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Saia, Inc. Common Stock SAIA

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Market dataready · fetched 2026-11-06T19:44:16.424Z

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 · 2026-11-06T19:44:10.170326606Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T19:44:15.262293+00:00

Share price$329.66
1D-0.1%
$327$329$331$333$3365:30 AM6:30 AM9:00 AM1:00 PMSAIA
Sold putSold call

Saia, Inc. Common Stock options

Live interpolated SAIA call and put midpoint premiums by absolute delta.Saia, Inc. Common Stock$2.71$10.42$18.13$25.85$33.56$280.67$304.88$329.10$353.31$377.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SAIA spot · $329.66SAIA PRICE$3.58$4.73$5.88$7.02$8.28$10.14$12.01$14.04$16.19$18.39$21.02$23.66$27.81$3.54$4.76$6.11$7.48$9.32$11.17$13.28$15.78$18.28$20.95$23.63$27.16$31.34
PutsCheap0.77×
CallsCheap0.80×
SkewBullish-0.50 pp
Implied moveBearish±$25.29
TiltBearish5.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ360.8946.9%10.6%306.9946.1%8.0%
25Δ355.4647.0%9.3%311.5846.7%6.9%
30Δ350.0447.0%8.0%315.8246.7%6.1%
35Δ344.6147.0%6.7%320.0546.7%5.2%
40Δ339.4247.2%5.5%323.9047.1%4.6%
45Δ335.5348.1%4.9%327.7447.6%4.0%
50Δ331.6549.0%4.2%331.6948.1%3.4%
55Δ327.6849.3%3.7%335.7848.6%2.9%
60Δ323.6649.2%3.1%339.8849.1%2.4%
65Δ319.6349.0%2.5%344.0348.3%2.0%
70Δ315.4848.3%2.1%348.1947.4%1.5%
75Δ311.3347.6%1.6%352.9846.9%1.2%
80Δ305.9746.9%1.3%358.2846.7%0.8%

20Δ

Calls
Pseudo strike
360.89
IV
46.9%
B/E move
10.6%
Puts
Pseudo strike
306.99
IV
46.1%
B/E move
8.0%

25Δ

Calls
Pseudo strike
355.46
IV
47.0%
B/E move
9.3%
Puts
Pseudo strike
311.58
IV
46.7%
B/E move
6.9%

30Δ

Calls
Pseudo strike
350.04
IV
47.0%
B/E move
8.0%
Puts
Pseudo strike
315.82
IV
46.7%
B/E move
6.1%

35Δ

Calls
Pseudo strike
344.61
IV
47.0%
B/E move
6.7%
Puts
Pseudo strike
320.05
IV
46.7%
B/E move
5.2%

40Δ

Calls
Pseudo strike
339.42
IV
47.2%
B/E move
5.5%
Puts
Pseudo strike
323.90
IV
47.1%
B/E move
4.6%

45Δ

Calls
Pseudo strike
335.53
IV
48.1%
B/E move
4.9%
Puts
Pseudo strike
327.74
IV
47.6%
B/E move
4.0%

50Δ

Calls
Pseudo strike
331.65
IV
49.0%
B/E move
4.2%
Puts
Pseudo strike
331.69
IV
48.1%
B/E move
3.4%

55Δ

Calls
Pseudo strike
327.68
IV
49.3%
B/E move
3.7%
Puts
Pseudo strike
335.78
IV
48.6%
B/E move
2.9%

60Δ

Calls
Pseudo strike
323.66
IV
49.2%
B/E move
3.1%
Puts
Pseudo strike
339.88
IV
49.1%
B/E move
2.4%

65Δ

Calls
Pseudo strike
319.63
IV
49.0%
B/E move
2.5%
Puts
Pseudo strike
344.03
IV
48.3%
B/E move
2.0%

70Δ

Calls
Pseudo strike
315.48
IV
48.3%
B/E move
2.1%
Puts
Pseudo strike
348.19
IV
47.4%
B/E move
1.5%

75Δ

Calls
Pseudo strike
311.33
IV
47.6%
B/E move
1.6%
Puts
Pseudo strike
352.98
IV
46.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
305.97
IV
46.9%
B/E move
1.3%
Puts
Pseudo strike
358.28
IV
46.7%
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%