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Cass Information Systems, Inc Common Stock CASS

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Market datapartial · fetched 2026-10-23T16:47:26.835Z

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 · 2026-10-23T16:45:15.910859078Z

FundamentalsAlpha Vantage · unavailable

Share price$54.65
1D-2.1%
$53.94$54.84$55.74$56.63$57.535:30 AM6:30 AM9:00 AM1:00 PMCASS
Sold putSold call

Cass Information Systems, Inc Common Stock options

Live interpolated CASS call and put midpoint premiums by absolute delta.Cass Information Systems, Inc Common Stock$2.52$6.24$9.96$13.68$17.40$27.97$40.77$53.57$66.37$79.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CASS spot · $54.65CASS PRICE$2.92$4.14$5.36$6.57$7.79$9.01$10.23$11.45$12.67$13.89$15.11$16.32$3.36$3.81$4.27$4.73$5.18$5.64$6.09$6.55$7.01$7.46$7.92$8.38$8.83
PutsExpensive4.41×
CallsExpensive4.92×
SkewBearish+14.20 pp
Implied moveBullish±$15.11
TiltBullish18.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.86214.4%44.2%
25Δ78.93144.8%49.8%35.92202.6%41.2%
30Δ75.82142.0%46.3%37.99190.7%38.3%
35Δ72.70139.1%42.8%40.05178.8%35.4%
40Δ69.58136.2%39.4%42.11167.0%32.4%
45Δ66.47133.3%35.9%44.17155.1%29.5%
50Δ63.35130.5%32.4%46.24143.2%26.6%
55Δ60.23127.6%28.9%48.30131.4%23.6%
60Δ57.12124.7%25.5%50.36119.5%20.7%
65Δ54.00121.9%22.0%52.42107.6%17.7%
70Δ50.89119.0%18.5%54.4895.8%14.8%
75Δ47.77116.1%15.1%56.5583.9%11.9%
80Δ44.65113.2%11.6%58.6172.1%8.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.86
IV
214.4%
B/E move
44.2%

25Δ

Calls
Pseudo strike
78.93
IV
144.8%
B/E move
49.8%
Puts
Pseudo strike
35.92
IV
202.6%
B/E move
41.2%

30Δ

Calls
Pseudo strike
75.82
IV
142.0%
B/E move
46.3%
Puts
Pseudo strike
37.99
IV
190.7%
B/E move
38.3%

35Δ

Calls
Pseudo strike
72.70
IV
139.1%
B/E move
42.8%
Puts
Pseudo strike
40.05
IV
178.8%
B/E move
35.4%

40Δ

Calls
Pseudo strike
69.58
IV
136.2%
B/E move
39.4%
Puts
Pseudo strike
42.11
IV
167.0%
B/E move
32.4%

45Δ

Calls
Pseudo strike
66.47
IV
133.3%
B/E move
35.9%
Puts
Pseudo strike
44.17
IV
155.1%
B/E move
29.5%

50Δ

Calls
Pseudo strike
63.35
IV
130.5%
B/E move
32.4%
Puts
Pseudo strike
46.24
IV
143.2%
B/E move
26.6%

55Δ

Calls
Pseudo strike
60.23
IV
127.6%
B/E move
28.9%
Puts
Pseudo strike
48.30
IV
131.4%
B/E move
23.6%

60Δ

Calls
Pseudo strike
57.12
IV
124.7%
B/E move
25.5%
Puts
Pseudo strike
50.36
IV
119.5%
B/E move
20.7%

65Δ

Calls
Pseudo strike
54.00
IV
121.9%
B/E move
22.0%
Puts
Pseudo strike
52.42
IV
107.6%
B/E move
17.7%

70Δ

Calls
Pseudo strike
50.89
IV
119.0%
B/E move
18.5%
Puts
Pseudo strike
54.48
IV
95.8%
B/E move
14.8%

75Δ

Calls
Pseudo strike
47.77
IV
116.1%
B/E move
15.1%
Puts
Pseudo strike
56.55
IV
83.9%
B/E move
11.9%

80Δ

Calls
Pseudo strike
44.65
IV
113.2%
B/E move
11.6%
Puts
Pseudo strike
58.61
IV
72.1%
B/E move
8.9%

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%