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Cato Corporation CATO

CONSUMER CYCLICAL · APPAREL RETAIL
i

Market dataready · fetched 2026-10-23T06:52:58.235Z

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 · 2026-10-22T23:00:00.003534989Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-23T06:52:57.921337+00:00

Share price$2.32
1D+1.7%
AH$2.27$2.29$2.31$2.33$2.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCATO
Sold putSold callAH

Cato Corporation options

Live interpolated CATO call and put midpoint premiums by absolute delta.Cato Corporation$0.46$1.05$1.64$2.24$2.83$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICECATO PRICE$0.53$0.81$1.18$1.55$1.92$2.29$2.66
PutsExpensive2.61×
CallsExpensive5.96×
SkewBullish-236.76 pp
Implied move——
TiltBearish90.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ5.52421.0%160.7%
50Δ
55Δ2.89148.2%10.5%
60Δ3.29162.6%9.3%
65Δ3.68177.0%8.1%
70Δ4.08191.4%6.9%
75Δ4.48205.8%5.7%
80Δ4.87220.2%4.5%

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

45Δ

Calls
Pseudo strike
5.52
IV
421.0%
B/E move
160.7%
Puts
Pseudo strike
IV
B/E move

50Δ

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

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.89
IV
148.2%
B/E move
10.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.29
IV
162.6%
B/E move
9.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.68
IV
177.0%
B/E move
8.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.08
IV
191.4%
B/E move
6.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.48
IV
205.8%
B/E move
5.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.87
IV
220.2%
B/E move
4.5%

Options history

No recorded observations