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Saia, Inc. Common Stock SAIA

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Market dataready · fetched 2026-11-03T22:04:39.100Z

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 · 2026-11-03T21:00:01.946972279Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-03T22:04:38.497275+00:00

Share price$353.18
1D-0.5%
AH$351$353$355$358$3605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSAIA
Sold putSold callAH

Saia, Inc. Common Stock options

Live interpolated SAIA call and put midpoint premiums by absolute delta.Saia, Inc. Common Stock$2.93$11.44$19.95$28.45$36.96$302.77$328.16$353.55$378.93$404.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SAIA spot · $353.18SAIA PRICE$3.85$5.15$6.41$7.79$9.74$11.69$13.96$16.26$19.02$21.92$25.47$29.29$34.51$4.13$5.45$6.83$8.45$10.26$12.22$14.59$16.96$19.75$22.56$25.94$29.53$33.17
PutsCheap0.83×
CallsCheap0.89×
SkewBullish-4.17 pp
Implied moveBearish±$28.55
TiltBalanced1.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ387.6447.1%10.8%326.9245.8%8.6%
25Δ381.2347.5%9.4%332.5945.4%7.4%
30Δ375.0646.4%8.0%337.8244.5%6.3%
35Δ369.2445.5%6.8%342.5444.2%5.4%
40Δ364.8046.7%6.0%346.8844.2%4.7%
45Δ360.3747.9%5.3%351.2244.3%4.0%
50Δ355.7448.5%4.7%355.5344.6%3.5%
55Δ351.1048.9%4.0%359.8444.8%2.9%
60Δ346.2749.3%3.4%364.3344.6%2.4%
65Δ341.4049.7%2.9%368.8244.3%2.0%
70Δ336.0850.2%2.4%373.6743.9%1.5%
75Δ330.5950.7%1.9%378.6543.4%1.1%
80Δ323.9251.6%1.5%383.5441.8%0.8%

20Δ

Calls
Pseudo strike
387.64
IV
47.1%
B/E move
10.8%
Puts
Pseudo strike
326.92
IV
45.8%
B/E move
8.6%

25Δ

Calls
Pseudo strike
381.23
IV
47.5%
B/E move
9.4%
Puts
Pseudo strike
332.59
IV
45.4%
B/E move
7.4%

30Δ

Calls
Pseudo strike
375.06
IV
46.4%
B/E move
8.0%
Puts
Pseudo strike
337.82
IV
44.5%
B/E move
6.3%

35Δ

Calls
Pseudo strike
369.24
IV
45.5%
B/E move
6.8%
Puts
Pseudo strike
342.54
IV
44.2%
B/E move
5.4%

40Δ

Calls
Pseudo strike
364.80
IV
46.7%
B/E move
6.0%
Puts
Pseudo strike
346.88
IV
44.2%
B/E move
4.7%

45Δ

Calls
Pseudo strike
360.37
IV
47.9%
B/E move
5.3%
Puts
Pseudo strike
351.22
IV
44.3%
B/E move
4.0%

50Δ

Calls
Pseudo strike
355.74
IV
48.5%
B/E move
4.7%
Puts
Pseudo strike
355.53
IV
44.6%
B/E move
3.5%

55Δ

Calls
Pseudo strike
351.10
IV
48.9%
B/E move
4.0%
Puts
Pseudo strike
359.84
IV
44.8%
B/E move
2.9%

60Δ

Calls
Pseudo strike
346.27
IV
49.3%
B/E move
3.4%
Puts
Pseudo strike
364.33
IV
44.6%
B/E move
2.4%

65Δ

Calls
Pseudo strike
341.40
IV
49.7%
B/E move
2.9%
Puts
Pseudo strike
368.82
IV
44.3%
B/E move
2.0%

70Δ

Calls
Pseudo strike
336.08
IV
50.2%
B/E move
2.4%
Puts
Pseudo strike
373.67
IV
43.9%
B/E move
1.5%

75Δ

Calls
Pseudo strike
330.59
IV
50.7%
B/E move
1.9%
Puts
Pseudo strike
378.65
IV
43.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
323.92
IV
51.6%
B/E move
1.5%
Puts
Pseudo strike
383.54
IV
41.8%
B/E move
0.8%

Options history

IV · four-Friday blend44.72%
Daily EOD
SAIA44.1%48.6%53.2%2026-10-19: 50.50%2026-10-20: 50.77%2026-10-21: 50.92%2026-10-22: 51.44%2026-10-23: 52.23%2026-10-26: 52.58%2026-10-27: 51.91%2026-10-28: 52.21%2026-10-29: 45.08%2026-10-30: 44.72%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
50.50%
50.77%
50.92%
51.44%
52.23%
52.58%
51.91%
52.21%
45.08%
44.72%