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Core & Main, Inc. CNM

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Market datapartial · fetched 2026-10-22T04:40:51.466Z

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 · 2026-10-21T23:00:00.002632443Z

FundamentalsAlpha Vantage · unavailable

Share price$41.43
1D-0.1%
AH$41.07$41.28$41.49$41.69$41.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCNM
Sold putSold callAH

Core & Main, Inc. options

Live interpolated CNM call and put midpoint premiums by absolute delta.Core & Main, Inc.$0.39$1.42$2.44$3.47$4.49$36.04$38.77$41.51$44.24$46.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CNM spot · $41.43CNM PRICE$0.50$0.60$0.78$0.96$1.14$1.37$1.71$2.04$2.37$2.71$3.20$3.70$4.20$0.55$0.72$0.88$1.04$1.19$1.33$1.48$1.62$1.77$2.24$2.74$3.23$3.73
PutsCheap0.88×
CallsExpensive1.21×
SkewBullish-5.72 pp
Implied moveBullish±$3.18
TiltBullish5.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.2741.0%12.9%37.9639.7%9.7%
25Δ44.6834.9%9.3%38.7138.5%8.3%
30Δ44.0835.1%8.3%39.4637.3%6.9%
35Δ43.4835.3%7.3%40.1335.9%5.6%
40Δ42.8835.5%6.2%40.6034.0%4.9%
45Δ42.2936.0%5.4%41.0732.2%4.1%
50Δ41.7337.1%4.8%41.5430.4%3.3%
55Δ41.1638.2%4.3%42.0028.5%2.5%
60Δ40.6039.2%3.7%42.4726.7%1.8%
65Δ40.0340.3%3.2%43.0727.6%1.4%
70Δ39.3440.4%2.7%43.6928.6%1.2%
75Δ38.6340.5%2.2%44.3029.7%0.9%
80Δ37.9340.6%1.7%44.9130.8%0.6%

20Δ

Calls
Pseudo strike
46.27
IV
41.0%
B/E move
12.9%
Puts
Pseudo strike
37.96
IV
39.7%
B/E move
9.7%

25Δ

Calls
Pseudo strike
44.68
IV
34.9%
B/E move
9.3%
Puts
Pseudo strike
38.71
IV
38.5%
B/E move
8.3%

30Δ

Calls
Pseudo strike
44.08
IV
35.1%
B/E move
8.3%
Puts
Pseudo strike
39.46
IV
37.3%
B/E move
6.9%

35Δ

Calls
Pseudo strike
43.48
IV
35.3%
B/E move
7.3%
Puts
Pseudo strike
40.13
IV
35.9%
B/E move
5.6%

40Δ

Calls
Pseudo strike
42.88
IV
35.5%
B/E move
6.2%
Puts
Pseudo strike
40.60
IV
34.0%
B/E move
4.9%

45Δ

Calls
Pseudo strike
42.29
IV
36.0%
B/E move
5.4%
Puts
Pseudo strike
41.07
IV
32.2%
B/E move
4.1%

50Δ

Calls
Pseudo strike
41.73
IV
37.1%
B/E move
4.8%
Puts
Pseudo strike
41.54
IV
30.4%
B/E move
3.3%

55Δ

Calls
Pseudo strike
41.16
IV
38.2%
B/E move
4.3%
Puts
Pseudo strike
42.00
IV
28.5%
B/E move
2.5%

60Δ

Calls
Pseudo strike
40.60
IV
39.2%
B/E move
3.7%
Puts
Pseudo strike
42.47
IV
26.7%
B/E move
1.8%

65Δ

Calls
Pseudo strike
40.03
IV
40.3%
B/E move
3.2%
Puts
Pseudo strike
43.07
IV
27.6%
B/E move
1.4%

70Δ

Calls
Pseudo strike
39.34
IV
40.4%
B/E move
2.7%
Puts
Pseudo strike
43.69
IV
28.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
38.63
IV
40.5%
B/E move
2.2%
Puts
Pseudo strike
44.30
IV
29.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
37.93
IV
40.6%
B/E move
1.7%
Puts
Pseudo strike
44.91
IV
30.8%
B/E move
0.6%

Options history

No recorded observations