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Commercial Metals Company CMC

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Market datapartial · fetched 2026-10-22T04:39:27.124Z

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 · 2026-10-21T23:00:00.002981406Z

FundamentalsAlpha Vantage · unavailable

Share price$64.25
1D-1.2%
AH$63.65$64.01$64.38$64.74$65.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCMC
Sold putSold callAH

Commercial Metals Company options

Live interpolated CMC call and put midpoint premiums by absolute delta.Commercial Metals Company$0.49$2.22$3.96$5.69$7.43$45.94$55.14$64.34$73.54$82.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CMC spot · $64.25CMC PRICE$0.67$0.89$1.11$1.36$1.66$1.96$2.29$2.68$3.08$3.49$4.15$4.81$5.52$0.80$1.04$1.34$1.65$2.09$2.58$3.07$3.54$4.00$4.47$5.27$6.10$6.93
PutsCheap0.46×
CallsCheap0.41×
SkewBearish+3.70 pp
Implied moveBearish±$5.36
TiltBearish12.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.3534.6%10.5%59.1238.2%9.2%
25Δ69.1934.2%9.1%60.4835.8%7.5%
30Δ68.0933.5%7.7%61.3836.0%6.6%
35Δ67.1333.2%6.6%62.2736.2%5.6%
40Δ66.3333.2%5.8%63.1437.1%5.0%
45Δ65.5233.3%5.0%64.0038.3%4.4%
50Δ64.7333.3%4.3%64.8639.4%3.8%
55Δ63.9733.2%3.7%65.7238.7%3.2%
60Δ63.2133.1%3.2%66.5837.8%2.6%
65Δ62.4433.1%2.6%67.4436.8%2.0%
70Δ61.5233.6%2.2%68.5137.0%1.6%
75Δ60.6134.2%1.8%69.6037.2%1.2%
80Δ59.6534.2%1.4%70.6836.3%0.8%

20Δ

Calls
Pseudo strike
70.35
IV
34.6%
B/E move
10.5%
Puts
Pseudo strike
59.12
IV
38.2%
B/E move
9.2%

25Δ

Calls
Pseudo strike
69.19
IV
34.2%
B/E move
9.1%
Puts
Pseudo strike
60.48
IV
35.8%
B/E move
7.5%

30Δ

Calls
Pseudo strike
68.09
IV
33.5%
B/E move
7.7%
Puts
Pseudo strike
61.38
IV
36.0%
B/E move
6.6%

35Δ

Calls
Pseudo strike
67.13
IV
33.2%
B/E move
6.6%
Puts
Pseudo strike
62.27
IV
36.2%
B/E move
5.6%

40Δ

Calls
Pseudo strike
66.33
IV
33.2%
B/E move
5.8%
Puts
Pseudo strike
63.14
IV
37.1%
B/E move
5.0%

45Δ

Calls
Pseudo strike
65.52
IV
33.3%
B/E move
5.0%
Puts
Pseudo strike
64.00
IV
38.3%
B/E move
4.4%

50Δ

Calls
Pseudo strike
64.73
IV
33.3%
B/E move
4.3%
Puts
Pseudo strike
64.86
IV
39.4%
B/E move
3.8%

55Δ

Calls
Pseudo strike
63.97
IV
33.2%
B/E move
3.7%
Puts
Pseudo strike
65.72
IV
38.7%
B/E move
3.2%

60Δ

Calls
Pseudo strike
63.21
IV
33.1%
B/E move
3.2%
Puts
Pseudo strike
66.58
IV
37.8%
B/E move
2.6%

65Δ

Calls
Pseudo strike
62.44
IV
33.1%
B/E move
2.6%
Puts
Pseudo strike
67.44
IV
36.8%
B/E move
2.0%

70Δ

Calls
Pseudo strike
61.52
IV
33.6%
B/E move
2.2%
Puts
Pseudo strike
68.51
IV
37.0%
B/E move
1.6%

75Δ

Calls
Pseudo strike
60.61
IV
34.2%
B/E move
1.8%
Puts
Pseudo strike
69.60
IV
37.2%
B/E move
1.2%

80Δ

Calls
Pseudo strike
59.65
IV
34.2%
B/E move
1.4%
Puts
Pseudo strike
70.68
IV
36.3%
B/E move
0.8%

Options history

No recorded observations