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Canadian Imperial Bank of Commerce CM

FINANCIAL SERVICES · BANKS - DIVERSIFIED
i

Market dataready · fetched 2026-11-12T16:05:45.920Z

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 · 2026-11-12T16:03:52.387763343Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-12T16:05:45.163915+00:00

Share price$116.03
1D-0.4%
$115.53$115.79$116.06$116.32$116.585:30 AM6:30 AM9:00 AM1:00 PMCM
Sold putSold call

Canadian Imperial Bank of Commerce options

Live interpolated CM call and put midpoint premiums by absolute delta.Canadian Imperial Bank of Commerce$0.39$1.52$2.64$3.77$4.89$110.93$113.57$116.21$118.85$121.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CM spot · $116.03CM PRICE$0.52$0.71$0.92$1.13$1.34$1.55$1.76$1.97$2.18$2.68$3.31$3.94$4.57$0.54$0.68$0.83$0.97$1.17$1.45$1.73$2.01$2.30$2.58$2.86$3.14$3.43
PutsCheap0.94×
CallsExpensive1.11×
SkewBullish-3.05 pp
Implied moveBalanced±$3.49
TiltBullish5.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ120.3627.1%4.2%111.6228.3%4.3%
25Δ119.5326.8%3.6%112.5726.7%3.6%
30Δ118.9226.4%3.3%113.5125.2%2.9%
35Δ118.3025.9%2.9%114.4523.6%2.2%
40Δ117.6825.5%2.6%115.2022.5%1.7%
45Δ117.0625.1%2.2%115.6822.0%1.6%
50Δ116.4424.7%1.9%116.1621.4%1.4%
55Δ115.8224.3%1.5%116.6320.9%1.2%
60Δ115.2023.9%1.2%117.1120.3%1.0%
65Δ114.4723.9%1.0%117.5919.7%0.9%
70Δ113.6824.0%0.8%118.0719.2%0.7%
75Δ112.8924.2%0.7%118.5518.6%0.5%
80Δ112.1024.3%0.6%119.0318.1%0.4%

20Δ

Calls
Pseudo strike
120.36
IV
27.1%
B/E move
4.2%
Puts
Pseudo strike
111.62
IV
28.3%
B/E move
4.3%

25Δ

Calls
Pseudo strike
119.53
IV
26.8%
B/E move
3.6%
Puts
Pseudo strike
112.57
IV
26.7%
B/E move
3.6%

30Δ

Calls
Pseudo strike
118.92
IV
26.4%
B/E move
3.3%
Puts
Pseudo strike
113.51
IV
25.2%
B/E move
2.9%

35Δ

Calls
Pseudo strike
118.30
IV
25.9%
B/E move
2.9%
Puts
Pseudo strike
114.45
IV
23.6%
B/E move
2.2%

40Δ

Calls
Pseudo strike
117.68
IV
25.5%
B/E move
2.6%
Puts
Pseudo strike
115.20
IV
22.5%
B/E move
1.7%

45Δ

Calls
Pseudo strike
117.06
IV
25.1%
B/E move
2.2%
Puts
Pseudo strike
115.68
IV
22.0%
B/E move
1.6%

50Δ

Calls
Pseudo strike
116.44
IV
24.7%
B/E move
1.9%
Puts
Pseudo strike
116.16
IV
21.4%
B/E move
1.4%

55Δ

Calls
Pseudo strike
115.82
IV
24.3%
B/E move
1.5%
Puts
Pseudo strike
116.63
IV
20.9%
B/E move
1.2%

60Δ

Calls
Pseudo strike
115.20
IV
23.9%
B/E move
1.2%
Puts
Pseudo strike
117.11
IV
20.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
114.47
IV
23.9%
B/E move
1.0%
Puts
Pseudo strike
117.59
IV
19.7%
B/E move
0.9%

70Δ

Calls
Pseudo strike
113.68
IV
24.0%
B/E move
0.8%
Puts
Pseudo strike
118.07
IV
19.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
112.89
IV
24.2%
B/E move
0.7%
Puts
Pseudo strike
118.55
IV
18.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
112.10
IV
24.3%
B/E move
0.6%
Puts
Pseudo strike
119.03
IV
18.1%
B/E move
0.4%

Options history

IV · four-Friday blend23.00%
Daily EOD
CM21.2%22.2%23.1%2026-10-19: 22.00%2026-10-20: 22.31%2026-10-21: 22.80%2026-10-22: 22.50%2026-10-23: 22.62%2026-10-26: 22.19%2026-10-27: 21.90%2026-10-28: 21.87%2026-10-29: 21.31%2026-10-30: 23.00%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
22.00%
22.31%
22.80%
22.50%
22.62%
22.19%
21.90%
21.87%
21.31%
23.00%