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CAE Inc. Common Shares CAE

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-10-22T07:29:11.224Z

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 · 2026-10-21T20:00:01.160132307Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T07:29:08.492954+00:00

Share price$24.46
1D+0.9%
AH$24.21$24.35$24.49$24.62$24.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCAE
Sold putSold callAH

CAE Inc. Common Shares options

Live interpolated CAE call and put midpoint premiums by absolute delta.CAE Inc. Common Shares$0.94$1.92$2.91$3.89$4.88$18.95$21.95$24.96$27.96$30.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CAE spot · $24.46CAE PRICE$1.07$1.11$1.22$1.33$1.45$1.58$1.89$2.19$2.50$2.81$3.45$4.24$1.04$1.14$1.21$1.25$1.28$1.32$1.35$1.47$2.10$2.72$3.35$3.97$4.59
PutsExpensive1.59×
CallsExpensive1.96×
SkewBullish-14.24 pp
Implied moveBullish±$2.93
TiltBearish3.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.62115.1%24.1%
25Δ33.41123.9%41.0%21.0297.7%18.7%
30Δ29.6697.1%25.8%22.2981.4%13.8%
35Δ28.4788.4%21.4%22.9571.9%11.3%
40Δ27.2879.7%17.0%23.4863.8%9.3%
45Δ26.0871.0%12.5%24.0255.7%7.2%
50Δ24.9563.1%8.4%24.5547.5%5.1%
55Δ24.3863.4%7.4%25.1141.0%3.3%
60Δ23.8163.7%6.3%25.8443.2%2.9%
65Δ23.2464.0%5.2%26.5745.5%2.5%
70Δ22.6764.3%4.2%27.3047.7%2.0%
75Δ21.8468.3%3.4%28.0449.9%1.6%
80Δ20.9073.8%2.8%28.7752.1%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.62
IV
115.1%
B/E move
24.1%

25Δ

Calls
Pseudo strike
33.41
IV
123.9%
B/E move
41.0%
Puts
Pseudo strike
21.02
IV
97.7%
B/E move
18.7%

30Δ

Calls
Pseudo strike
29.66
IV
97.1%
B/E move
25.8%
Puts
Pseudo strike
22.29
IV
81.4%
B/E move
13.8%

35Δ

Calls
Pseudo strike
28.47
IV
88.4%
B/E move
21.4%
Puts
Pseudo strike
22.95
IV
71.9%
B/E move
11.3%

40Δ

Calls
Pseudo strike
27.28
IV
79.7%
B/E move
17.0%
Puts
Pseudo strike
23.48
IV
63.8%
B/E move
9.3%

45Δ

Calls
Pseudo strike
26.08
IV
71.0%
B/E move
12.5%
Puts
Pseudo strike
24.02
IV
55.7%
B/E move
7.2%

50Δ

Calls
Pseudo strike
24.95
IV
63.1%
B/E move
8.4%
Puts
Pseudo strike
24.55
IV
47.5%
B/E move
5.1%

55Δ

Calls
Pseudo strike
24.38
IV
63.4%
B/E move
7.4%
Puts
Pseudo strike
25.11
IV
41.0%
B/E move
3.3%

60Δ

Calls
Pseudo strike
23.81
IV
63.7%
B/E move
6.3%
Puts
Pseudo strike
25.84
IV
43.2%
B/E move
2.9%

65Δ

Calls
Pseudo strike
23.24
IV
64.0%
B/E move
5.2%
Puts
Pseudo strike
26.57
IV
45.5%
B/E move
2.5%

70Δ

Calls
Pseudo strike
22.67
IV
64.3%
B/E move
4.2%
Puts
Pseudo strike
27.30
IV
47.7%
B/E move
2.0%

75Δ

Calls
Pseudo strike
21.84
IV
68.3%
B/E move
3.4%
Puts
Pseudo strike
28.04
IV
49.9%
B/E move
1.6%

80Δ

Calls
Pseudo strike
20.90
IV
73.8%
B/E move
2.8%
Puts
Pseudo strike
28.77
IV
52.1%
B/E move
1.2%

Options history

No recorded observations