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Canadian Pacific Kansas City Limited CP

i

Market datapartial · fetched 2026-11-12T00:50:18.539Z

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 · 2026-11-12T00:00:00.001951648Z

FundamentalsAlpha Vantage · unavailable

Share price$93.77
1D+0.1%
AH$93.27$93.48$93.69$93.90$94.115:30 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$0.43$1.31$2.19$3.07$3.95$87.43$90.68$93.92$97.17$100.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CP spot · $93.77CP PRICE$0.90$1.13$1.20$1.04$1.22$1.39$1.57$1.75$1.93$2.20$2.56$2.92$0.53$0.60$0.81$1.09$1.37$1.64$1.92$2.20$2.69$3.19$3.70
Puts——
Calls——
Skew——
Implied moveBearish±$3.04
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.0251.5%8.7%
25Δ99.7854.4%7.6%91.3124.9%3.2%
30Δ97.6244.7%5.4%92.2021.6%2.3%
35Δ92.7921.3%1.9%
40Δ94.9125.4%2.3%93.2222.4%1.7%
45Δ94.4724.6%2.0%93.6623.5%1.6%
50Δ94.0423.8%1.8%94.0924.6%1.4%
55Δ93.6023.0%1.5%94.5325.7%1.2%
60Δ93.1722.3%1.2%94.9626.8%1.1%
65Δ92.7321.5%0.9%95.6127.4%0.9%
70Δ92.2720.7%0.7%96.2727.9%0.7%
75Δ91.8020.1%0.6%96.9428.5%0.6%
80Δ91.3219.4%0.5%

20Δ

Calls
Pseudo strike
101.02
IV
51.5%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
99.78
IV
54.4%
B/E move
7.6%
Puts
Pseudo strike
91.31
IV
24.9%
B/E move
3.2%

30Δ

Calls
Pseudo strike
97.62
IV
44.7%
B/E move
5.4%
Puts
Pseudo strike
92.20
IV
21.6%
B/E move
2.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.79
IV
21.3%
B/E move
1.9%

40Δ

Calls
Pseudo strike
94.91
IV
25.4%
B/E move
2.3%
Puts
Pseudo strike
93.22
IV
22.4%
B/E move
1.7%

45Δ

Calls
Pseudo strike
94.47
IV
24.6%
B/E move
2.0%
Puts
Pseudo strike
93.66
IV
23.5%
B/E move
1.6%

50Δ

Calls
Pseudo strike
94.04
IV
23.8%
B/E move
1.8%
Puts
Pseudo strike
94.09
IV
24.6%
B/E move
1.4%

55Δ

Calls
Pseudo strike
93.60
IV
23.0%
B/E move
1.5%
Puts
Pseudo strike
94.53
IV
25.7%
B/E move
1.2%

60Δ

Calls
Pseudo strike
93.17
IV
22.3%
B/E move
1.2%
Puts
Pseudo strike
94.96
IV
26.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
92.73
IV
21.5%
B/E move
0.9%
Puts
Pseudo strike
95.61
IV
27.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
92.27
IV
20.7%
B/E move
0.7%
Puts
Pseudo strike
96.27
IV
27.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
91.80
IV
20.1%
B/E move
0.6%
Puts
Pseudo strike
96.94
IV
28.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
91.32
IV
19.4%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend20.58%
Daily EOD
CP20.4%21.9%23.4%2026-10-19: 22.48%2026-10-20: 22.08%2026-10-21: 22.20%2026-10-22: 22.04%2026-10-23: 23.19%2026-10-26: 22.08%2026-10-27: 23.11%2026-10-28: 22.18%2026-10-29: 21.34%2026-10-30: 20.58%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
22.48%
22.08%
22.20%
22.04%
23.19%
22.08%
23.11%
22.18%
21.34%
20.58%