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Commercial Metals Company CMC

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Market datapartial · fetched 2026-10-22T21:10:42.214Z

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 · 2026-10-22T20:10:00.001523913Z

FundamentalsAlpha Vantage · unavailable

Share price$63.79
1D+0.2%
AH$61.73$62.42$63.12$63.82$64.515:30 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$0.46$2.50$4.55$6.59$8.64$45.49$54.67$63.84$73.02$82.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CMC spot · $63.79CMC PRICE$0.68$0.82$1.04$1.37$1.71$2.05$2.43$2.81$3.20$3.65$4.13$4.60$5.36$0.82$1.05$1.35$1.66$1.99$2.43$2.86$3.34$3.98$4.63$5.39$6.24$8.05
PutsCheap0.46×
CallsCheap0.41×
SkewBearish+3.68 pp
Implied moveBearish±$5.29
TiltBearish12.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.9635.4%10.7%58.6438.6%9.4%
25Δ68.4132.2%8.5%59.9736.9%7.6%
30Δ67.2130.8%7.0%60.8836.7%6.7%
35Δ66.5132.3%6.4%61.7936.5%5.7%
40Δ65.8133.9%5.8%62.6836.4%4.9%
45Δ65.1135.4%5.3%63.5136.6%4.2%
50Δ64.3235.5%4.6%64.3436.7%3.6%
55Δ63.5235.3%4.0%65.2037.0%3.0%
60Δ62.7135.1%3.3%66.1537.5%2.5%
65Δ61.9234.6%2.8%67.1038.0%2.1%
70Δ61.1233.9%2.3%68.1538.1%1.6%
75Δ60.3333.1%1.8%69.2638.1%1.2%
80Δ59.3233.1%1.4%71.2941.4%0.9%

20Δ

Calls
Pseudo strike
69.96
IV
35.4%
B/E move
10.7%
Puts
Pseudo strike
58.64
IV
38.6%
B/E move
9.4%

25Δ

Calls
Pseudo strike
68.41
IV
32.2%
B/E move
8.5%
Puts
Pseudo strike
59.97
IV
36.9%
B/E move
7.6%

30Δ

Calls
Pseudo strike
67.21
IV
30.8%
B/E move
7.0%
Puts
Pseudo strike
60.88
IV
36.7%
B/E move
6.7%

35Δ

Calls
Pseudo strike
66.51
IV
32.3%
B/E move
6.4%
Puts
Pseudo strike
61.79
IV
36.5%
B/E move
5.7%

40Δ

Calls
Pseudo strike
65.81
IV
33.9%
B/E move
5.8%
Puts
Pseudo strike
62.68
IV
36.4%
B/E move
4.9%

45Δ

Calls
Pseudo strike
65.11
IV
35.4%
B/E move
5.3%
Puts
Pseudo strike
63.51
IV
36.6%
B/E move
4.2%

50Δ

Calls
Pseudo strike
64.32
IV
35.5%
B/E move
4.6%
Puts
Pseudo strike
64.34
IV
36.7%
B/E move
3.6%

55Δ

Calls
Pseudo strike
63.52
IV
35.3%
B/E move
4.0%
Puts
Pseudo strike
65.20
IV
37.0%
B/E move
3.0%

60Δ

Calls
Pseudo strike
62.71
IV
35.1%
B/E move
3.3%
Puts
Pseudo strike
66.15
IV
37.5%
B/E move
2.5%

65Δ

Calls
Pseudo strike
61.92
IV
34.6%
B/E move
2.8%
Puts
Pseudo strike
67.10
IV
38.0%
B/E move
2.1%

70Δ

Calls
Pseudo strike
61.12
IV
33.9%
B/E move
2.3%
Puts
Pseudo strike
68.15
IV
38.1%
B/E move
1.6%

75Δ

Calls
Pseudo strike
60.33
IV
33.1%
B/E move
1.8%
Puts
Pseudo strike
69.26
IV
38.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
59.32
IV
33.1%
B/E move
1.4%
Puts
Pseudo strike
71.29
IV
41.4%
B/E move
0.9%

Options history

CMC34.5334.7534.972026-10-20: 34.94%2026-10-21: 34.56%Oct 20Oct 21
Table
DateIV
34.94%
34.56%