Share price$3.44
1D-3.4%
Sold putSold callAH
CPS Technologies Corp. Common Stock CPSH
i
Market datapartial · fetched 2026-10-22T04:40:19.419Z
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 · 2026-10-21T20:29:30.651415701Z
FundamentalsAlpha Vantage · unavailable
CPS Technologies Corp. Common Stock options
PutsExpensive2.71×
CallsExpensive2.30×
SkewBearish+25.74 pp
Implied moveBearish±$1.63
TiltBearish11.8% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.82 | 118.0% | 44.7% | |||
| 25Δ | 4.62 | 125.1% | 41.8% | 2.64 | 255.9% | 38.8% |
| 30Δ | 4.43 | 132.3% | 38.8% | 2.82 | 243.2% | 36.0% |
| 35Δ | 4.24 | 139.4% | 35.8% | 3.00 | 230.6% | 33.1% |
| 40Δ | 4.05 | 146.5% | 32.8% | 3.17 | 218.0% | 30.2% |
| 45Δ | 3.85 | 153.6% | 29.9% | 3.35 | 205.4% | 27.3% |
| 50Δ | 3.66 | 160.7% | 26.9% | 3.53 | 192.8% | 24.4% |
| 55Δ | 3.47 | 167.8% | 23.9% | 3.71 | 180.1% | 21.5% |
| 60Δ | 3.28 | 174.9% | 21.0% | 3.88 | 167.5% | 18.6% |
| 65Δ | 3.08 | 182.0% | 18.0% | 4.06 | 154.9% | 15.7% |
| 70Δ | 2.89 | 189.2% | 15.0% | 4.24 | 142.3% | 12.8% |
| 75Δ | 2.70 | 196.3% | 12.1% | 4.42 | 129.7% | 9.9% |
| 80Δ | 2.51 | 203.4% | 9.1% | 4.59 | 117.0% | 7.0% |
20Δ
- Pseudo strike
- 4.82
- IV
- 118.0%
- B/E move
- 44.7%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 4.62
- IV
- 125.1%
- B/E move
- 41.8%
- Pseudo strike
- 2.64
- IV
- 255.9%
- B/E move
- 38.8%
30Δ
- Pseudo strike
- 4.43
- IV
- 132.3%
- B/E move
- 38.8%
- Pseudo strike
- 2.82
- IV
- 243.2%
- B/E move
- 36.0%
35Δ
- Pseudo strike
- 4.24
- IV
- 139.4%
- B/E move
- 35.8%
- Pseudo strike
- 3.00
- IV
- 230.6%
- B/E move
- 33.1%
40Δ
- Pseudo strike
- 4.05
- IV
- 146.5%
- B/E move
- 32.8%
- Pseudo strike
- 3.17
- IV
- 218.0%
- B/E move
- 30.2%
45Δ
- Pseudo strike
- 3.85
- IV
- 153.6%
- B/E move
- 29.9%
- Pseudo strike
- 3.35
- IV
- 205.4%
- B/E move
- 27.3%
50Δ
- Pseudo strike
- 3.66
- IV
- 160.7%
- B/E move
- 26.9%
- Pseudo strike
- 3.53
- IV
- 192.8%
- B/E move
- 24.4%
55Δ
- Pseudo strike
- 3.47
- IV
- 167.8%
- B/E move
- 23.9%
- Pseudo strike
- 3.71
- IV
- 180.1%
- B/E move
- 21.5%
60Δ
- Pseudo strike
- 3.28
- IV
- 174.9%
- B/E move
- 21.0%
- Pseudo strike
- 3.88
- IV
- 167.5%
- B/E move
- 18.6%
65Δ
- Pseudo strike
- 3.08
- IV
- 182.0%
- B/E move
- 18.0%
- Pseudo strike
- 4.06
- IV
- 154.9%
- B/E move
- 15.7%
70Δ
- Pseudo strike
- 2.89
- IV
- 189.2%
- B/E move
- 15.0%
- Pseudo strike
- 4.24
- IV
- 142.3%
- B/E move
- 12.8%
75Δ
- Pseudo strike
- 2.70
- IV
- 196.3%
- B/E move
- 12.1%
- Pseudo strike
- 4.42
- IV
- 129.7%
- B/E move
- 9.9%
80Δ
- Pseudo strike
- 2.51
- IV
- 203.4%
- B/E move
- 9.1%
- Pseudo strike
- 4.59
- IV
- 117.0%
- B/E move
- 7.0%
Options history
No recorded observations