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Credit Acceptance Corporation Common Stock CACC

i

Market dataready · fetched 2026-11-11T14:57:22.591Z

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 · 2026-11-11T14:54:23.042608795Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:57:20.647893+00:00

Share price$515.03
1D-0.1%
$513.42$514.08$514.73$515.38$516.045:30 AM6:30 AM9:00 AM1:00 PMCACC
Sold putSold call

Credit Acceptance Corporation Common Stock options

Live interpolated CACC call and put midpoint premiums by absolute delta.Credit Acceptance Corporation Common Stock$6.72$18.24$29.77$41.29$52.82$451.60$487.51$523.43$559.34$595.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CACC spot · $515.03CACC PRICE$8.43$9.52$10.97$12.85$15.22$17.92$21.21$24.89$29.78$37.32$49.50$7.96$8.66$9.51$10.73$12.52$14.53$16.91$19.56$22.58$26.48$31.42$36.37$42.31
PutsFair0.99×
Calls——
Skew——
Implied moveBearish±$32.14
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ461.5585.9%11.9%
25Δ478.9270.8%8.7%
30Δ543.9658.0%7.3%492.9459.0%6.1%
35Δ534.8652.7%5.7%500.7553.7%4.9%
40Δ527.5049.6%4.6%506.5051.7%4.1%
45Δ522.1448.9%3.9%511.9950.3%3.4%
50Δ517.0049.0%3.3%517.0549.6%2.9%
55Δ511.9949.8%2.9%522.1449.2%2.4%
60Δ506.6451.0%2.5%527.2548.9%2.0%
65Δ501.0752.3%2.1%533.0049.0%1.7%
70Δ494.5054.4%1.8%539.5149.6%1.3%
75Δ485.4458.4%1.5%546.0150.2%1.0%
80Δ471.9465.6%1.2%553.4350.9%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
461.55
IV
85.9%
B/E move
11.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
478.92
IV
70.8%
B/E move
8.7%

30Δ

Calls
Pseudo strike
543.96
IV
58.0%
B/E move
7.3%
Puts
Pseudo strike
492.94
IV
59.0%
B/E move
6.1%

35Δ

Calls
Pseudo strike
534.86
IV
52.7%
B/E move
5.7%
Puts
Pseudo strike
500.75
IV
53.7%
B/E move
4.9%

40Δ

Calls
Pseudo strike
527.50
IV
49.6%
B/E move
4.6%
Puts
Pseudo strike
506.50
IV
51.7%
B/E move
4.1%

45Δ

Calls
Pseudo strike
522.14
IV
48.9%
B/E move
3.9%
Puts
Pseudo strike
511.99
IV
50.3%
B/E move
3.4%

50Δ

Calls
Pseudo strike
517.00
IV
49.0%
B/E move
3.3%
Puts
Pseudo strike
517.05
IV
49.6%
B/E move
2.9%

55Δ

Calls
Pseudo strike
511.99
IV
49.8%
B/E move
2.9%
Puts
Pseudo strike
522.14
IV
49.2%
B/E move
2.4%

60Δ

Calls
Pseudo strike
506.64
IV
51.0%
B/E move
2.5%
Puts
Pseudo strike
527.25
IV
48.9%
B/E move
2.0%

65Δ

Calls
Pseudo strike
501.07
IV
52.3%
B/E move
2.1%
Puts
Pseudo strike
533.00
IV
49.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
494.50
IV
54.4%
B/E move
1.8%
Puts
Pseudo strike
539.51
IV
49.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
485.44
IV
58.4%
B/E move
1.5%
Puts
Pseudo strike
546.01
IV
50.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
471.94
IV
65.6%
B/E move
1.2%
Puts
Pseudo strike
553.43
IV
50.9%
B/E move
0.8%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations