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CPS Technologies Corp. Common Stock CPSH

i

Market dataready · fetched 2026-11-11T14:24:29.437Z

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 · 2026-11-11T14:23:45.532125739Z

FundamentalsSEC EDGAR · ready · as of 2026-09-26 · fetched 2026-11-11T14:24:28.576545+00:00

Share price$4.40
1D-0.2%
$4.40$4.40$4.41$4.41$4.425:30 AM6:30 AM9:00 AM1:00 PMCPSH
Sold putSold call

CPS Technologies Corp. Common Stock options

Live interpolated CPSH call and put midpoint premiums by absolute delta.CPS Technologies Corp. Common Stock$0.06$0.48$0.89$1.31$1.72$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICECPSH PRICE$0.11$0.23$0.34$0.46$0.58$0.70$0.82$0.94$1.06$1.17$1.29$1.41$1.53$0.76$1.18$1.60
Puts——
CallsCheap0.82×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.9283.9%14.3%
25Δ4.7692.4%13.4%
30Δ4.61100.8%12.5%
35Δ4.45109.2%11.6%
40Δ4.29117.7%10.7%
45Δ4.13126.1%9.8%
50Δ3.97134.5%8.9%
55Δ3.82143.0%8.1%
60Δ3.66151.4%7.2%
65Δ3.50159.8%6.3%
70Δ3.34168.3%5.4%5.01129.9%3.4%
75Δ3.19176.7%4.5%5.46134.7%2.8%
80Δ3.03185.2%3.6%5.91139.6%2.2%

20Δ

Calls
Pseudo strike
4.92
IV
83.9%
B/E move
14.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.76
IV
92.4%
B/E move
13.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
4.61
IV
100.8%
B/E move
12.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.45
IV
109.2%
B/E move
11.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.29
IV
117.7%
B/E move
10.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.13
IV
126.1%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.97
IV
134.5%
B/E move
8.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.82
IV
143.0%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.66
IV
151.4%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.50
IV
159.8%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.34
IV
168.3%
B/E move
5.4%
Puts
Pseudo strike
5.01
IV
129.9%
B/E move
3.4%

75Δ

Calls
Pseudo strike
3.19
IV
176.7%
B/E move
4.5%
Puts
Pseudo strike
5.46
IV
134.7%
B/E move
2.8%

80Δ

Calls
Pseudo strike
3.03
IV
185.2%
B/E move
3.6%
Puts
Pseudo strike
5.91
IV
139.6%
B/E move
2.2%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations