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Core & Main, Inc. CNM

INDUSTRIALS · INDUSTRIAL DISTRIBUTION
i

Market dataready · fetched 2026-11-11T14:56:47.068Z

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 · 2026-11-11T14:56:43.320719285Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-11T14:56:46.716002+00:00

Share price$45.85
1D+0.2%
$44.97$45.26$45.55$45.83$46.125:30 AM6:30 AM9:00 AM1:00 PMCNM
Sold putSold call

Core & Main, Inc. options

Live interpolated CNM call and put midpoint premiums by absolute delta.Core & Main, Inc.$0.72$1.57$2.42$3.27$4.12$41.37$43.94$46.51$49.07$51.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CNM spot · $45.85CNM PRICE$0.81$0.95$1.00$1.06$1.12$1.17$1.23$1.07$1.11$1.12$1.42$1.73$2.03$2.33$2.66$3.06$3.47$3.88
Puts——
Calls——
Skew——
Implied moveBearish±$2.79
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.64104.8%18.8%39.76120.6%15.6%
25Δ41.8295.9%11.2%
30Δ
35Δ
40Δ47.1850.4%5.0%45.1251.3%4.0%
45Δ46.8146.2%4.3%45.6252.2%3.6%
50Δ46.4342.1%3.6%46.1353.1%3.2%
55Δ46.0637.9%2.9%46.6354.0%2.7%
60Δ45.6833.8%2.2%47.1354.9%2.3%
65Δ45.3129.6%1.5%47.6555.2%1.9%
70Δ48.2153.7%1.5%
75Δ48.7852.3%1.2%
80Δ49.3450.8%0.8%

20Δ

Calls
Pseudo strike
53.64
IV
104.8%
B/E move
18.8%
Puts
Pseudo strike
39.76
IV
120.6%
B/E move
15.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.82
IV
95.9%
B/E move
11.2%

30Δ

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

35Δ

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

40Δ

Calls
Pseudo strike
47.18
IV
50.4%
B/E move
5.0%
Puts
Pseudo strike
45.12
IV
51.3%
B/E move
4.0%

45Δ

Calls
Pseudo strike
46.81
IV
46.2%
B/E move
4.3%
Puts
Pseudo strike
45.62
IV
52.2%
B/E move
3.6%

50Δ

Calls
Pseudo strike
46.43
IV
42.1%
B/E move
3.6%
Puts
Pseudo strike
46.13
IV
53.1%
B/E move
3.2%

55Δ

Calls
Pseudo strike
46.06
IV
37.9%
B/E move
2.9%
Puts
Pseudo strike
46.63
IV
54.0%
B/E move
2.7%

60Δ

Calls
Pseudo strike
45.68
IV
33.8%
B/E move
2.2%
Puts
Pseudo strike
47.13
IV
54.9%
B/E move
2.3%

65Δ

Calls
Pseudo strike
45.31
IV
29.6%
B/E move
1.5%
Puts
Pseudo strike
47.65
IV
55.2%
B/E move
1.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.21
IV
53.7%
B/E move
1.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.78
IV
52.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.34
IV
50.8%
B/E move
0.8%

Options history

IV · four-Friday blend39.15%
Daily EOD
CNM35.6%38.2%40.8%2026-10-19: 35.92%2026-10-20: 36.77%2026-10-21: 36.23%2026-10-22: 40.42%2026-10-23: 39.61%2026-10-26: 38.75%2026-10-27: 37.88%2026-10-28: 39.37%2026-10-29: 37.45%2026-10-30: 39.15%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
35.92%
36.77%
36.23%
40.42%
39.61%
38.75%
37.88%
39.37%
37.45%
39.15%