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Strategic Education, Inc. Common Stock STRA

CONSUMER DEFENSIVE · EDUCATION & TRAINING SERVICES
i

Market dataready · fetched 2026-11-06T21:12:31.774Z

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 · 2026-11-06T21:00:01.456246984Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T21:12:31.345155+00:00

Share price$52.20
1D-7.2%
AH$51$52$54$55$575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTRA
Sold putSold callAH

Strategic Education, Inc. Common Stock options

Live interpolated STRA call and put midpoint premiums by absolute delta.Strategic Education, Inc. Common Stock$0.46$2.00$3.54$5.08$6.62$37.75$49.99$62.24$74.48$86.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive STRA spot · $52.20STRA PRICE$0.98$1.25$1.48$1.72$1.95$2.18$2.41$2.65$2.88$3.52$4.62$0.63$0.80$0.98$1.34$1.70$2.06$2.42$2.78$3.14$3.50$4.12$5.15$6.17
PutsCheap0.52×
Calls——
Skew——
Implied moveBearish±$4.37
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.1384.2%19.0%47.7851.2%9.7%
25Δ48.8949.5%7.9%
30Δ50.0147.8%6.1%
35Δ54.8654.8%7.5%50.6648.1%5.5%
40Δ54.2152.9%6.7%51.3248.4%4.9%
45Δ53.5751.0%5.9%51.9748.6%4.4%
50Δ52.9249.1%5.1%52.6348.9%3.8%
55Δ52.2847.2%4.3%53.2949.2%3.2%
60Δ51.6345.3%3.5%53.9449.5%2.7%
65Δ50.9843.4%2.7%54.6049.8%2.1%
70Δ50.3441.5%1.9%55.4750.5%1.6%
75Δ49.4142.1%1.4%56.6651.7%1.3%
80Δ48.1845.5%1.1%57.8652.9%1.0%

20Δ

Calls
Pseudo strike
61.13
IV
84.2%
B/E move
19.0%
Puts
Pseudo strike
47.78
IV
51.2%
B/E move
9.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.89
IV
49.5%
B/E move
7.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.01
IV
47.8%
B/E move
6.1%

35Δ

Calls
Pseudo strike
54.86
IV
54.8%
B/E move
7.5%
Puts
Pseudo strike
50.66
IV
48.1%
B/E move
5.5%

40Δ

Calls
Pseudo strike
54.21
IV
52.9%
B/E move
6.7%
Puts
Pseudo strike
51.32
IV
48.4%
B/E move
4.9%

45Δ

Calls
Pseudo strike
53.57
IV
51.0%
B/E move
5.9%
Puts
Pseudo strike
51.97
IV
48.6%
B/E move
4.4%

50Δ

Calls
Pseudo strike
52.92
IV
49.1%
B/E move
5.1%
Puts
Pseudo strike
52.63
IV
48.9%
B/E move
3.8%

55Δ

Calls
Pseudo strike
52.28
IV
47.2%
B/E move
4.3%
Puts
Pseudo strike
53.29
IV
49.2%
B/E move
3.2%

60Δ

Calls
Pseudo strike
51.63
IV
45.3%
B/E move
3.5%
Puts
Pseudo strike
53.94
IV
49.5%
B/E move
2.7%

65Δ

Calls
Pseudo strike
50.98
IV
43.4%
B/E move
2.7%
Puts
Pseudo strike
54.60
IV
49.8%
B/E move
2.1%

70Δ

Calls
Pseudo strike
50.34
IV
41.5%
B/E move
1.9%
Puts
Pseudo strike
55.47
IV
50.5%
B/E move
1.6%

75Δ

Calls
Pseudo strike
49.41
IV
42.1%
B/E move
1.4%
Puts
Pseudo strike
56.66
IV
51.7%
B/E move
1.3%

80Δ

Calls
Pseudo strike
48.18
IV
45.5%
B/E move
1.1%
Puts
Pseudo strike
57.86
IV
52.9%
B/E move
1.0%

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%