Share price$13.35
1D+5.6%
Sold putSold callAH
Caleres Inc CAL
i
Market datapartial · fetched 2026-10-22T21:15:43.406Z
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 · 2026-10-22T20:48:14.68451305Z
FundamentalsAlpha Vantage · unavailable
Caleres Inc options
PutsExpensive1.44×
CallsFair0.99×
SkewBearish+16.89 pp
Implied moveBearish±$1.94
TiltBearish45.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.98 | 62.6% | 21.5% | 11.23 | 72.9% | 18.3% |
| 25Δ | 14.93 | 51.0% | 13.9% | 11.80 | 67.3% | 14.6% |
| 30Δ | 14.67 | 50.7% | 12.7% | 12.37 | 61.6% | 11.0% |
| 35Δ | 14.41 | 50.3% | 11.6% | 12.73 | 60.2% | 9.4% |
| 40Δ | 14.16 | 50.0% | 10.4% | 13.03 | 60.0% | 8.4% |
| 45Δ | 13.90 | 49.6% | 9.2% | 13.34 | 59.9% | 7.5% |
| 50Δ | 13.64 | 49.3% | 8.0% | 13.64 | 59.7% | 6.5% |
| 55Δ | 13.38 | 48.9% | 6.8% | 13.94 | 59.6% | 5.6% |
| 60Δ | 13.12 | 48.6% | 5.6% | 14.24 | 59.5% | 4.6% |
| 65Δ | 12.86 | 48.2% | 4.4% | 14.55 | 59.3% | 3.7% |
| 70Δ | 12.60 | 47.8% | 3.3% | 14.85 | 59.2% | 2.7% |
| 75Δ | 16.30 | 83.2% | 2.6% | |||
| 80Δ | 18.69 | 115.3% | 2.6% | |||
20Δ
- Pseudo strike
- 15.98
- IV
- 62.6%
- B/E move
- 21.5%
- Pseudo strike
- 11.23
- IV
- 72.9%
- B/E move
- 18.3%
25Δ
- Pseudo strike
- 14.93
- IV
- 51.0%
- B/E move
- 13.9%
- Pseudo strike
- 11.80
- IV
- 67.3%
- B/E move
- 14.6%
30Δ
- Pseudo strike
- 14.67
- IV
- 50.7%
- B/E move
- 12.7%
- Pseudo strike
- 12.37
- IV
- 61.6%
- B/E move
- 11.0%
35Δ
- Pseudo strike
- 14.41
- IV
- 50.3%
- B/E move
- 11.6%
- Pseudo strike
- 12.73
- IV
- 60.2%
- B/E move
- 9.4%
40Δ
- Pseudo strike
- 14.16
- IV
- 50.0%
- B/E move
- 10.4%
- Pseudo strike
- 13.03
- IV
- 60.0%
- B/E move
- 8.4%
45Δ
- Pseudo strike
- 13.90
- IV
- 49.6%
- B/E move
- 9.2%
- Pseudo strike
- 13.34
- IV
- 59.9%
- B/E move
- 7.5%
50Δ
- Pseudo strike
- 13.64
- IV
- 49.3%
- B/E move
- 8.0%
- Pseudo strike
- 13.64
- IV
- 59.7%
- B/E move
- 6.5%
55Δ
- Pseudo strike
- 13.38
- IV
- 48.9%
- B/E move
- 6.8%
- Pseudo strike
- 13.94
- IV
- 59.6%
- B/E move
- 5.6%
60Δ
- Pseudo strike
- 13.12
- IV
- 48.6%
- B/E move
- 5.6%
- Pseudo strike
- 14.24
- IV
- 59.5%
- B/E move
- 4.6%
65Δ
- Pseudo strike
- 12.86
- IV
- 48.2%
- B/E move
- 4.4%
- Pseudo strike
- 14.55
- IV
- 59.3%
- B/E move
- 3.7%
70Δ
- Pseudo strike
- 12.60
- IV
- 47.8%
- B/E move
- 3.3%
- Pseudo strike
- 14.85
- IV
- 59.2%
- B/E move
- 2.7%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 16.30
- IV
- 83.2%
- B/E move
- 2.6%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 18.69
- IV
- 115.3%
- B/E move
- 2.6%
Options history
Table
| Date | IV |
|---|---|
| 61.23% |