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E.W. Scripps Company (The) Class A Common Stock SSP

i

Market dataready · fetched 2026-11-03T22:02:59.561Z

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 · 2026-11-03T21:00:00.262187399Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-03T22:02:59.134898+00:00

Share price$2.69
1D+0.2%
AH$2.66$2.69$2.72$2.74$2.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSSP
Sold putSold callAH

E.W. Scripps Company (The) Class A Common Stock options

Live interpolated SSP call and put midpoint premiums by absolute delta.E.W. Scripps Company (The) Class A Common Stock$0.12$0.61$1.09$1.57$2.05$1.75$2.20$2.64$3.08$3.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SSP spot · $2.69SSP PRICE$0.24$0.29$0.35$0.40$0.45$0.50$0.56$0.61$0.18$0.27$0.35$0.44$0.53$0.62$0.72$0.89$1.06$1.22$1.39$1.91
Puts——
Calls——
Skew——
Implied moveBearish±$1.01
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.05205.6%30.4%
25Δ2.21208.2%27.7%
30Δ2.37210.8%25.0%
35Δ2.53213.4%22.3%
40Δ2.69216.0%19.6%
45Δ2.93133.9%17.6%2.86218.7%16.9%
50Δ2.82131.8%15.9%3.02221.0%14.3%
55Δ2.72129.6%14.1%3.24220.7%12.5%
60Δ2.62127.4%12.3%3.46220.5%10.7%
65Δ2.52125.3%10.5%3.68220.3%8.8%
70Δ2.42123.1%8.7%3.89220.1%7.0%
75Δ2.32120.9%7.0%4.44241.4%5.7%
80Δ2.22118.7%5.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.05
IV
205.6%
B/E move
30.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.21
IV
208.2%
B/E move
27.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.37
IV
210.8%
B/E move
25.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.53
IV
213.4%
B/E move
22.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.69
IV
216.0%
B/E move
19.6%

45Δ

Calls
Pseudo strike
2.93
IV
133.9%
B/E move
17.6%
Puts
Pseudo strike
2.86
IV
218.7%
B/E move
16.9%

50Δ

Calls
Pseudo strike
2.82
IV
131.8%
B/E move
15.9%
Puts
Pseudo strike
3.02
IV
221.0%
B/E move
14.3%

55Δ

Calls
Pseudo strike
2.72
IV
129.6%
B/E move
14.1%
Puts
Pseudo strike
3.24
IV
220.7%
B/E move
12.5%

60Δ

Calls
Pseudo strike
2.62
IV
127.4%
B/E move
12.3%
Puts
Pseudo strike
3.46
IV
220.5%
B/E move
10.7%

65Δ

Calls
Pseudo strike
2.52
IV
125.3%
B/E move
10.5%
Puts
Pseudo strike
3.68
IV
220.3%
B/E move
8.8%

70Δ

Calls
Pseudo strike
2.42
IV
123.1%
B/E move
8.7%
Puts
Pseudo strike
3.89
IV
220.1%
B/E move
7.0%

75Δ

Calls
Pseudo strike
2.32
IV
120.9%
B/E move
7.0%
Puts
Pseudo strike
4.44
IV
241.4%
B/E move
5.7%

80Δ

Calls
Pseudo strike
2.22
IV
118.7%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend128.04%
Daily EOD
SSP119.1%123.9%128.7%2026-10-22: 124.22%2026-10-27: 119.80%2026-10-30: 128.04%Oct 22Oct 27Oct 30
3 observations2026-10-22 — 2026-10-30
Table
DateIV (%)
124.22%
119.80%
128.04%