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Cadre Holdings, Inc. CDRE

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Market datapartial · fetched 2026-10-22T06:48:09.918Z

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 · 2026-10-21T23:00:00.003164943Z

FundamentalsAlpha Vantage · unavailable

Share price$27.60
1D+2.1%
AH$26.97$27.14$27.31$27.48$27.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCDRE
Sold putSold callAH

Cadre Holdings, Inc. options

Live interpolated CDRE call and put midpoint premiums by absolute delta.Cadre Holdings, Inc.$0.36$2.10$3.85$5.59$7.33$18.07$21.98$25.89$29.80$33.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CDRE spot · $27.60CDRE PRICE$0.55$0.70$0.86$1.02$1.28$1.54$1.80$2.07$2.33$2.59$2.85$3.11$3.53$2.45$2.45$2.45$2.53$2.66$2.78$2.91$3.04$3.17$3.29$4.44$5.64$6.83
PutsExpensive2.09×
CallsExpensive1.36×
SkewBearish+43.52 pp
Implied moveBearish±$4.71
TiltBearish29.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.5566.8%23.5%20.09205.1%36.1%
25Δ32.3864.8%19.9%22.56162.4%27.1%
30Δ31.2162.9%16.2%24.31134.0%20.8%
35Δ30.0461.0%12.5%25.45117.0%16.9%
40Δ29.4360.0%11.3%26.21107.6%14.7%
45Δ28.8459.1%10.1%26.9698.1%12.4%
50Δ28.2558.1%8.9%27.7188.6%10.1%
55Δ27.6657.2%7.7%28.4679.2%7.9%
60Δ27.0756.2%6.5%29.2169.7%5.6%
65Δ26.4855.3%5.3%29.9760.3%3.4%
70Δ25.9054.3%4.2%31.2864.0%2.8%
75Δ25.3153.4%3.0%32.6268.3%2.2%
80Δ24.6652.0%2.1%33.9772.6%1.7%

20Δ

Calls
Pseudo strike
33.55
IV
66.8%
B/E move
23.5%
Puts
Pseudo strike
20.09
IV
205.1%
B/E move
36.1%

25Δ

Calls
Pseudo strike
32.38
IV
64.8%
B/E move
19.9%
Puts
Pseudo strike
22.56
IV
162.4%
B/E move
27.1%

30Δ

Calls
Pseudo strike
31.21
IV
62.9%
B/E move
16.2%
Puts
Pseudo strike
24.31
IV
134.0%
B/E move
20.8%

35Δ

Calls
Pseudo strike
30.04
IV
61.0%
B/E move
12.5%
Puts
Pseudo strike
25.45
IV
117.0%
B/E move
16.9%

40Δ

Calls
Pseudo strike
29.43
IV
60.0%
B/E move
11.3%
Puts
Pseudo strike
26.21
IV
107.6%
B/E move
14.7%

45Δ

Calls
Pseudo strike
28.84
IV
59.1%
B/E move
10.1%
Puts
Pseudo strike
26.96
IV
98.1%
B/E move
12.4%

50Δ

Calls
Pseudo strike
28.25
IV
58.1%
B/E move
8.9%
Puts
Pseudo strike
27.71
IV
88.6%
B/E move
10.1%

55Δ

Calls
Pseudo strike
27.66
IV
57.2%
B/E move
7.7%
Puts
Pseudo strike
28.46
IV
79.2%
B/E move
7.9%

60Δ

Calls
Pseudo strike
27.07
IV
56.2%
B/E move
6.5%
Puts
Pseudo strike
29.21
IV
69.7%
B/E move
5.6%

65Δ

Calls
Pseudo strike
26.48
IV
55.3%
B/E move
5.3%
Puts
Pseudo strike
29.97
IV
60.3%
B/E move
3.4%

70Δ

Calls
Pseudo strike
25.90
IV
54.3%
B/E move
4.2%
Puts
Pseudo strike
31.28
IV
64.0%
B/E move
2.8%

75Δ

Calls
Pseudo strike
25.31
IV
53.4%
B/E move
3.0%
Puts
Pseudo strike
32.62
IV
68.3%
B/E move
2.2%

80Δ

Calls
Pseudo strike
24.66
IV
52.0%
B/E move
2.1%
Puts
Pseudo strike
33.97
IV
72.6%
B/E move
1.7%

Options history

No recorded observations