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Cass Information Systems, Inc Common Stock CASS

i

Market dataready · fetched 2026-11-13T02:53:19.177Z

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 · 2026-11-12T21:00:00.29869347Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T02:53:18.679153+00:00

Share price$55.33
1D-0.2%
AH$54.89$55.09$55.29$55.49$55.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCASS
Sold putSold callAH

Cass Information Systems, Inc Common Stock options

Live interpolated CASS call and put midpoint premiums by absolute delta.Cass Information Systems, Inc Common Stock$1.79$2.57$3.35$4.13$4.92$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICECASS PRICE$1.88$2.19$2.50$2.81$3.13$3.44$3.75$4.06$4.38$4.69$2.50$2.50$2.50$2.50$2.50$2.50
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.72239.6%25.5%
25Δ47.65185.6%18.4%
30Δ50.44148.1%13.4%
35Δ56.6839.1%5.8%51.93127.1%10.7%
40Δ56.1039.9%5.4%53.42106.1%8.0%
45Δ55.5340.7%4.9%54.9185.1%5.3%
50Δ54.9541.4%4.4%
55Δ54.3842.2%3.9%
60Δ53.8043.0%3.4%
65Δ53.2243.7%3.0%
70Δ52.6544.5%2.5%
75Δ52.0745.3%2.0%
80Δ51.4946.1%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.72
IV
239.6%
B/E move
25.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.65
IV
185.6%
B/E move
18.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.44
IV
148.1%
B/E move
13.4%

35Δ

Calls
Pseudo strike
56.68
IV
39.1%
B/E move
5.8%
Puts
Pseudo strike
51.93
IV
127.1%
B/E move
10.7%

40Δ

Calls
Pseudo strike
56.10
IV
39.9%
B/E move
5.4%
Puts
Pseudo strike
53.42
IV
106.1%
B/E move
8.0%

45Δ

Calls
Pseudo strike
55.53
IV
40.7%
B/E move
4.9%
Puts
Pseudo strike
54.91
IV
85.1%
B/E move
5.3%

50Δ

Calls
Pseudo strike
54.95
IV
41.4%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
54.38
IV
42.2%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
53.80
IV
43.0%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
53.22
IV
43.7%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
52.65
IV
44.5%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
52.07
IV
45.3%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
51.49
IV
46.1%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend38.40%
Daily close
CASS26.4%62.5%98.6%2026-08-14: 49.38%2026-08-18: 65.64%2026-08-20: 93.58%2026-08-21: 35.45%2026-08-24: 36.07%2026-08-25: 36.77%2026-08-26: 36.79%2026-08-27: 38.41%2026-08-28: 37.57%2026-08-31: 39.01%2026-09-02: 39.47%2026-09-03: 39.74%2026-09-04: 40.40%2026-09-16: 66.09%2026-09-18: 33.60%2026-09-21: 35.49%2026-09-22: 35.25%2026-09-23: 35.10%2026-09-24: 34.31%2026-09-25: 35.21%2026-09-28: 36.86%2026-09-29: 38.71%2026-09-30: 40.90%2026-10-01: 39.95%2026-10-02: 39.27%2026-10-05: 41.03%2026-10-06: 43.27%2026-10-07: 45.89%2026-10-09: 49.55%2026-10-12: 57.67%2026-10-13: 61.25%2026-10-14: 70.52%2026-10-15: 82.63%2026-10-16: 31.37%2026-10-19: 32.31%2026-10-20: 32.56%2026-10-21: 32.97%2026-10-22: 33.90%2026-10-23: 33.61%2026-10-26: 34.04%2026-10-27: 33.01%2026-10-28: 35.11%2026-10-29: 35.70%2026-10-30: 38.40%Aug 14Sep 29Oct 30
44 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
49.38%
65.64%
93.58%
35.45%
36.07%
36.77%
36.79%
38.41%
37.57%
39.01%
39.47%
39.74%
40.40%
66.09%
33.60%
35.49%
35.25%
35.10%
34.31%
35.21%
36.86%
38.71%
40.90%
39.95%
39.27%
41.03%
43.27%
45.89%
49.55%
57.67%
61.25%
70.52%
82.63%
31.37%
32.31%
32.56%
32.97%
33.90%
33.61%
34.04%
33.01%
35.11%
35.70%
38.40%