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CoStar Group, Inc. Common Stock CSGP

i

Market dataready · fetched 2026-11-11T13:45:24.004Z

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 · 2026-11-11T13:39:06.989350135Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:45:23.443001+00:00

Share price$30.20
1D+0.0%
$30.18$30.19$30.20$30.21$30.225:30 AM6:30 AM9:00 AM1:00 PMCSGP
Sold putSold call

CoStar Group, Inc. Common Stock options

Live interpolated CSGP call and put midpoint premiums by absolute delta.CoStar Group, Inc. Common Stock$0.22$1.07$1.93$2.79$3.65$25.51$27.83$30.15$32.47$34.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CSGP spot · $30.20CSGP PRICE$0.31$0.45$0.58$0.69$0.78$0.94$1.13$1.32$1.61$1.90$2.30$2.76$3.40$0.31$0.40$0.49$0.60$0.70$0.81$0.96$1.11$1.26$1.44$1.64$1.83
Puts——
CallsCheap0.88×
Skew——
Implied moveBullish±$2.10
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.9561.7%10.2%28.1755.7%7.8%
25Δ32.5464.5%9.2%28.6253.8%6.6%
30Δ32.1367.3%8.3%29.0552.0%5.4%
35Δ31.6565.2%7.1%29.3850.7%4.7%
40Δ31.1360.8%5.6%29.7149.4%4.0%
45Δ30.7360.9%4.9%30.0348.2%3.3%
50Δ30.3662.5%4.3%30.3147.7%2.8%
55Δ30.0064.1%3.7%30.5947.1%2.4%
60Δ29.5766.5%3.3%30.8846.6%1.9%
65Δ29.1569.0%2.8%31.1745.7%1.6%
70Δ28.6372.9%2.4%31.4644.7%1.2%
75Δ28.0577.5%2.0%31.7543.7%0.9%
80Δ27.2983.1%1.6%

20Δ

Calls
Pseudo strike
32.95
IV
61.7%
B/E move
10.2%
Puts
Pseudo strike
28.17
IV
55.7%
B/E move
7.8%

25Δ

Calls
Pseudo strike
32.54
IV
64.5%
B/E move
9.2%
Puts
Pseudo strike
28.62
IV
53.8%
B/E move
6.6%

30Δ

Calls
Pseudo strike
32.13
IV
67.3%
B/E move
8.3%
Puts
Pseudo strike
29.05
IV
52.0%
B/E move
5.4%

35Δ

Calls
Pseudo strike
31.65
IV
65.2%
B/E move
7.1%
Puts
Pseudo strike
29.38
IV
50.7%
B/E move
4.7%

40Δ

Calls
Pseudo strike
31.13
IV
60.8%
B/E move
5.6%
Puts
Pseudo strike
29.71
IV
49.4%
B/E move
4.0%

45Δ

Calls
Pseudo strike
30.73
IV
60.9%
B/E move
4.9%
Puts
Pseudo strike
30.03
IV
48.2%
B/E move
3.3%

50Δ

Calls
Pseudo strike
30.36
IV
62.5%
B/E move
4.3%
Puts
Pseudo strike
30.31
IV
47.7%
B/E move
2.8%

55Δ

Calls
Pseudo strike
30.00
IV
64.1%
B/E move
3.7%
Puts
Pseudo strike
30.59
IV
47.1%
B/E move
2.4%

60Δ

Calls
Pseudo strike
29.57
IV
66.5%
B/E move
3.3%
Puts
Pseudo strike
30.88
IV
46.6%
B/E move
1.9%

65Δ

Calls
Pseudo strike
29.15
IV
69.0%
B/E move
2.8%
Puts
Pseudo strike
31.17
IV
45.7%
B/E move
1.6%

70Δ

Calls
Pseudo strike
28.63
IV
72.9%
B/E move
2.4%
Puts
Pseudo strike
31.46
IV
44.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
28.05
IV
77.5%
B/E move
2.0%
Puts
Pseudo strike
31.75
IV
43.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
27.29
IV
83.1%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend49.31%
Daily EOD
CSGP48.7%53.1%57.5%2026-10-19: 54.96%2026-10-20: 54.88%2026-10-21: 54.73%2026-10-22: 55.82%2026-10-23: 55.91%2026-10-26: 56.88%2026-10-27: 55.93%2026-10-30: 49.31%Oct 19Oct 22Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
54.96%
54.88%
54.73%
55.82%
55.91%
56.88%
55.93%
49.31%