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CPS Technologies Corp. Common Stock CPSH

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Market datapartial · fetched 2026-10-22T10:49:03.537Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:29:30.651415701Z

FundamentalsAlpha Vantage · unavailable

Share price$3.44
1D-3.4%
AH$3.43$3.47$3.50$3.53$3.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCPSH
Sold putSold callAH

CPS Technologies Corp. Common Stock options

Live interpolated CPSH call and put midpoint premiums by absolute delta.CPS Technologies Corp. Common Stock$0.12$0.47$0.81$1.15$1.50$1.21$2.26$3.31$4.37$5.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CPSH spot · $3.44CPSH PRICE$0.16$0.25$0.34$0.43$0.52$0.61$0.70$0.79$0.89$0.98$1.07$1.16$1.25$0.54$0.61$0.69$0.77$0.85$0.93$1.01$1.08$1.16$1.24$1.32$1.40
PutsExpensive2.74×
CallsExpensive2.31×
SkewBearish+25.89 pp
Implied moveBearish±$1.63
TiltBearish11.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.82118.1%44.7%
25Δ4.62125.3%41.8%2.64256.9%38.8%
30Δ4.43132.5%38.8%2.82244.2%36.0%
35Δ4.24139.6%35.8%3.00231.5%33.1%
40Δ4.05146.8%32.8%3.17218.8%30.2%
45Δ3.85154.0%29.9%3.35206.1%27.3%
50Δ3.66161.2%26.9%3.53193.4%24.4%
55Δ3.47168.4%23.9%3.71180.7%21.5%
60Δ3.28175.6%21.0%3.88168.0%18.6%
65Δ3.08182.7%18.0%4.06155.3%15.7%
70Δ2.89189.9%15.0%4.24142.6%12.8%
75Δ2.70197.1%12.1%4.42129.9%9.9%
80Δ2.51204.3%9.1%4.59117.2%7.0%

20Δ

Calls
Pseudo strike
4.82
IV
118.1%
B/E move
44.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.62
IV
125.3%
B/E move
41.8%
Puts
Pseudo strike
2.64
IV
256.9%
B/E move
38.8%

30Δ

Calls
Pseudo strike
4.43
IV
132.5%
B/E move
38.8%
Puts
Pseudo strike
2.82
IV
244.2%
B/E move
36.0%

35Δ

Calls
Pseudo strike
4.24
IV
139.6%
B/E move
35.8%
Puts
Pseudo strike
3.00
IV
231.5%
B/E move
33.1%

40Δ

Calls
Pseudo strike
4.05
IV
146.8%
B/E move
32.8%
Puts
Pseudo strike
3.17
IV
218.8%
B/E move
30.2%

45Δ

Calls
Pseudo strike
3.85
IV
154.0%
B/E move
29.9%
Puts
Pseudo strike
3.35
IV
206.1%
B/E move
27.3%

50Δ

Calls
Pseudo strike
3.66
IV
161.2%
B/E move
26.9%
Puts
Pseudo strike
3.53
IV
193.4%
B/E move
24.4%

55Δ

Calls
Pseudo strike
3.47
IV
168.4%
B/E move
23.9%
Puts
Pseudo strike
3.71
IV
180.7%
B/E move
21.5%

60Δ

Calls
Pseudo strike
3.28
IV
175.6%
B/E move
21.0%
Puts
Pseudo strike
3.88
IV
168.0%
B/E move
18.6%

65Δ

Calls
Pseudo strike
3.08
IV
182.7%
B/E move
18.0%
Puts
Pseudo strike
4.06
IV
155.3%
B/E move
15.7%

70Δ

Calls
Pseudo strike
2.89
IV
189.9%
B/E move
15.0%
Puts
Pseudo strike
4.24
IV
142.6%
B/E move
12.8%

75Δ

Calls
Pseudo strike
2.70
IV
197.1%
B/E move
12.1%
Puts
Pseudo strike
4.42
IV
129.9%
B/E move
9.9%

80Δ

Calls
Pseudo strike
2.51
IV
204.3%
B/E move
9.1%
Puts
Pseudo strike
4.59
IV
117.2%
B/E move
7.0%

Options history

No recorded observations