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Credit Acceptance Corporation Common Stock CACC

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Market datapartial · fetched 2026-10-22T11:13:45.665Z

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 · 2026-10-21T20:00:00.276439727Z

FundamentalsAlpha Vantage · unavailable

Share price$541.25
1D+0.5%
AH$535$537$540$542$5455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCACC
Sold putSold callAH

Credit Acceptance Corporation Common Stock options

Live interpolated CACC call and put midpoint premiums by absolute delta.Credit Acceptance Corporation Common Stock$6.00$21.11$36.23$51.34$66.45$475.18$508.33$541.49$574.64$607.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CACC spot · $541.25CACC PRICE$7.87$8.85$10.06$11.60$13.60$15.95$18.82$21.86$24.90$28.63$32.99$38.69$45.83$7.63$8.58$9.94$11.97$14.56$17.70$20.84$24.21$28.43$33.81$41.55$51.83$62.10
PutsFair0.99×
CallsExpensive1.14×
SkewBullish-0.81 pp
Implied moveBearish±$39.66
TiltBearish8.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ616.4349.4%15.3%494.4342.3%10.1%
25Δ593.1441.7%11.2%509.7635.8%7.4%
30Δ577.9637.0%8.6%519.5532.6%5.8%
35Δ566.1034.0%6.7%526.5531.6%4.9%
40Δ558.3032.9%5.7%533.0331.3%4.2%
45Δ551.5832.5%4.9%539.1331.5%3.7%
50Δ545.2632.3%4.2%545.2231.8%3.1%
55Δ539.0632.1%3.6%551.4232.0%2.6%
60Δ532.8531.9%3.0%558.0232.4%2.2%
65Δ526.4132.0%2.5%565.4933.1%1.8%
70Δ519.7432.3%2.1%575.0634.6%1.4%
75Δ512.0333.0%1.8%587.0136.6%1.1%
80Δ503.0433.9%1.4%598.9538.7%0.8%

20Δ

Calls
Pseudo strike
616.43
IV
49.4%
B/E move
15.3%
Puts
Pseudo strike
494.43
IV
42.3%
B/E move
10.1%

25Δ

Calls
Pseudo strike
593.14
IV
41.7%
B/E move
11.2%
Puts
Pseudo strike
509.76
IV
35.8%
B/E move
7.4%

30Δ

Calls
Pseudo strike
577.96
IV
37.0%
B/E move
8.6%
Puts
Pseudo strike
519.55
IV
32.6%
B/E move
5.8%

35Δ

Calls
Pseudo strike
566.10
IV
34.0%
B/E move
6.7%
Puts
Pseudo strike
526.55
IV
31.6%
B/E move
4.9%

40Δ

Calls
Pseudo strike
558.30
IV
32.9%
B/E move
5.7%
Puts
Pseudo strike
533.03
IV
31.3%
B/E move
4.2%

45Δ

Calls
Pseudo strike
551.58
IV
32.5%
B/E move
4.9%
Puts
Pseudo strike
539.13
IV
31.5%
B/E move
3.7%

50Δ

Calls
Pseudo strike
545.26
IV
32.3%
B/E move
4.2%
Puts
Pseudo strike
545.22
IV
31.8%
B/E move
3.1%

55Δ

Calls
Pseudo strike
539.06
IV
32.1%
B/E move
3.6%
Puts
Pseudo strike
551.42
IV
32.0%
B/E move
2.6%

60Δ

Calls
Pseudo strike
532.85
IV
31.9%
B/E move
3.0%
Puts
Pseudo strike
558.02
IV
32.4%
B/E move
2.2%

65Δ

Calls
Pseudo strike
526.41
IV
32.0%
B/E move
2.5%
Puts
Pseudo strike
565.49
IV
33.1%
B/E move
1.8%

70Δ

Calls
Pseudo strike
519.74
IV
32.3%
B/E move
2.1%
Puts
Pseudo strike
575.06
IV
34.6%
B/E move
1.4%

75Δ

Calls
Pseudo strike
512.03
IV
33.0%
B/E move
1.8%
Puts
Pseudo strike
587.01
IV
36.6%
B/E move
1.1%

80Δ

Calls
Pseudo strike
503.04
IV
33.9%
B/E move
1.4%
Puts
Pseudo strike
598.95
IV
38.7%
B/E move
0.8%

Options history

No recorded observations