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CATO CORP CATO

CONSUMER CYCLICAL · APPAREL RETAIL
i

Market dataready · fetched 2026-11-12T13:16:47.684Z

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 · 2026-11-12T00:49:49.799898172Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-12T13:06:50.368759+00:00

Share price$2.31
1D-0.4%
AH$2.27$2.28$2.29$2.30$2.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCATO
Sold putSold callAH

CATO CORP options

Live interpolated CATO call and put midpoint premiums by absolute delta.CATO CORP$0.46$1.06$1.66$2.26$2.86$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICECATO PRICE$0.53$0.53$0.53$0.54$0.83$1.20$1.57$1.94$2.31$2.68
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ6.40780.3%199.9%
45Δ5.17758.6%146.9%
50Δ4.19656.5%104.5%
55Δ3.24541.1%63.8%2.88283.8%11.1%
60Δ3.28309.5%9.9%
65Δ3.68335.3%8.7%
70Δ4.08361.0%7.5%
75Δ4.48386.8%6.3%
80Δ4.88412.5%5.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
6.40
IV
780.3%
B/E move
199.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
5.17
IV
758.6%
B/E move
146.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
4.19
IV
656.5%
B/E move
104.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.24
IV
541.1%
B/E move
63.8%
Puts
Pseudo strike
2.88
IV
283.8%
B/E move
11.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.28
IV
309.5%
B/E move
9.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.68
IV
335.3%
B/E move
8.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.08
IV
361.0%
B/E move
7.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.48
IV
386.8%
B/E move
6.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.88
IV
412.5%
B/E move
5.1%

Options history

IV · four-Friday blend116.93%
Daily close
CATO82.3%161.6%240.9%2026-09-15: 229.97%2026-09-18: 132.13%2026-09-21: 152.48%2026-09-22: 93.27%2026-10-28: 129.72%2026-10-29: 116.93%Sep 15Sep 21Oct 29
6 observations2026-09-15 — 2026-10-29
Table
DateIV (%)
229.97%
132.13%
152.48%
93.27%
129.72%
116.93%