Share price$559.49
1D+3.5%
Sold putSold call
Credit Acceptance Corporation Common Stock CACC
i
Market datapartial · fetched 2026-10-22T18:43:59.044Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T18:42:12.697988078Z
FundamentalsAlpha Vantage · unavailable
Credit Acceptance Corporation Common Stock options
PutsExpensive1.06×
CallsExpensive1.14×
SkewBullish-1.05 pp
Implied moveBearish±$42.42
TiltBearish10.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 653.81 | 54.5% | 18.4% | |||
| 25Δ | 612.04 | 41.8% | 11.1% | 527.21 | 35.3% | 7.3% |
| 30Δ | 597.70 | 38.2% | 8.8% | 535.82 | 33.8% | 6.2% |
| 35Δ | 588.80 | 36.9% | 7.6% | 543.32 | 33.0% | 5.2% |
| 40Δ | 579.90 | 35.7% | 6.4% | 550.71 | 32.3% | 4.3% |
| 45Δ | 571.00 | 34.5% | 5.2% | 557.16 | 32.8% | 3.8% |
| 50Δ | 563.88 | 33.8% | 4.4% | 563.78 | 33.2% | 3.2% |
| 55Δ | 557.11 | 33.3% | 3.7% | 570.67 | 33.8% | 2.7% |
| 60Δ | 550.51 | 33.1% | 3.1% | 579.29 | 34.8% | 2.3% |
| 65Δ | 543.54 | 33.0% | 2.7% | 587.90 | 35.8% | 1.9% |
| 70Δ | 536.53 | 33.0% | 2.2% | 596.52 | 36.8% | 1.6% |
| 75Δ | 529.42 | 32.9% | 1.7% | 608.23 | 39.0% | 1.2% |
| 80Δ | 520.96 | 33.2% | 1.4% | 631.78 | 44.2% | 0.9% |
20Δ
- Pseudo strike
- 653.81
- IV
- 54.5%
- B/E move
- 18.4%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 612.04
- IV
- 41.8%
- B/E move
- 11.1%
- Pseudo strike
- 527.21
- IV
- 35.3%
- B/E move
- 7.3%
30Δ
- Pseudo strike
- 597.70
- IV
- 38.2%
- B/E move
- 8.8%
- Pseudo strike
- 535.82
- IV
- 33.8%
- B/E move
- 6.2%
35Δ
- Pseudo strike
- 588.80
- IV
- 36.9%
- B/E move
- 7.6%
- Pseudo strike
- 543.32
- IV
- 33.0%
- B/E move
- 5.2%
40Δ
- Pseudo strike
- 579.90
- IV
- 35.7%
- B/E move
- 6.4%
- Pseudo strike
- 550.71
- IV
- 32.3%
- B/E move
- 4.3%
45Δ
- Pseudo strike
- 571.00
- IV
- 34.5%
- B/E move
- 5.2%
- Pseudo strike
- 557.16
- IV
- 32.8%
- B/E move
- 3.8%
50Δ
- Pseudo strike
- 563.88
- IV
- 33.8%
- B/E move
- 4.4%
- Pseudo strike
- 563.78
- IV
- 33.2%
- B/E move
- 3.2%
55Δ
- Pseudo strike
- 557.11
- IV
- 33.3%
- B/E move
- 3.7%
- Pseudo strike
- 570.67
- IV
- 33.8%
- B/E move
- 2.7%
60Δ
- Pseudo strike
- 550.51
- IV
- 33.1%
- B/E move
- 3.1%
- Pseudo strike
- 579.29
- IV
- 34.8%
- B/E move
- 2.3%
65Δ
- Pseudo strike
- 543.54
- IV
- 33.0%
- B/E move
- 2.7%
- Pseudo strike
- 587.90
- IV
- 35.8%
- B/E move
- 1.9%
70Δ
- Pseudo strike
- 536.53
- IV
- 33.0%
- B/E move
- 2.2%
- Pseudo strike
- 596.52
- IV
- 36.8%
- B/E move
- 1.6%
75Δ
- Pseudo strike
- 529.42
- IV
- 32.9%
- B/E move
- 1.7%
- Pseudo strike
- 608.23
- IV
- 39.0%
- B/E move
- 1.2%
80Δ
- Pseudo strike
- 520.96
- IV
- 33.2%
- B/E move
- 1.4%
- Pseudo strike
- 631.78
- IV
- 44.2%
- B/E move
- 0.9%
Options history
No recorded observations