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CAE Inc. Common Shares CAE

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Market datapartial · fetched 2026-11-11T14:53:33.879Z

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 · 2026-11-11T14:51:21.617151455Z

FundamentalsAlpha Vantage · unavailable

Share price$27.43
1D-0.5%
$27.34$27.40$27.47$27.53$27.595:30 AM6:30 AM9:00 AM1:00 PMCAE
Sold putSold call

CAE Inc. Common Shares options

Live interpolated CAE call and put midpoint premiums by absolute delta.CAE Inc. Common Shares$0.94$1.43$1.92$2.42$2.91$21.63$23.71$25.80$27.89$29.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CAE spot · $27.43CAE PRICE$0.99$1.16$1.33$1.50$1.67$1.84$2.01$2.18$2.35$2.52$1.07$1.22$1.33$1.47$1.62$1.76$1.90$2.05$2.19$2.34$2.48$2.62$2.77
PutsExpensive4.00×
Calls——
Skew——
Implied moveBearish±$3.40
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.32187.2%22.5%
25Δ23.66167.7%18.2%
30Δ25.01143.4%13.7%
35Δ29.81106.1%12.3%25.50135.3%12.4%
40Δ29.33101.6%11.1%25.99127.2%11.1%
45Δ28.8497.1%10.0%26.48119.1%9.9%
50Δ28.3692.6%8.8%26.96111.0%8.6%
55Δ27.8788.1%7.7%27.45102.9%7.4%
60Δ27.3983.6%6.6%27.9494.8%6.1%
65Δ26.9079.1%5.4%28.4386.8%4.9%
70Δ26.4274.6%4.3%28.9178.7%3.6%
75Δ25.9370.0%3.1%29.4070.6%2.4%
80Δ25.4565.5%2.0%29.8962.5%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.32
IV
187.2%
B/E move
22.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.66
IV
167.7%
B/E move
18.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.01
IV
143.4%
B/E move
13.7%

35Δ

Calls
Pseudo strike
29.81
IV
106.1%
B/E move
12.3%
Puts
Pseudo strike
25.50
IV
135.3%
B/E move
12.4%

40Δ

Calls
Pseudo strike
29.33
IV
101.6%
B/E move
11.1%
Puts
Pseudo strike
25.99
IV
127.2%
B/E move
11.1%

45Δ

Calls
Pseudo strike
28.84
IV
97.1%
B/E move
10.0%
Puts
Pseudo strike
26.48
IV
119.1%
B/E move
9.9%

50Δ

Calls
Pseudo strike
28.36
IV
92.6%
B/E move
8.8%
Puts
Pseudo strike
26.96
IV
111.0%
B/E move
8.6%

55Δ

Calls
Pseudo strike
27.87
IV
88.1%
B/E move
7.7%
Puts
Pseudo strike
27.45
IV
102.9%
B/E move
7.4%

60Δ

Calls
Pseudo strike
27.39
IV
83.6%
B/E move
6.6%
Puts
Pseudo strike
27.94
IV
94.8%
B/E move
6.1%

65Δ

Calls
Pseudo strike
26.90
IV
79.1%
B/E move
5.4%
Puts
Pseudo strike
28.43
IV
86.8%
B/E move
4.9%

70Δ

Calls
Pseudo strike
26.42
IV
74.6%
B/E move
4.3%
Puts
Pseudo strike
28.91
IV
78.7%
B/E move
3.6%

75Δ

Calls
Pseudo strike
25.93
IV
70.0%
B/E move
3.1%
Puts
Pseudo strike
29.40
IV
70.6%
B/E move
2.4%

80Δ

Calls
Pseudo strike
25.45
IV
65.5%
B/E move
2.0%
Puts
Pseudo strike
29.89
IV
62.5%
B/E move
1.1%

Options history

IV · four-Friday blend45.26%
Daily close
CAE34.5%42.9%51.4%2026-08-20: 40.11%2026-08-21: 36.17%2026-08-24: 38.82%2026-08-25: 39.39%2026-08-26: 42.67%2026-08-27: 36.76%2026-08-28: 42.61%2026-08-31: 38.96%2026-09-03: 42.78%2026-09-04: 36.72%2026-09-09: 46.74%2026-09-10: 48.00%2026-09-14: 50.22%2026-09-18: 40.17%2026-09-21: 39.48%2026-09-22: 35.68%2026-09-23: 37.15%2026-09-24: 40.76%2026-09-25: 37.53%2026-09-28: 39.51%2026-09-29: 39.84%2026-09-30: 39.73%2026-10-07: 48.49%2026-10-16: 42.14%2026-10-19: 42.08%2026-10-20: 42.95%2026-10-21: 43.93%2026-10-22: 48.97%2026-10-23: 46.42%2026-10-26: 45.26%Aug 20Sep 21Oct 26
30 observations2026-08-20 — 2026-10-26
Table
DateIV (%)
40.11%
36.17%
38.82%
39.39%
42.67%
36.76%
42.61%
38.96%
42.78%
36.72%
46.74%
48.00%
50.22%
40.17%
39.48%
35.68%
37.15%
40.76%
37.53%
39.51%
39.84%
39.73%
48.49%
42.14%
42.08%
42.95%
43.93%
48.97%
46.42%
45.26%