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Cooper-Standard Automotive Inc. CPS

i

Market dataready · fetched 2026-11-12T15:25:49.580Z

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 · 2026-11-12T15:25:41.045131109Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:25:49.078204+00:00

Share price$17.85
1D-5.5%
$17.77$18.11$18.45$18.79$19.135:30 AM6:30 AM9:00 AM1:00 PMCPS
Sold putSold call

Cooper-Standard Automotive Inc. options

Live interpolated CPS call and put midpoint premiums by absolute delta.Cooper-Standard Automotive Inc.$0.26$1.37$2.48$3.58$4.69$11.41$14.39$17.38$20.36$23.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CPS spot · $17.85CPS PRICE$0.38$0.57$0.76$0.95$1.13$1.32$1.51$1.83$2.35$2.88$3.40$4.37$0.43$0.51$0.60$0.69$0.78$0.99$1.26$1.52$1.78$2.04$2.30
Puts——
Calls——
Skew——
Implied moveBullish±$2.58
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.30132.7%16.7%
25Δ19.8997.7%13.5%15.81123.5%14.3%
30Δ19.53103.7%12.6%16.33114.2%11.9%
35Δ19.17109.7%11.6%16.85105.0%9.5%
40Δ18.81115.8%10.6%17.3795.7%7.1%
45Δ18.45121.8%9.7%17.7894.6%6.0%
50Δ18.08127.8%8.7%18.1696.2%5.3%
55Δ17.72133.9%7.7%18.5497.9%4.7%
60Δ17.25143.3%6.9%18.9299.5%4.0%
65Δ16.60158.2%6.2%19.30101.2%3.3%
70Δ15.95173.0%5.5%19.67102.9%2.7%
75Δ15.31187.9%4.8%
80Δ14.23218.6%4.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.30
IV
132.7%
B/E move
16.7%

25Δ

Calls
Pseudo strike
19.89
IV
97.7%
B/E move
13.5%
Puts
Pseudo strike
15.81
IV
123.5%
B/E move
14.3%

30Δ

Calls
Pseudo strike
19.53
IV
103.7%
B/E move
12.6%
Puts
Pseudo strike
16.33
IV
114.2%
B/E move
11.9%

35Δ

Calls
Pseudo strike
19.17
IV
109.7%
B/E move
11.6%
Puts
Pseudo strike
16.85
IV
105.0%
B/E move
9.5%

40Δ

Calls
Pseudo strike
18.81
IV
115.8%
B/E move
10.6%
Puts
Pseudo strike
17.37
IV
95.7%
B/E move
7.1%

45Δ

Calls
Pseudo strike
18.45
IV
121.8%
B/E move
9.7%
Puts
Pseudo strike
17.78
IV
94.6%
B/E move
6.0%

50Δ

Calls
Pseudo strike
18.08
IV
127.8%
B/E move
8.7%
Puts
Pseudo strike
18.16
IV
96.2%
B/E move
5.3%

55Δ

Calls
Pseudo strike
17.72
IV
133.9%
B/E move
7.7%
Puts
Pseudo strike
18.54
IV
97.9%
B/E move
4.7%

60Δ

Calls
Pseudo strike
17.25
IV
143.3%
B/E move
6.9%
Puts
Pseudo strike
18.92
IV
99.5%
B/E move
4.0%

65Δ

Calls
Pseudo strike
16.60
IV
158.2%
B/E move
6.2%
Puts
Pseudo strike
19.30
IV
101.2%
B/E move
3.3%

70Δ

Calls
Pseudo strike
15.95
IV
173.0%
B/E move
5.5%
Puts
Pseudo strike
19.67
IV
102.9%
B/E move
2.7%

75Δ

Calls
Pseudo strike
15.31
IV
187.9%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
14.23
IV
218.6%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend76.61%
Daily EOD
CPS71.1%74.4%77.8%2026-10-19: 75.91%2026-10-20: 73.85%2026-10-21: 71.55%2026-10-22: 74.35%2026-10-23: 74.77%2026-10-26: 76.37%2026-10-27: 77.32%2026-10-28: 76.17%2026-10-29: 73.95%2026-10-30: 76.61%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
75.91%
73.85%
71.55%
74.35%
74.77%
76.37%
77.32%
76.17%
73.95%
76.61%