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Cadre Holdings, Inc. CDRE

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-11-11T14:01:18.645Z

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 · 2026-11-11T13:39:15.941248866Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:01:18.348358+00:00

Share price$33.00
1D+0.0%
$32.98$32.99$33.00$33.01$33.025:30 AM6:30 AM9:00 AM1:00 PMCDRE
Sold putSold call

Cadre Holdings, Inc. options

Live interpolated CDRE call and put midpoint premiums by absolute delta.Cadre Holdings, Inc.$0.32$1.78$3.24$4.71$6.17$29.04$31.43$33.81$36.20$38.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CDRE spot · $33.00CDRE PRICE$0.69$1.07$1.44$1.82$2.19$2.57$2.94$3.32$3.69$4.27$5.75$0.47$0.67$0.86$1.05$1.25$1.44$1.63$1.82$2.02$2.21$2.40
Puts——
Calls——
Skew——
Implied moveBullish±$3.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.0675.0%10.3%
25Δ30.5473.5%9.5%
30Δ34.6659.2%7.1%31.0171.9%8.6%
35Δ34.1364.9%6.7%31.4970.4%7.8%
40Δ33.6070.6%6.2%31.9668.8%6.9%
45Δ33.0776.3%5.7%32.4467.3%6.1%
50Δ32.5482.1%5.3%32.9265.7%5.2%
55Δ32.0287.8%4.8%33.3964.2%4.3%
60Δ31.4993.5%4.3%33.8762.6%3.5%
65Δ30.9699.2%3.9%34.3561.1%2.6%
70Δ30.43104.9%3.4%34.8259.5%1.8%
75Δ29.70112.3%2.9%
80Δ28.06127.7%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.06
IV
75.0%
B/E move
10.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.54
IV
73.5%
B/E move
9.5%

30Δ

Calls
Pseudo strike
34.66
IV
59.2%
B/E move
7.1%
Puts
Pseudo strike
31.01
IV
71.9%
B/E move
8.6%

35Δ

Calls
Pseudo strike
34.13
IV
64.9%
B/E move
6.7%
Puts
Pseudo strike
31.49
IV
70.4%
B/E move
7.8%

40Δ

Calls
Pseudo strike
33.60
IV
70.6%
B/E move
6.2%
Puts
Pseudo strike
31.96
IV
68.8%
B/E move
6.9%

45Δ

Calls
Pseudo strike
33.07
IV
76.3%
B/E move
5.7%
Puts
Pseudo strike
32.44
IV
67.3%
B/E move
6.1%

50Δ

Calls
Pseudo strike
32.54
IV
82.1%
B/E move
5.3%
Puts
Pseudo strike
32.92
IV
65.7%
B/E move
5.2%

55Δ

Calls
Pseudo strike
32.02
IV
87.8%
B/E move
4.8%
Puts
Pseudo strike
33.39
IV
64.2%
B/E move
4.3%

60Δ

Calls
Pseudo strike
31.49
IV
93.5%
B/E move
4.3%
Puts
Pseudo strike
33.87
IV
62.6%
B/E move
3.5%

65Δ

Calls
Pseudo strike
30.96
IV
99.2%
B/E move
3.9%
Puts
Pseudo strike
34.35
IV
61.1%
B/E move
2.6%

70Δ

Calls
Pseudo strike
30.43
IV
104.9%
B/E move
3.4%
Puts
Pseudo strike
34.82
IV
59.5%
B/E move
1.8%

75Δ

Calls
Pseudo strike
29.70
IV
112.3%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
28.06
IV
127.7%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend66.87%
Daily EOD
CDRE60.4%70.4%80.5%2026-10-19: 79.11%2026-10-20: 63.32%2026-10-21: 61.77%2026-10-23: 63.81%2026-10-26: 63.18%2026-10-27: 64.66%2026-10-28: 64.71%2026-10-29: 66.11%2026-10-30: 66.87%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
79.11%
63.32%
61.77%
63.81%
63.18%
64.66%
64.71%
66.11%
66.87%