IntraAlpha
Create free account Start free

Cass Information Systems, Inc Common Stock CASS

i

Market datapartial · fetched 2026-10-23T20:12:58.235Z

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 · 2026-10-23T20:00:36.37791419Z

FundamentalsAlpha Vantage · unavailable

Share price$54.34
1D-2.6%
AH$53.75$54.70$55.64$56.59$57.545:30 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$2.07$6.02$9.97$13.92$17.87$42.80$48.57$54.34$60.11$65.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CASS spot · $54.34CASS PRICE$2.50$2.50$2.50$2.51$2.53$2.57$3.03$3.49$3.94$4.40$4.86$5.57$2.50$2.50$2.50$2.50$2.50$2.50$2.50$4.36$6.83$9.31$11.78$14.26$16.73
PutsExpensive1.88×
CallsExpensive2.30×
SkewNeutral+0.02 pp
Implied moveBalanced±$5.07
TiltBearish33.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.03126.8%25.4%
25Δ74.70132.2%42.1%46.8199.3%18.5%
30Δ65.67100.4%25.4%49.8077.9%12.9%
35Δ61.0179.8%16.9%51.1267.7%10.5%
40Δ58.5967.1%12.4%52.3158.4%8.3%
45Δ56.7456.4%9.1%53.5149.1%6.1%
50Δ54.9646.2%5.9%54.7039.7%3.9%
55Δ54.1145.3%5.2%57.0239.8%3.1%
60Δ53.2744.4%4.4%59.7142.9%2.7%
65Δ52.4243.5%3.7%62.4046.0%2.3%
70Δ51.5742.6%3.0%65.0949.1%1.9%
75Δ50.7341.7%2.3%67.7852.2%1.5%
80Δ49.6642.2%1.6%70.4755.3%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.03
IV
126.8%
B/E move
25.4%

25Δ

Calls
Pseudo strike
74.70
IV
132.2%
B/E move
42.1%
Puts
Pseudo strike
46.81
IV
99.3%
B/E move
18.5%

30Δ

Calls
Pseudo strike
65.67
IV
100.4%
B/E move
25.4%
Puts
Pseudo strike
49.80
IV
77.9%
B/E move
12.9%

35Δ

Calls
Pseudo strike
61.01
IV
79.8%
B/E move
16.9%
Puts
Pseudo strike
51.12
IV
67.7%
B/E move
10.5%

40Δ

Calls
Pseudo strike
58.59
IV
67.1%
B/E move
12.4%
Puts
Pseudo strike
52.31
IV
58.4%
B/E move
8.3%

45Δ

Calls
Pseudo strike
56.74
IV
56.4%
B/E move
9.1%
Puts
Pseudo strike
53.51
IV
49.1%
B/E move
6.1%

50Δ

Calls
Pseudo strike
54.96
IV
46.2%
B/E move
5.9%
Puts
Pseudo strike
54.70
IV
39.7%
B/E move
3.9%

55Δ

Calls
Pseudo strike
54.11
IV
45.3%
B/E move
5.2%
Puts
Pseudo strike
57.02
IV
39.8%
B/E move
3.1%

60Δ

Calls
Pseudo strike
53.27
IV
44.4%
B/E move
4.4%
Puts
Pseudo strike
59.71
IV
42.9%
B/E move
2.7%

65Δ

Calls
Pseudo strike
52.42
IV
43.5%
B/E move
3.7%
Puts
Pseudo strike
62.40
IV
46.0%
B/E move
2.3%

70Δ

Calls
Pseudo strike
51.57
IV
42.6%
B/E move
3.0%
Puts
Pseudo strike
65.09
IV
49.1%
B/E move
1.9%

75Δ

Calls
Pseudo strike
50.73
IV
41.7%
B/E move
2.3%
Puts
Pseudo strike
67.78
IV
52.2%
B/E move
1.5%

80Δ

Calls
Pseudo strike
49.66
IV
42.2%
B/E move
1.6%
Puts
Pseudo strike
70.47
IV
55.3%
B/E move
1.1%

Options history

CASS32.7633.3733.982026-10-20: 32.84%2026-10-21: 32.97%2026-10-22: 33.89%Oct 20Oct 22
Table
DateIV
32.84%
32.97%
33.89%