataready · fetched 2026-11-07T01:13:19.139Z

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 · 2026-11-07T00:00:00.004103224Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T01:13:18.769678+00:00

Share price$7.61
1D+0.1%
AH$7.57$7.62$7.67$7.71$7.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQUAD
Sold putSold callAH

QUAD/GRAPHICS, INC. options

Live interpolated QUAD call and put midpoint premiums by absolute delta.QUAD/GRAPHICS, INC.$0.37$1.13$1.90$2.66$3.42$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEQUAD PRICE$0.46$0.50$0.50$0.61$0.94$1.27$1.60$1.93$0.56$0.58$0.60$0.62$0.64$0.79$1.07$1.35$1.63$1.91$2.19$2.47$3.20
PutsExpensive1.44×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.38373.4%147.5%4.37449.2%49.9%
25Δ13.52296.5%84.2%5.06376.6%41.0%
30Δ10.60221.1%45.8%5.76304.0%32.2%
35Δ6.45231.5%23.4%
40Δ7.14158.9%14.6%
45Δ7.67123.5%9.5%
50Δ8.03128.0%8.5%
55Δ8.38132.4%7.6%
60Δ7.3273.5%4.3%8.74136.9%6.6%
65Δ6.9689.2%3.8%9.09141.3%5.6%
70Δ6.60104.9%3.4%9.45145.8%4.6%
75Δ6.24120.6%3.0%9.80150.2%3.6%
80Δ5.88136.4%2.5%10.60155.8%2.7%

20Δ

Calls
Pseudo strike
18.38
IV
373.4%
B/E move
147.5%
Puts
Pseudo strike
4.37
IV
449.2%
B/E move
49.9%

25Δ

Calls
Pseudo strike
13.52
IV
296.5%
B/E move
84.2%
Puts
Pseudo strike
5.06
IV
376.6%
B/E move
41.0%

30Δ

Calls
Pseudo strike
10.60
IV
221.1%
B/E move
45.8%
Puts
Pseudo strike
5.76
IV
304.0%
B/E move
32.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.45
IV
231.5%
B/E move
23.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.14
IV
158.9%
B/E move
14.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.67
IV
123.5%
B/E move
9.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.03
IV
128.0%
B/E move
8.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.38
IV
132.4%
B/E move
7.6%

60Δ

Calls
Pseudo strike
7.32
IV
73.5%
B/E move
4.3%
Puts
Pseudo strike
8.74
IV
136.9%
B/E move
6.6%

65Δ

Calls
Pseudo strike
6.96
IV
89.2%
B/E move
3.8%
Puts
Pseudo strike
9.09
IV
141.3%
B/E move
5.6%

70Δ

Calls
Pseudo strike
6.60
IV
104.9%
B/E move
3.4%
Puts
Pseudo strike
9.45
IV
145.8%
B/E move
4.6%

75Δ

Calls
Pseudo strike
6.24
IV
120.6%
B/E move
3.0%
Puts
Pseudo strike
9.80
IV
150.2%
B/E move
3.6%

80Δ

Calls
Pseudo strike
5.88
IV
136.4%
B/E move
2.5%
Puts
Pseudo strike
10.60
IV
155.8%
B/E move
2.7%

Options history

IV · four-Friday blend65.00%
Daily EOD
QUAD54.0%75.6%97.2%2026-10-21: 56.97%2026-10-23: 58.22%2026-10-26: 60.79%2026-10-29: 94.26%2026-10-30: 65.00%Oct 21Oct 26Oct 30
5 observations2026-10-21 — 2026-10-30
Table
DateIV (%)
56.97%
58.22%
60.79%
94.26%
65.00%