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

i

Market dataready · fetched 2026-11-06T21:08:04.098Z

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 · 2026-11-06T21:00:00.164766758Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T21:08:03.524509+00:00

Share price$3.05
1D-4.2%
AH$2.62$2.77$2.93$3.08$3.235:30 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$0.07$0.61$1.15$1.69$2.22$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICESSP PRICE$0.38$0.43$0.48$0.13$0.15$0.18$0.21$0.24$1.95$2.01$2.07
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.30180.2%28.8%
25Δ2.45166.1%24.6%
30Δ2.61152.0%20.3%
35Δ5.61389.0%96.4%2.77138.0%16.1%
40Δ4.91364.4%75.1%2.93123.9%11.8%
45Δ4.21339.8%53.9%4.17488.8%27.4%
50Δ4.34452.3%23.5%
55Δ4.52415.8%19.7%
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.30
IV
180.2%
B/E move
28.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.45
IV
166.1%
B/E move
24.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.61
IV
152.0%
B/E move
20.3%

35Δ

Calls
Pseudo strike
5.61
IV
389.0%
B/E move
96.4%
Puts
Pseudo strike
2.77
IV
138.0%
B/E move
16.1%

40Δ

Calls
Pseudo strike
4.91
IV
364.4%
B/E move
75.1%
Puts
Pseudo strike
2.93
IV
123.9%
B/E move
11.8%

45Δ

Calls
Pseudo strike
4.21
IV
339.8%
B/E move
53.9%
Puts
Pseudo strike
4.17
IV
488.8%
B/E move
27.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.34
IV
452.3%
B/E move
23.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.52
IV
415.8%
B/E move
19.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
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%