Share price$303.38
1D-2.1%
Sold putSold call
Celestica Inc. CLS
TECHNOLOGY · ELECTRONIC COMPONENTSi
Market dataready · fetched 2026-10-21T17:52:23.602Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:52:21.778273405Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:52.915964+00:00
Celestica Inc. options
PutsCheap0.73×
CallsCheap0.83×
SkewNeutral+0.01 pp
Implied moveBearish±$14.86
TiltBearish4.0% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 320.33 | 83.7% | 6.3% | 288.28 | 85.3% | 5.7% |
| 25Δ | 317.16 | 84.5% | 5.4% | 291.48 | 84.3% | 4.9% |
| 30Δ | 314.06 | 83.5% | 4.7% | 294.18 | 84.9% | 4.3% |
| 35Δ | 311.17 | 81.4% | 3.9% | 297.08 | 80.2% | 3.5% |
| 40Δ | 308.62 | 80.7% | 3.4% | 299.36 | 82.5% | 3.1% |
| 45Δ | 306.34 | 82.2% | 3.0% | 301.67 | 83.1% | 2.7% |
| 50Δ | 304.02 | 82.8% | 2.6% | 304.01 | 82.6% | 2.3% |
| 55Δ | 301.70 | 82.1% | 2.2% | 306.36 | 82.5% | 2.0% |
| 60Δ | 299.35 | 81.9% | 1.8% | 308.76 | 82.5% | 1.7% |
| 65Δ | 296.84 | 83.6% | 1.5% | 311.68 | 86.4% | 1.4% |
| 70Δ | 294.38 | 83.0% | 1.2% | 314.13 | 84.3% | 1.1% |
| 75Δ | 291.76 | 82.1% | 1.0% | 316.39 | 80.1% | 0.8% |
| 80Δ | 287.11 | 92.6% | 0.8% | 320.76 | 85.7% | 0.7% |
20Δ
- Pseudo strike
- 320.33
- IV
- 83.7%
- B/E move
- 6.3%
- Pseudo strike
- 288.28
- IV
- 85.3%
- B/E move
- 5.7%
25Δ
- Pseudo strike
- 317.16
- IV
- 84.5%
- B/E move
- 5.4%
- Pseudo strike
- 291.48
- IV
- 84.3%
- B/E move
- 4.9%
30Δ
- Pseudo strike
- 314.06
- IV
- 83.5%
- B/E move
- 4.7%
- Pseudo strike
- 294.18
- IV
- 84.9%
- B/E move
- 4.3%
35Δ
- Pseudo strike
- 311.17
- IV
- 81.4%
- B/E move
- 3.9%
- Pseudo strike
- 297.08
- IV
- 80.2%
- B/E move
- 3.5%
40Δ
- Pseudo strike
- 308.62
- IV
- 80.7%
- B/E move
- 3.4%
- Pseudo strike
- 299.36
- IV
- 82.5%
- B/E move
- 3.1%
45Δ
- Pseudo strike
- 306.34
- IV
- 82.2%
- B/E move
- 3.0%
- Pseudo strike
- 301.67
- IV
- 83.1%
- B/E move
- 2.7%
50Δ
- Pseudo strike
- 304.02
- IV
- 82.8%
- B/E move
- 2.6%
- Pseudo strike
- 304.01
- IV
- 82.6%
- B/E move
- 2.3%
55Δ
- Pseudo strike
- 301.70
- IV
- 82.1%
- B/E move
- 2.2%
- Pseudo strike
- 306.36
- IV
- 82.5%
- B/E move
- 2.0%
60Δ
- Pseudo strike
- 299.35
- IV
- 81.9%
- B/E move
- 1.8%
- Pseudo strike
- 308.76
- IV
- 82.5%
- B/E move
- 1.7%
65Δ
- Pseudo strike
- 296.84
- IV
- 83.6%
- B/E move
- 1.5%
- Pseudo strike
- 311.68
- IV
- 86.4%
- B/E move
- 1.4%
70Δ
- Pseudo strike
- 294.38
- IV
- 83.0%
- B/E move
- 1.2%
- Pseudo strike
- 314.13
- IV
- 84.3%
- B/E move
- 1.1%
75Δ
- Pseudo strike
- 291.76
- IV
- 82.1%
- B/E move
- 1.0%
- Pseudo strike
- 316.39
- IV
- 80.1%
- B/E move
- 0.8%
80Δ
- Pseudo strike
- 287.11
- IV
- 92.6%
- B/E move
- 0.8%
- Pseudo strike
- 320.76
- IV
- 85.7%
- B/E move
- 0.7%
Options history
Table
| Date | IV |
|---|---|
| 89.90% | |
| 91.35% |