Share price$407.56
1D-0.7%
Sold putSold callAH
Corpay, Inc. CPAY
i
Market datapartial · fetched 2026-10-22T04:41:55.368Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T23:00:00.002776738Z
FundamentalsAlpha Vantage · unavailable
Corpay, Inc. options
PutsExpensive1.29×
CallsExpensive1.37×
SkewBearish+0.58 pp
Implied moveBearish±$30.08
TiltBearish7.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 446.42 | 34.8% | 10.6% | 376.02 | 37.3% | 9.0% |
| 25Δ | 438.38 | 34.1% | 8.9% | 384.42 | 34.4% | 7.2% |
| 30Δ | 430.69 | 32.3% | 7.3% | 391.50 | 32.0% | 5.8% |
| 35Δ | 425.32 | 32.3% | 6.4% | 396.32 | 32.3% | 5.0% |
| 40Δ | 420.17 | 32.4% | 5.6% | 401.12 | 32.6% | 4.4% |
| 45Δ | 415.36 | 32.4% | 4.9% | 405.85 | 32.7% | 3.8% |
| 50Δ | 410.56 | 32.4% | 4.2% | 410.61 | 32.9% | 3.2% |
| 55Δ | 405.90 | 32.1% | 3.6% | 415.53 | 33.0% | 2.7% |
| 60Δ | 401.27 | 31.8% | 3.0% | 420.48 | 33.2% | 2.2% |
| 65Δ | 396.17 | 32.3% | 2.6% | 425.82 | 33.2% | 1.8% |
| 70Δ | 390.89 | 33.2% | 2.2% | 431.36 | 33.2% | 1.4% |
| 75Δ | 384.83 | 33.9% | 1.8% | 437.64 | 33.3% | 1.0% |
| 80Δ | 378.20 | 34.7% | 1.4% | 448.34 | 36.5% | 0.8% |
20Δ
- Pseudo strike
- 446.42
- IV
- 34.8%
- B/E move
- 10.6%
- Pseudo strike
- 376.02
- IV
- 37.3%
- B/E move
- 9.0%
25Δ
- Pseudo strike
- 438.38
- IV
- 34.1%
- B/E move
- 8.9%
- Pseudo strike
- 384.42
- IV
- 34.4%
- B/E move
- 7.2%
30Δ
- Pseudo strike
- 430.69
- IV
- 32.3%
- B/E move
- 7.3%
- Pseudo strike
- 391.50
- IV
- 32.0%
- B/E move
- 5.8%
35Δ
- Pseudo strike
- 425.32
- IV
- 32.3%
- B/E move
- 6.4%
- Pseudo strike
- 396.32
- IV
- 32.3%
- B/E move
- 5.0%
40Δ
- Pseudo strike
- 420.17
- IV
- 32.4%
- B/E move
- 5.6%
- Pseudo strike
- 401.12
- IV
- 32.6%
- B/E move
- 4.4%
45Δ
- Pseudo strike
- 415.36
- IV
- 32.4%
- B/E move
- 4.9%
- Pseudo strike
- 405.85
- IV
- 32.7%
- B/E move
- 3.8%
50Δ
- Pseudo strike
- 410.56
- IV
- 32.4%
- B/E move
- 4.2%
- Pseudo strike
- 410.61
- IV
- 32.9%
- B/E move
- 3.2%
55Δ
- Pseudo strike
- 405.90
- IV
- 32.1%
- B/E move
- 3.6%
- Pseudo strike
- 415.53
- IV
- 33.0%
- B/E move
- 2.7%
60Δ
- Pseudo strike
- 401.27
- IV
- 31.8%
- B/E move
- 3.0%
- Pseudo strike
- 420.48
- IV
- 33.2%
- B/E move
- 2.2%
65Δ
- Pseudo strike
- 396.17
- IV
- 32.3%
- B/E move
- 2.6%
- Pseudo strike
- 425.82
- IV
- 33.2%
- B/E move
- 1.8%
70Δ
- Pseudo strike
- 390.89
- IV
- 33.2%
- B/E move
- 2.2%
- Pseudo strike
- 431.36
- IV
- 33.2%
- B/E move
- 1.4%
75Δ
- Pseudo strike
- 384.83
- IV
- 33.9%
- B/E move
- 1.8%
- Pseudo strike
- 437.64
- IV
- 33.3%
- B/E move
- 1.0%
80Δ
- Pseudo strike
- 378.20
- IV
- 34.7%
- B/E move
- 1.4%
- Pseudo strike
- 448.34
- IV
- 36.5%
- B/E move
- 0.8%
Options history
No recorded observations