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Costamare Inc. CMRE

INDUSTRIALS · MARINE SHIPPING
i

Market dataready · fetched 2026-11-11T14:53:05.148Z

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 · 2026-11-11T14:51:21.29620208Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:53:04.616693+00:00

Share price$13.09
1D-0.8%
$13.01$13.06$13.11$13.16$13.215:30 AM6:30 AM9:00 AM1:00 PMCMRE
Sold putSold call

Costamare Inc. options

Live interpolated CMRE call and put midpoint premiums by absolute delta.Costamare Inc.$0.58$0.67$0.76$0.86$0.95$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECMRE PRICE$0.59$0.72$0.62$0.86$0.92
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.37219.7%25.5%
25Δ10.96227.1%22.8%
30Δ11.64197.7%18.1%
35Δ14.32122.0%13.9%
40Δ14.10131.8%13.2%
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.37
IV
219.7%
B/E move
25.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.96
IV
227.1%
B/E move
22.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.64
IV
197.7%
B/E move
18.1%

35Δ

Calls
Pseudo strike
14.32
IV
122.0%
B/E move
13.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
14.10
IV
131.8%
B/E move
13.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend46.27%
Daily EOD
CMRE32.1%40.7%49.3%2026-10-19: 37.24%2026-10-20: 36.89%2026-10-21: 40.03%2026-10-22: 41.57%2026-10-23: 43.45%2026-10-26: 41.31%2026-10-27: 48.08%2026-10-28: 33.28%2026-10-29: 40.93%2026-10-30: 46.27%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.24%
36.89%
40.03%
41.57%
43.45%
41.31%
48.08%
33.28%
40.93%
46.27%