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Concrete Pumping Holdings, Inc. Common Stock BBCP

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Market datapartial · fetched 2026-10-22T21:59:08.765Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T21:55:22.876819071Z

FundamentalsAlpha Vantage · unavailable

Share price$9.54
1D+0.0%
AH$9.06$9.14$9.23$9.31$9.395:30 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$0.27$1.23$2.18$3.14$4.10$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEBBCP PRICE$0.38$0.38$0.38$0.38$0.38$0.40$0.47$0.54$0.62$0.69$0.76$0.83$0.91$1.29$1.79$2.29$2.79$3.82
PutsExpensive2.18×
CallsExpensive2.30×
SkewBullish-7.03 pp
Implied move——
TiltBearish80.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.98150.8%61.0%7.61115.7%24.4%
25Δ12.42109.6%34.1%7.94108.4%21.8%
30Δ11.6691.4%26.2%8.27101.1%19.1%
35Δ10.9073.1%18.2%8.5993.9%16.4%
40Δ10.1454.8%10.3%8.9286.6%13.7%
45Δ9.2579.4%11.0%
50Δ9.5872.1%8.3%
55Δ9.9164.9%5.6%
60Δ10.4068.9%4.5%
65Δ10.9577.0%4.0%
70Δ11.5085.1%3.5%
75Δ12.0593.1%2.9%
80Δ13.12109.7%2.5%

20Δ

Calls
Pseudo strike
14.98
IV
150.8%
B/E move
61.0%
Puts
Pseudo strike
7.61
IV
115.7%
B/E move
24.4%

25Δ

Calls
Pseudo strike
12.42
IV
109.6%
B/E move
34.1%
Puts
Pseudo strike
7.94
IV
108.4%
B/E move
21.8%

30Δ

Calls
Pseudo strike
11.66
IV
91.4%
B/E move
26.2%
Puts
Pseudo strike
8.27
IV
101.1%
B/E move
19.1%

35Δ

Calls
Pseudo strike
10.90
IV
73.1%
B/E move
18.2%
Puts
Pseudo strike
8.59
IV
93.9%
B/E move
16.4%

40Δ

Calls
Pseudo strike
10.14
IV
54.8%
B/E move
10.3%
Puts
Pseudo strike
8.92
IV
86.6%
B/E move
13.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.25
IV
79.4%
B/E move
11.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.58
IV
72.1%
B/E move
8.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.91
IV
64.9%
B/E move
5.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.40
IV
68.9%
B/E move
4.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.95
IV
77.0%
B/E move
4.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.50
IV
85.1%
B/E move
3.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.05
IV
93.1%
B/E move
2.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.12
IV
109.7%
B/E move
2.5%

Options history

No recorded observations