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Caleres Inc CAL

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Market datapartial · fetched 2026-10-22T16:03:07.131Z

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 · 2026-10-22T16:03:04.258463774Z

FundamentalsAlpha Vantage · unavailable

Share price$13.20
1D+4.5%
$12.59$12.76$12.93$13.09$13.265:30 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$0.04$1.44$2.83$4.23$5.63$10.31$11.64$12.97$14.30$15.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CAL spot · $13.20CAL PRICE$0.19$0.29$0.39$0.49$0.59$0.69$0.79$0.88$0.98$1.08$0.33$0.41$0.49$0.60$0.76$0.93$1.10$1.26$1.43$1.59$1.76$1.93$5.22
PutsExpensive1.30×
CallsCheap0.94×
SkewBearish+15.22 pp
Implied moveBearish±$1.88
TiltBearish47.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.9647.2%14.8%11.1073.1%18.4%
25Δ14.7047.5%13.6%11.6168.4%15.1%
30Δ14.4547.8%12.4%12.1363.8%11.8%
35Δ14.2048.1%11.3%12.5860.2%9.2%
40Δ13.9448.4%10.1%12.8759.4%8.3%
45Δ13.6948.7%8.9%13.1558.7%7.4%
50Δ13.4349.0%7.7%13.4457.9%6.5%
55Δ13.1849.3%6.6%13.7357.2%5.6%
60Δ12.9349.6%5.4%14.0156.4%4.7%
65Δ12.6749.8%4.2%14.3055.7%3.7%
70Δ14.5955.0%2.8%
75Δ14.8754.2%1.9%
80Δ18.08108.9%2.6%

20Δ

Calls
Pseudo strike
14.96
IV
47.2%
B/E move
14.8%
Puts
Pseudo strike
11.10
IV
73.1%
B/E move
18.4%

25Δ

Calls
Pseudo strike
14.70
IV
47.5%
B/E move
13.6%
Puts
Pseudo strike
11.61
IV
68.4%
B/E move
15.1%

30Δ

Calls
Pseudo strike
14.45
IV
47.8%
B/E move
12.4%
Puts
Pseudo strike
12.13
IV
63.8%
B/E move
11.8%

35Δ

Calls
Pseudo strike
14.20
IV
48.1%
B/E move
11.3%
Puts
Pseudo strike
12.58
IV
60.2%
B/E move
9.2%

40Δ

Calls
Pseudo strike
13.94
IV
48.4%
B/E move
10.1%
Puts
Pseudo strike
12.87
IV
59.4%
B/E move
8.3%

45Δ

Calls
Pseudo strike
13.69
IV
48.7%
B/E move
8.9%
Puts
Pseudo strike
13.15
IV
58.7%
B/E move
7.4%

50Δ

Calls
Pseudo strike
13.43
IV
49.0%
B/E move
7.7%
Puts
Pseudo strike
13.44
IV
57.9%
B/E move
6.5%

55Δ

Calls
Pseudo strike
13.18
IV
49.3%
B/E move
6.6%
Puts
Pseudo strike
13.73
IV
57.2%
B/E move
5.6%

60Δ

Calls
Pseudo strike
12.93
IV
49.6%
B/E move
5.4%
Puts
Pseudo strike
14.01
IV
56.4%
B/E move
4.7%

65Δ

Calls
Pseudo strike
12.67
IV
49.8%
B/E move
4.2%
Puts
Pseudo strike
14.30
IV
55.7%
B/E move
3.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.59
IV
55.0%
B/E move
2.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.87
IV
54.2%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.08
IV
108.9%
B/E move
2.6%

Options history

CAL61.1761.2361.302026-10-20: 61.23%Oct 20Oct 20
Table
DateIV
61.23%