Share price$304.01
1D-1.9%
Sold putSold call
Celestica Inc. CLS
TECHNOLOGY · ELECTRONIC COMPONENTSi
Market dataready · fetched 2026-10-21T16:59:05.784Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 dataPriceAlpaca · sip · 2026-10-21T16:58:57.332896944Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:05.341612+00:00
Celestica Inc. options
PutsCheap0.76×
CallsCheap0.81×
SkewBearish+3.46 pp
Implied moveBearish±$15.11
TiltBearish7.2% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 320.63 | 82.0% | 6.1% | 288.47 | 87.8% | 5.9% |
| 25Δ | 317.51 | 82.8% | 5.3% | 291.77 | 86.6% | 5.0% |
| 30Δ | 314.56 | 82.4% | 4.6% | 294.64 | 86.4% | 4.3% |
| 35Δ | 311.84 | 81.8% | 4.0% | 297.56 | 82.5% | 3.6% |
| 40Δ | 309.32 | 81.5% | 3.4% | 299.87 | 84.7% | 3.2% |
| 45Δ | 307.01 | 83.0% | 3.0% | 302.28 | 84.5% | 2.8% |
| 50Δ | 304.66 | 83.5% | 2.6% | 304.67 | 84.3% | 2.4% |
| 55Δ | 302.28 | 84.0% | 2.2% | 307.05 | 83.9% | 2.0% |
| 60Δ | 299.76 | 87.6% | 1.9% | 309.55 | 84.5% | 1.7% |
| 65Δ | 297.45 | 84.0% | 1.5% | 312.25 | 85.9% | 1.4% |
| 70Δ | 294.94 | 83.5% | 1.2% | 314.80 | 84.3% | 1.1% |
| 75Δ | 292.71 | 79.8% | 0.9% | 318.71 | 89.5% | 0.9% |
| 80Δ | 289.59 | 81.1% | 0.7% | 323.88 | 97.0% | 0.8% |
20Δ
- Pseudo strike
- 320.63
- IV
- 82.0%
- B/E move
- 6.1%
- Pseudo strike
- 288.47
- IV
- 87.8%
- B/E move
- 5.9%
25Δ
- Pseudo strike
- 317.51
- IV
- 82.8%
- B/E move
- 5.3%
- Pseudo strike
- 291.77
- IV
- 86.6%
- B/E move
- 5.0%
30Δ
- Pseudo strike
- 314.56
- IV
- 82.4%
- B/E move
- 4.6%
- Pseudo strike
- 294.64
- IV
- 86.4%
- B/E move
- 4.3%
35Δ
- Pseudo strike
- 311.84
- IV
- 81.8%
- B/E move
- 4.0%
- Pseudo strike
- 297.56
- IV
- 82.5%
- B/E move
- 3.6%
40Δ
- Pseudo strike
- 309.32
- IV
- 81.5%
- B/E move
- 3.4%
- Pseudo strike
- 299.87
- IV
- 84.7%
- B/E move
- 3.2%
45Δ
- Pseudo strike
- 307.01
- IV
- 83.0%
- B/E move
- 3.0%
- Pseudo strike
- 302.28
- IV
- 84.5%
- B/E move
- 2.8%
50Δ
- Pseudo strike
- 304.66
- IV
- 83.5%
- B/E move
- 2.6%
- Pseudo strike
- 304.67
- IV
- 84.3%
- B/E move
- 2.4%
55Δ
- Pseudo strike
- 302.28
- IV
- 84.0%
- B/E move
- 2.2%
- Pseudo strike
- 307.05
- IV
- 83.9%
- B/E move
- 2.0%
60Δ
- Pseudo strike
- 299.76
- IV
- 87.6%
- B/E move
- 1.9%
- Pseudo strike
- 309.55
- IV
- 84.5%
- B/E move
- 1.7%
65Δ
- Pseudo strike
- 297.45
- IV
- 84.0%
- B/E move
- 1.5%
- Pseudo strike
- 312.25
- IV
- 85.9%
- B/E move
- 1.4%
70Δ
- Pseudo strike
- 294.94
- IV
- 83.5%
- B/E move
- 1.2%
- Pseudo strike
- 314.80
- IV
- 84.3%
- B/E move
- 1.1%
75Δ
- Pseudo strike
- 292.71
- IV
- 79.8%
- B/E move
- 0.9%
- Pseudo strike
- 318.71
- IV
- 89.5%
- B/E move
- 0.9%
80Δ
- Pseudo strike
- 289.59
- IV
- 81.1%
- B/E move
- 0.7%
- Pseudo strike
- 323.88
- IV
- 97.0%
- B/E move
- 0.8%
Options history
Table
| Date | IV |
|---|---|
| 89.90% | |
| 91.35% |