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Strategic Education, Inc. Common Stock STRA

i

Market dataready · fetched 2026-11-03T14:44:04.722Z

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 · 2026-11-03T14:43:43.000369828Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-03T14:44:04.080434+00:00

Share price$72.57
1D+0.2%
$72.35$72.42$72.48$72.54$72.615:30 AM6:30 AM9:00 AM1:00 PMSTRA
Sold putSold call

Strategic Education, Inc. Common Stock options

Live interpolated STRA call and put midpoint premiums by absolute delta.Strategic Education, Inc. Common Stock$0.65$3.05$5.45$7.85$10.25$60.51$66.64$72.78$78.91$85.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STRA spot · $72.57STRA PRICE$0.91$1.23$1.61$1.99$2.38$2.87$3.47$4.07$4.67$5.37$6.52$7.67$8.82$1.24$1.67$2.10$2.53$3.09$3.71$4.32$4.94$5.71$6.54$7.38$8.22$9.56
PutsExpensive1.34×
CallsExpensive1.77×
SkewBearish+3.08 pp
Implied moveBearish±$7.80
TiltBearish8.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.8653.6%12.7%65.1365.9%12.0%
25Δ79.3254.3%11.0%66.6164.9%10.5%
30Δ78.0754.9%9.8%68.1064.0%9.1%
35Δ76.8255.5%8.6%69.5863.1%7.6%
40Δ75.5756.2%7.4%70.8862.6%6.6%
45Δ74.3856.8%6.5%72.1262.2%5.7%
50Δ73.2357.5%5.7%73.3561.9%4.9%
55Δ72.0858.2%4.9%74.5861.5%4.0%
60Δ70.9358.9%4.2%75.8460.7%3.4%
65Δ69.7059.9%3.5%77.1159.5%2.8%
70Δ68.1761.9%2.9%78.3958.4%2.2%
75Δ66.6464.0%2.4%79.6657.2%1.6%
80Δ65.1166.1%1.9%81.3256.1%1.1%

20Δ

Calls
Pseudo strike
80.86
IV
53.6%
B/E move
12.7%
Puts
Pseudo strike
65.13
IV
65.9%
B/E move
12.0%

25Δ

Calls
Pseudo strike
79.32
IV
54.3%
B/E move
11.0%
Puts
Pseudo strike
66.61
IV
64.9%
B/E move
10.5%

30Δ

Calls
Pseudo strike
78.07
IV
54.9%
B/E move
9.8%
Puts
Pseudo strike
68.10
IV
64.0%
B/E move
9.1%

35Δ

Calls
Pseudo strike
76.82
IV
55.5%
B/E move
8.6%
Puts
Pseudo strike
69.58
IV
63.1%
B/E move
7.6%

40Δ

Calls
Pseudo strike
75.57
IV
56.2%
B/E move
7.4%
Puts
Pseudo strike
70.88
IV
62.6%
B/E move
6.6%

45Δ

Calls
Pseudo strike
74.38
IV
56.8%
B/E move
6.5%
Puts
Pseudo strike
72.12
IV
62.2%
B/E move
5.7%

50Δ

Calls
Pseudo strike
73.23
IV
57.5%
B/E move
5.7%
Puts
Pseudo strike
73.35
IV
61.9%
B/E move
4.9%

55Δ

Calls
Pseudo strike
72.08
IV
58.2%
B/E move
4.9%
Puts
Pseudo strike
74.58
IV
61.5%
B/E move
4.0%

60Δ

Calls
Pseudo strike
70.93
IV
58.9%
B/E move
4.2%
Puts
Pseudo strike
75.84
IV
60.7%
B/E move
3.4%

65Δ

Calls
Pseudo strike
69.70
IV
59.9%
B/E move
3.5%
Puts
Pseudo strike
77.11
IV
59.5%
B/E move
2.8%

70Δ

Calls
Pseudo strike
68.17
IV
61.9%
B/E move
2.9%
Puts
Pseudo strike
78.39
IV
58.4%
B/E move
2.2%

75Δ

Calls
Pseudo strike
66.64
IV
64.0%
B/E move
2.4%
Puts
Pseudo strike
79.66
IV
57.2%
B/E move
1.6%

80Δ

Calls
Pseudo strike
65.11
IV
66.1%
B/E move
1.9%
Puts
Pseudo strike
81.32
IV
56.1%
B/E move
1.1%

Options history

IV · four-Friday blend40.56%
Daily EOD
STRA35.1%38.0%41.0%2026-10-19: 35.49%2026-10-20: 36.34%2026-10-21: 36.45%2026-10-22: 37.18%2026-10-23: 37.60%2026-10-26: 38.13%2026-10-27: 38.35%2026-10-28: 38.70%2026-10-29: 39.01%2026-10-30: 40.56%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
35.49%
36.34%
36.45%
37.18%
37.60%
38.13%
38.35%
38.70%
39.01%
40.56%