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Concrete Pumping Holdings, Inc. Common Stock BBCP

i

Market dataready · fetched 2026-11-12T00:47:14.529Z

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 · 2026-11-11T21:00:01.252394423Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-12T00:47:14.101618+00:00

Share price$10.24
1D+2.4%
AH$9.98$10.06$10.14$10.21$10.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBBCP
Sold putSold callAH

Concrete Pumping Holdings, Inc. Common Stock options

Live interpolated BBCP call and put midpoint premiums by absolute delta.Concrete Pumping Holdings, Inc. Common Stock$0.32$0.84$1.35$1.87$2.39$7.75$9.00$10.25$11.50$12.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBCP spot · $10.24BBCP PRICE$0.38$0.38$0.40$0.43$0.46$0.50$0.53$0.56$0.60$0.89$1.23$1.58$1.92$0.39$0.41$0.43$0.45$0.47$0.68$0.90$1.12$1.35$1.57$1.79$2.02$2.24
PutsExpensive2.21×
CallsExpensive2.07×
SkewBullish-1.40 pp
Implied moveBearish±$1.43
TiltBearish16.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.46252.0%54.6%7.95215.8%26.2%
25Δ13.07184.0%31.3%8.45186.1%21.5%
30Δ12.23157.1%23.4%8.96156.4%16.8%
35Δ11.87143.6%20.1%9.46126.6%12.1%
40Δ11.51130.0%16.9%9.9696.9%7.4%
45Δ11.14116.5%13.7%10.2696.9%6.4%
50Δ10.78103.0%10.5%10.5599.6%5.7%
55Δ10.4289.5%7.2%10.84102.4%5.1%
60Δ10.0676.0%4.0%11.13105.1%4.4%
65Δ9.6783.3%3.2%11.42107.8%3.8%
70Δ9.2994.5%2.8%11.71110.6%3.1%
75Δ8.90105.6%2.3%12.00113.3%2.5%
80Δ8.52116.7%1.9%12.29116.1%1.8%

20Δ

Calls
Pseudo strike
15.46
IV
252.0%
B/E move
54.6%
Puts
Pseudo strike
7.95
IV
215.8%
B/E move
26.2%

25Δ

Calls
Pseudo strike
13.07
IV
184.0%
B/E move
31.3%
Puts
Pseudo strike
8.45
IV
186.1%
B/E move
21.5%

30Δ

Calls
Pseudo strike
12.23
IV
157.1%
B/E move
23.4%
Puts
Pseudo strike
8.96
IV
156.4%
B/E move
16.8%

35Δ

Calls
Pseudo strike
11.87
IV
143.6%
B/E move
20.1%
Puts
Pseudo strike
9.46
IV
126.6%
B/E move
12.1%

40Δ

Calls
Pseudo strike
11.51
IV
130.0%
B/E move
16.9%
Puts
Pseudo strike
9.96
IV
96.9%
B/E move
7.4%

45Δ

Calls
Pseudo strike
11.14
IV
116.5%
B/E move
13.7%
Puts
Pseudo strike
10.26
IV
96.9%
B/E move
6.4%

50Δ

Calls
Pseudo strike
10.78
IV
103.0%
B/E move
10.5%
Puts
Pseudo strike
10.55
IV
99.6%
B/E move
5.7%

55Δ

Calls
Pseudo strike
10.42
IV
89.5%
B/E move
7.2%
Puts
Pseudo strike
10.84
IV
102.4%
B/E move
5.1%

60Δ

Calls
Pseudo strike
10.06
IV
76.0%
B/E move
4.0%
Puts
Pseudo strike
11.13
IV
105.1%
B/E move
4.4%

65Δ

Calls
Pseudo strike
9.67
IV
83.3%
B/E move
3.2%
Puts
Pseudo strike
11.42
IV
107.8%
B/E move
3.8%

70Δ

Calls
Pseudo strike
9.29
IV
94.5%
B/E move
2.8%
Puts
Pseudo strike
11.71
IV
110.6%
B/E move
3.1%

75Δ

Calls
Pseudo strike
8.90
IV
105.6%
B/E move
2.3%
Puts
Pseudo strike
12.00
IV
113.3%
B/E move
2.5%

80Δ

Calls
Pseudo strike
8.52
IV
116.7%
B/E move
1.9%
Puts
Pseudo strike
12.29
IV
116.1%
B/E move
1.8%

Options history

IV · four-Friday blend56.44%
Daily close
BBCP43.7%66.6%89.5%2026-09-15: 86.35%2026-09-21: 48.75%2026-09-22: 48.91%2026-09-23: 50.42%2026-09-24: 52.33%2026-09-25: 46.89%2026-09-29: 52.85%2026-09-30: 51.09%2026-10-02: 49.83%2026-10-28: 48.24%2026-10-29: 55.59%2026-10-30: 56.44%Sep 15Sep 25Oct 30
12 observations2026-09-15 — 2026-10-30
Table
DateIV (%)
86.35%
48.75%
48.91%
50.42%
52.33%
46.89%
52.85%
51.09%
49.83%
48.24%
55.59%
56.44%