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CrossAmerica Partners LP Common units representing limited partner interests CAPL

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Market datapartial · fetched 2026-10-22T05:15:08.771Z

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 · 2026-10-21T23:00:00.003504427Z

FundamentalsAlpha Vantage · unavailable

Share price$21.90
1D+2.2%
AH$21.49$21.64$21.80$21.95$22.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCAPL
Sold putSold callAH

CrossAmerica Partners LP Common units representing limited partner interests options

Live interpolated CAPL call and put midpoint premiums by absolute delta.CrossAmerica Partners LP Common units representing limited partner interests$0.03$0.92$1.82$2.71$3.60$16.46$18.60$20.74$22.88$25.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CAPL spot · $21.90CAPL PRICE$0.13$0.16$0.19$0.39$0.63$0.88$1.12$1.37$1.61$1.86$2.10$2.35$2.87$0.71$0.96$1.21$1.42$1.63$1.84$2.05$2.30$2.56$2.82$3.08$3.34
PutsExpensive1.98×
CallsCheap0.88×
SkewBearish+41.69 pp
Implied moveBearish±$3.17
TiltBearish20.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.5320.1%8.0%18.4982.3%18.8%
25Δ23.0718.5%6.1%19.1985.0%16.8%
30Δ22.6116.9%4.1%19.8987.7%14.7%
35Δ22.2919.4%3.5%20.5384.8%12.8%
40Δ22.0223.2%3.4%21.1680.8%10.8%
45Δ21.7427.0%3.3%21.7976.8%8.9%
50Δ21.4630.8%3.1%22.4272.7%7.0%
55Δ21.1934.6%3.0%22.9169.6%5.9%
60Δ20.9138.4%2.9%23.3966.5%4.9%
65Δ20.6442.2%2.7%23.8663.4%3.9%
70Δ20.3646.0%2.6%24.3360.3%3.0%
75Δ20.0949.7%2.4%24.8157.3%2.0%
80Δ19.4852.5%2.1%

20Δ

Calls
Pseudo strike
23.53
IV
20.1%
B/E move
8.0%
Puts
Pseudo strike
18.49
IV
82.3%
B/E move
18.8%

25Δ

Calls
Pseudo strike
23.07
IV
18.5%
B/E move
6.1%
Puts
Pseudo strike
19.19
IV
85.0%
B/E move
16.8%

30Δ

Calls
Pseudo strike
22.61
IV
16.9%
B/E move
4.1%
Puts
Pseudo strike
19.89
IV
87.7%
B/E move
14.7%

35Δ

Calls
Pseudo strike
22.29
IV
19.4%
B/E move
3.5%
Puts
Pseudo strike
20.53
IV
84.8%
B/E move
12.8%

40Δ

Calls
Pseudo strike
22.02
IV
23.2%
B/E move
3.4%
Puts
Pseudo strike
21.16
IV
80.8%
B/E move
10.8%

45Δ

Calls
Pseudo strike
21.74
IV
27.0%
B/E move
3.3%
Puts
Pseudo strike
21.79
IV
76.8%
B/E move
8.9%

50Δ

Calls
Pseudo strike
21.46
IV
30.8%
B/E move
3.1%
Puts
Pseudo strike
22.42
IV
72.7%
B/E move
7.0%

55Δ

Calls
Pseudo strike
21.19
IV
34.6%
B/E move
3.0%
Puts
Pseudo strike
22.91
IV
69.6%
B/E move
5.9%

60Δ

Calls
Pseudo strike
20.91
IV
38.4%
B/E move
2.9%
Puts
Pseudo strike
23.39
IV
66.5%
B/E move
4.9%

65Δ

Calls
Pseudo strike
20.64
IV
42.2%
B/E move
2.7%
Puts
Pseudo strike
23.86
IV
63.4%
B/E move
3.9%

70Δ

Calls
Pseudo strike
20.36
IV
46.0%
B/E move
2.6%
Puts
Pseudo strike
24.33
IV
60.3%
B/E move
3.0%

75Δ

Calls
Pseudo strike
20.09
IV
49.7%
B/E move
2.4%
Puts
Pseudo strike
24.81
IV
57.3%
B/E move
2.0%

80Δ

Calls
Pseudo strike
19.48
IV
52.5%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations