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Canadian Pacific Kansas City Limited CP

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Market datapartial · fetched 2026-10-22T23:41:45.347Z

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 · 2026-10-22T23:00:00.002882829Z

FundamentalsAlpha Vantage · unavailable

Share price$90.62
1D+1.1%
AH$89.44$89.90$90.36$90.82$91.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCP
Sold putSold callAH

Canadian Pacific Kansas City Limited options

Live interpolated CP call and put midpoint premiums by absolute delta.Canadian Pacific Kansas City Limited$0.49$2.05$3.61$5.18$6.74$77.70$83.76$89.82$95.89$101.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CP spot · $90.62CP PRICE$0.66$0.88$1.14$1.41$1.69$2.02$2.37$2.72$3.23$3.87$4.51$5.31$6.14$0.73$0.95$1.19$1.43$1.68$2.07$2.59$3.10$3.67$4.32$4.98$5.64$6.29
PutsCheap0.72×
CallsCheap0.69×
SkewBullish-0.39 pp
Implied moveBearish±$4.96
TiltBearish3.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.2222.7%6.9%85.8924.4%6.0%
25Δ95.2923.5%6.1%87.0023.9%5.0%
30Δ94.4223.8%5.4%87.9523.4%4.3%
35Δ93.5623.9%4.8%88.7822.8%3.6%
40Δ92.7024.0%4.2%89.6122.2%3.0%
45Δ91.9023.9%3.6%90.4122.4%2.5%
50Δ91.1323.8%3.2%91.1923.4%2.2%
55Δ90.3523.7%2.7%91.9724.4%1.9%
60Δ89.5024.1%2.3%92.8125.1%1.6%
65Δ88.6025.0%2.0%93.7525.4%1.3%
70Δ87.6925.9%1.7%94.6925.6%1.0%
75Δ86.6426.3%1.5%95.6125.0%0.7%
80Δ85.5426.5%1.2%96.5124.0%0.4%

20Δ

Calls
Pseudo strike
96.22
IV
22.7%
B/E move
6.9%
Puts
Pseudo strike
85.89
IV
24.4%
B/E move
6.0%

25Δ

Calls
Pseudo strike
95.29
IV
23.5%
B/E move
6.1%
Puts
Pseudo strike
87.00
IV
23.9%
B/E move
5.0%

30Δ

Calls
Pseudo strike
94.42
IV
23.8%
B/E move
5.4%
Puts
Pseudo strike
87.95
IV
23.4%
B/E move
4.3%

35Δ

Calls
Pseudo strike
93.56
IV
23.9%
B/E move
4.8%
Puts
Pseudo strike
88.78
IV
22.8%
B/E move
3.6%

40Δ

Calls
Pseudo strike
92.70
IV
24.0%
B/E move
4.2%
Puts
Pseudo strike
89.61
IV
22.2%
B/E move
3.0%

45Δ

Calls
Pseudo strike
91.90
IV
23.9%
B/E move
3.6%
Puts
Pseudo strike
90.41
IV
22.4%
B/E move
2.5%

50Δ

Calls
Pseudo strike
91.13
IV
23.8%
B/E move
3.2%
Puts
Pseudo strike
91.19
IV
23.4%
B/E move
2.2%

55Δ

Calls
Pseudo strike
90.35
IV
23.7%
B/E move
2.7%
Puts
Pseudo strike
91.97
IV
24.4%
B/E move
1.9%

60Δ

Calls
Pseudo strike
89.50
IV
24.1%
B/E move
2.3%
Puts
Pseudo strike
92.81
IV
25.1%
B/E move
1.6%

65Δ

Calls
Pseudo strike
88.60
IV
25.0%
B/E move
2.0%
Puts
Pseudo strike
93.75
IV
25.4%
B/E move
1.3%

70Δ

Calls
Pseudo strike
87.69
IV
25.9%
B/E move
1.7%
Puts
Pseudo strike
94.69
IV
25.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
86.64
IV
26.3%
B/E move
1.5%
Puts
Pseudo strike
95.61
IV
25.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
85.54
IV
26.5%
B/E move
1.2%
Puts
Pseudo strike
96.51
IV
24.0%
B/E move
0.4%

Options history

CP22.0622.1422.232026-10-20: 22.08%2026-10-21: 22.20%Oct 20Oct 21
Table
DateIV
22.08%
22.20%