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Corpay, Inc. CPAY

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-11T14:53:56.658Z

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 · 2026-11-11T14:52:34.500170688Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:53:56.246289+00:00

Share price$460.64
1D+0.4%
$457.25$458.16$459.07$459.98$460.895:30 AM6:30 AM9:00 AM1:00 PMCPAY
Sold putSold call

Corpay, Inc. options

Live interpolated CPAY call and put midpoint premiums by absolute delta.Corpay, Inc.$1.96$7.08$12.19$17.30$22.41$389.34$425.32$461.30$497.28$533.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CPAY spot · $460.64CPAY PRICE$2.52$3.20$3.88$4.61$5.51$6.40$7.29$8.36$9.73$11.10$12.47$13.92$16.60$2.97$4.02$5.08$5.99$6.80$7.62$8.76$10.13$11.51$12.88$15.31$18.12$20.94
PutsCheap0.75×
CallsCheap0.33×
SkewBearish+4.51 pp
Implied moveBearish±$16.05
TiltBearish10.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ483.4531.6%5.5%440.5235.6%5.0%
25Δ478.5830.2%4.6%444.4435.5%4.4%
30Δ473.7028.8%3.7%448.3535.5%3.8%
35Δ469.3827.6%2.9%451.9334.3%3.2%
40Δ466.7927.0%2.5%455.2832.3%2.6%
45Δ464.2126.3%2.2%458.6230.3%2.1%
50Δ461.6225.7%1.8%461.5229.1%1.7%
55Δ459.1425.2%1.5%464.1228.6%1.4%
60Δ456.8224.9%1.3%466.7128.2%1.2%
65Δ454.5024.6%1.1%469.3027.7%0.9%
70Δ452.1824.3%0.9%472.6128.0%0.7%
75Δ449.8024.0%0.7%476.1728.5%0.6%
80Δ446.5023.9%0.5%479.7329.1%0.4%

20Δ

Calls
Pseudo strike
483.45
IV
31.6%
B/E move
5.5%
Puts
Pseudo strike
440.52
IV
35.6%
B/E move
5.0%

25Δ

Calls
Pseudo strike
478.58
IV
30.2%
B/E move
4.6%
Puts
Pseudo strike
444.44
IV
35.5%
B/E move
4.4%

30Δ

Calls
Pseudo strike
473.70
IV
28.8%
B/E move
3.7%
Puts
Pseudo strike
448.35
IV
35.5%
B/E move
3.8%

35Δ

Calls
Pseudo strike
469.38
IV
27.6%
B/E move
2.9%
Puts
Pseudo strike
451.93
IV
34.3%
B/E move
3.2%

40Δ

Calls
Pseudo strike
466.79
IV
27.0%
B/E move
2.5%
Puts
Pseudo strike
455.28
IV
32.3%
B/E move
2.6%

45Δ

Calls
Pseudo strike
464.21
IV
26.3%
B/E move
2.2%
Puts
Pseudo strike
458.62
IV
30.3%
B/E move
2.1%

50Δ

Calls
Pseudo strike
461.62
IV
25.7%
B/E move
1.8%
Puts
Pseudo strike
461.52
IV
29.1%
B/E move
1.7%

55Δ

Calls
Pseudo strike
459.14
IV
25.2%
B/E move
1.5%
Puts
Pseudo strike
464.12
IV
28.6%
B/E move
1.4%

60Δ

Calls
Pseudo strike
456.82
IV
24.9%
B/E move
1.3%
Puts
Pseudo strike
466.71
IV
28.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
454.50
IV
24.6%
B/E move
1.1%
Puts
Pseudo strike
469.30
IV
27.7%
B/E move
0.9%

70Δ

Calls
Pseudo strike
452.18
IV
24.3%
B/E move
0.9%
Puts
Pseudo strike
472.61
IV
28.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
449.80
IV
24.0%
B/E move
0.7%
Puts
Pseudo strike
476.17
IV
28.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
446.50
IV
23.9%
B/E move
0.5%
Puts
Pseudo strike
479.73
IV
29.1%
B/E move
0.4%

Options history

IV · four-Friday blend30.64%
Daily EOD
CPAY27.1%29.0%30.9%2026-10-19: 29.37%2026-10-20: 27.40%2026-10-21: 28.43%2026-10-22: 28.64%2026-10-23: 28.25%2026-10-26: 29.36%2026-10-27: 29.20%2026-10-28: 29.27%2026-10-29: 29.00%2026-10-30: 30.64%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
29.37%
27.40%
28.43%
28.64%
28.25%
29.36%
29.20%
29.27%
29.00%
30.64%