IntraAlpha
Create free account Start free

Copart, Inc. (DE) Common Stock CPRT

i

Market dataready · fetched 2026-11-12T16:38:53.268Z

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 · 2026-11-12T16:38:52.162320595Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-12T16:38:52.815276+00:00

Share price$32.26
1D-0.1%
$32.12$32.22$32.33$32.43$32.535:30 AM6:30 AM9:00 AM1:00 PMCPRT
Sold putSold call

Copart, Inc. (DE) Common Stock options

Live interpolated CPRT call and put midpoint premiums by absolute delta.Copart, Inc. (DE) Common Stock$0.20$0.82$1.43$2.04$2.66$29.40$30.83$32.25$33.67$35.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CPRT spot · $32.26CPRT PRICE$0.27$0.36$0.45$0.55$0.64$0.73$0.89$1.13$1.36$1.60$1.84$2.07$2.31$0.30$0.41$0.53$0.64$0.75$0.86$0.97$1.17$1.43$1.69$1.95$2.22$2.48
PutsFair1.01×
CallsExpensive1.07×
SkewBearish+0.49 pp
Implied moveBearish±$1.87
TiltBearish4.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.4445.4%7.6%30.3748.2%6.8%
25Δ34.0945.5%6.8%30.7048.1%6.1%
30Δ33.7445.6%6.0%31.0348.1%5.4%
35Δ33.3845.7%5.2%31.3648.0%4.8%
40Δ33.0345.7%4.4%31.6948.0%4.1%
45Δ32.6845.8%3.6%32.0248.0%3.4%
50Δ32.3346.3%3.0%32.3547.9%2.7%
55Δ31.9947.1%2.7%32.7047.8%2.3%
60Δ31.6547.9%2.3%33.0647.6%2.0%
65Δ31.3048.7%2.0%33.4147.5%1.7%
70Δ30.9649.5%1.7%33.7747.3%1.4%
75Δ30.6250.3%1.3%34.1347.2%1.1%
80Δ30.2851.1%1.0%34.4947.0%0.8%

20Δ

Calls
Pseudo strike
34.44
IV
45.4%
B/E move
7.6%
Puts
Pseudo strike
30.37
IV
48.2%
B/E move
6.8%

25Δ

Calls
Pseudo strike
34.09
IV
45.5%
B/E move
6.8%
Puts
Pseudo strike
30.70
IV
48.1%
B/E move
6.1%

30Δ

Calls
Pseudo strike
33.74
IV
45.6%
B/E move
6.0%
Puts
Pseudo strike
31.03
IV
48.1%
B/E move
5.4%

35Δ

Calls
Pseudo strike
33.38
IV
45.7%
B/E move
5.2%
Puts
Pseudo strike
31.36
IV
48.0%
B/E move
4.8%

40Δ

Calls
Pseudo strike
33.03
IV
45.7%
B/E move
4.4%
Puts
Pseudo strike
31.69
IV
48.0%
B/E move
4.1%

45Δ

Calls
Pseudo strike
32.68
IV
45.8%
B/E move
3.6%
Puts
Pseudo strike
32.02
IV
48.0%
B/E move
3.4%

50Δ

Calls
Pseudo strike
32.33
IV
46.3%
B/E move
3.0%
Puts
Pseudo strike
32.35
IV
47.9%
B/E move
2.7%

55Δ

Calls
Pseudo strike
31.99
IV
47.1%
B/E move
2.7%
Puts
Pseudo strike
32.70
IV
47.8%
B/E move
2.3%

60Δ

Calls
Pseudo strike
31.65
IV
47.9%
B/E move
2.3%
Puts
Pseudo strike
33.06
IV
47.6%
B/E move
2.0%

65Δ

Calls
Pseudo strike
31.30
IV
48.7%
B/E move
2.0%
Puts
Pseudo strike
33.41
IV
47.5%
B/E move
1.7%

70Δ

Calls
Pseudo strike
30.96
IV
49.5%
B/E move
1.7%
Puts
Pseudo strike
33.77
IV
47.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
30.62
IV
50.3%
B/E move
1.3%
Puts
Pseudo strike
34.13
IV
47.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
30.28
IV
51.1%
B/E move
1.0%
Puts
Pseudo strike
34.49
IV
47.0%
B/E move
0.8%

Options history

IV · four-Friday blend37.43%
Daily close
CPRT32.2%39.0%45.7%2026-08-21: 37.60%2026-08-24: 37.38%2026-08-25: 36.98%2026-08-26: 36.51%2026-08-27: 36.50%2026-08-28: 36.90%2026-08-31: 37.30%2026-09-01: 36.99%2026-09-02: 38.77%2026-09-03: 39.60%2026-09-04: 40.04%2026-09-08: 41.98%2026-09-09: 42.43%2026-09-10: 44.74%2026-09-11: 36.37%2026-09-18: 33.36%2026-09-21: 34.74%2026-09-22: 34.38%2026-09-23: 34.86%2026-09-24: 33.91%2026-09-25: 33.16%2026-09-28: 34.49%2026-09-29: 35.24%2026-09-30: 34.91%2026-10-01: 34.73%2026-10-02: 34.28%2026-10-05: 34.50%2026-10-08: 35.15%2026-10-09: 35.82%2026-10-16: 34.71%2026-10-19: 35.78%2026-10-20: 35.47%2026-10-21: 36.54%2026-10-22: 36.21%2026-10-23: 35.84%2026-10-26: 37.66%2026-10-27: 36.69%2026-10-28: 35.63%2026-10-29: 35.58%2026-10-30: 37.43%Aug 21Sep 24Oct 30
40 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
37.60%
37.38%
36.98%
36.51%
36.50%
36.90%
37.30%
36.99%
38.77%
39.60%
40.04%
41.98%
42.43%
44.74%
36.37%
33.36%
34.74%
34.38%
34.86%
33.91%
33.16%
34.49%
35.24%
34.91%
34.73%
34.28%
34.50%
35.15%
35.82%
34.71%
35.78%
35.47%
36.54%
36.21%
35.84%
37.66%
36.69%
35.63%
35.58%
37.43%