IntraAlpha
Create free account Start free

Cass Information Systems Inc CASS

INDUSTRIALS · SPECIALTY BUSINESS SERVICES
i

Market dataready · fetched 2026-10-23T17:42:58.178Z

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 · 2026-10-23T17:37:08.862081397Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T17:37:43.129302+00:00

Share price$54.45
1D-2.4%
$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 options

Live interpolated CASS call and put midpoint premiums by absolute delta.Cass Information Systems Inc$2.34$3.84$5.35$6.86$8.37$43.63$49.17$54.71$60.25$65.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CASS spot · $54.45CASS PRICE$2.50$2.50$2.50$2.51$2.53$2.55$2.97$3.41$3.85$4.29$4.73$5.17$2.50$2.50$2.50$2.50$2.50$2.50$2.50$3.35$4.27$5.18$6.10$7.02$7.93
PutsExpensive1.76×
CallsExpensive2.32×
SkewBullish-3.42 pp
Implied moveBalanced±$5.05
TiltBearish13.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.14126.3%25.4%
25Δ74.77131.6%41.9%46.9198.9%18.4%
30Δ65.79100.1%25.4%49.9577.3%12.9%
35Δ61.1479.6%16.9%51.2167.6%10.5%
40Δ58.6866.8%12.4%52.4558.0%8.3%
45Δ56.8956.3%9.1%53.6848.5%6.0%
50Δ55.1045.9%5.9%54.9139.0%3.7%
55Δ54.2344.4%5.0%56.0638.4%3.2%
60Δ53.4143.3%4.4%57.2138.5%2.8%
65Δ52.5942.2%3.7%58.3538.5%2.3%
70Δ51.7841.2%3.0%59.5038.6%1.9%
75Δ50.9640.1%2.3%60.6438.7%1.5%
80Δ50.1539.0%1.6%61.7938.8%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.14
IV
126.3%
B/E move
25.4%

25Δ

Calls
Pseudo strike
74.77
IV
131.6%
B/E move
41.9%
Puts
Pseudo strike
46.91
IV
98.9%
B/E move
18.4%

30Δ

Calls
Pseudo strike
65.79
IV
100.1%
B/E move
25.4%
Puts
Pseudo strike
49.95
IV
77.3%
B/E move
12.9%

35Δ

Calls
Pseudo strike
61.14
IV
79.6%
B/E move
16.9%
Puts
Pseudo strike
51.21
IV
67.6%
B/E move
10.5%

40Δ

Calls
Pseudo strike
58.68
IV
66.8%
B/E move
12.4%
Puts
Pseudo strike
52.45
IV
58.0%
B/E move
8.3%

45Δ

Calls
Pseudo strike
56.89
IV
56.3%
B/E move
9.1%
Puts
Pseudo strike
53.68
IV
48.5%
B/E move
6.0%

50Δ

Calls
Pseudo strike
55.10
IV
45.9%
B/E move
5.9%
Puts
Pseudo strike
54.91
IV
39.0%
B/E move
3.7%

55Δ

Calls
Pseudo strike
54.23
IV
44.4%
B/E move
5.0%
Puts
Pseudo strike
56.06
IV
38.4%
B/E move
3.2%

60Δ

Calls
Pseudo strike
53.41
IV
43.3%
B/E move
4.4%
Puts
Pseudo strike
57.21
IV
38.5%
B/E move
2.8%

65Δ

Calls
Pseudo strike
52.59
IV
42.2%
B/E move
3.7%
Puts
Pseudo strike
58.35
IV
38.5%
B/E move
2.3%

70Δ

Calls
Pseudo strike
51.78
IV
41.2%
B/E move
3.0%
Puts
Pseudo strike
59.50
IV
38.6%
B/E move
1.9%

75Δ

Calls
Pseudo strike
50.96
IV
40.1%
B/E move
2.3%
Puts
Pseudo strike
60.64
IV
38.7%
B/E move
1.5%

80Δ

Calls
Pseudo strike
50.15
IV
39.0%
B/E move
1.6%
Puts
Pseudo strike
61.79
IV
38.8%
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%