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Caleres Inc CAL

i

Market dataready · fetched 2026-11-11T15:49:08.898Z

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 · 2026-11-11T15:49:03.518541908Z

FundamentalsSEC EDGAR · ready · as of 2026-08-01 · fetched 2026-11-11T15:49:08.468098+00:00

Share price$13.38
1D+0.1%
$13.22$13.29$13.37$13.45$13.525:30 AM6:30 AM9:00 AM1:00 PMCAL
Sold putSold call

Caleres Inc options

Live interpolated CAL call and put midpoint premiums by absolute delta.Caleres Inc$0.13$0.55$0.98$1.40$1.82$11.39$12.52$13.66$14.80$15.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CAL spot · $13.38CAL PRICE$0.18$0.26$0.35$0.44$0.52$0.61$0.69$0.78$0.87$0.95$1.04$1.12$1.70$0.17$0.24$0.37$0.49$0.62$0.75$0.87$1.00$1.13$1.25$1.38$1.50$1.63
PutsCheap0.92×
CallsCheap0.74×
SkewBullish-6.10 pp
Implied moveBearish±$1.57
TiltBearish9.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.9375.0%12.9%11.7991.5%13.2%
25Δ14.7174.6%11.9%12.6162.0%7.6%
30Δ14.4974.2%10.9%12.8162.6%7.0%
35Δ14.2773.8%9.9%13.0263.3%6.4%
40Δ14.0573.4%8.9%13.2263.9%5.8%
45Δ13.8373.0%7.9%13.4264.5%5.3%
50Δ13.6172.6%6.9%13.6365.2%4.7%
55Δ13.3972.2%5.9%13.8365.8%4.1%
60Δ13.1771.8%4.9%14.0366.5%3.5%
65Δ12.9571.4%3.9%14.2467.1%3.0%
70Δ12.7271.0%2.9%14.4467.7%2.4%
75Δ12.5070.6%1.9%14.6468.4%1.8%
80Δ11.8882.7%1.5%14.8569.0%1.2%

20Δ

Calls
Pseudo strike
14.93
IV
75.0%
B/E move
12.9%
Puts
Pseudo strike
11.79
IV
91.5%
B/E move
13.2%

25Δ

Calls
Pseudo strike
14.71
IV
74.6%
B/E move
11.9%
Puts
Pseudo strike
12.61
IV
62.0%
B/E move
7.6%

30Δ

Calls
Pseudo strike
14.49
IV
74.2%
B/E move
10.9%
Puts
Pseudo strike
12.81
IV
62.6%
B/E move
7.0%

35Δ

Calls
Pseudo strike
14.27
IV
73.8%
B/E move
9.9%
Puts
Pseudo strike
13.02
IV
63.3%
B/E move
6.4%

40Δ

Calls
Pseudo strike
14.05
IV
73.4%
B/E move
8.9%
Puts
Pseudo strike
13.22
IV
63.9%
B/E move
5.8%

45Δ

Calls
Pseudo strike
13.83
IV
73.0%
B/E move
7.9%
Puts
Pseudo strike
13.42
IV
64.5%
B/E move
5.3%

50Δ

Calls
Pseudo strike
13.61
IV
72.6%
B/E move
6.9%
Puts
Pseudo strike
13.63
IV
65.2%
B/E move
4.7%

55Δ

Calls
Pseudo strike
13.39
IV
72.2%
B/E move
5.9%
Puts
Pseudo strike
13.83
IV
65.8%
B/E move
4.1%

60Δ

Calls
Pseudo strike
13.17
IV
71.8%
B/E move
4.9%
Puts
Pseudo strike
14.03
IV
66.5%
B/E move
3.5%

65Δ

Calls
Pseudo strike
12.95
IV
71.4%
B/E move
3.9%
Puts
Pseudo strike
14.24
IV
67.1%
B/E move
3.0%

70Δ

Calls
Pseudo strike
12.72
IV
71.0%
B/E move
2.9%
Puts
Pseudo strike
14.44
IV
67.7%
B/E move
2.4%

75Δ

Calls
Pseudo strike
12.50
IV
70.6%
B/E move
1.9%
Puts
Pseudo strike
14.64
IV
68.4%
B/E move
1.8%

80Δ

Calls
Pseudo strike
11.88
IV
82.7%
B/E move
1.5%
Puts
Pseudo strike
14.85
IV
69.0%
B/E move
1.2%

Options history

IV · four-Friday blend61.32%
Daily close
CAL59.5%70.5%81.6%2026-08-21: 69.97%2026-08-24: 69.08%2026-08-25: 74.87%2026-08-26: 73.84%2026-08-27: 75.25%2026-08-28: 76.31%2026-08-31: 76.79%2026-09-01: 79.51%2026-09-02: 74.91%2026-09-03: 77.91%2026-09-04: 76.96%2026-09-08: 80.06%2026-09-09: 67.97%2026-09-11: 65.32%2026-09-14: 67.84%2026-09-18: 63.63%2026-09-22: 62.99%2026-09-23: 61.22%2026-09-24: 62.45%2026-09-25: 62.87%2026-09-28: 63.00%2026-09-29: 63.91%2026-09-30: 63.95%2026-10-01: 62.92%2026-10-05: 64.46%2026-10-13: 68.05%2026-10-16: 62.00%2026-10-19: 61.46%2026-10-20: 61.22%2026-10-22: 60.98%2026-10-23: 63.78%2026-10-26: 62.93%2026-10-27: 63.14%2026-10-28: 63.00%2026-10-30: 61.32%Aug 21Sep 23Oct 30
35 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
69.97%
69.08%
74.87%
73.84%
75.25%
76.31%
76.79%
79.51%
74.91%
77.91%
76.96%
80.06%
67.97%
65.32%
67.84%
63.63%
62.99%
61.22%
62.45%
62.87%
63.00%
63.91%
63.95%
62.92%
64.46%
68.05%
62.00%
61.46%
61.22%
60.98%
63.78%
62.93%
63.14%
63.00%
61.32%