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CoStar Group, Inc. Common Stock CSGP

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Market datapartial · fetched 2026-10-22T04:38:04.340Z

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 · 2026-10-21T20:53:29.15998134Z

FundamentalsAlpha Vantage · unavailable

Share price$32.70
1D-0.9%
AH$32.65$32.80$32.94$33.08$33.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCSGP
Sold putSold callAH

CoStar Group, Inc. Common Stock options

Live interpolated CSGP call and put midpoint premiums by absolute delta.CoStar Group, Inc. Common Stock$0.47$2.02$3.58$5.13$6.68$25.04$28.88$32.72$36.56$40.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CSGP spot · $32.70CSGP PRICE$0.64$0.86$1.08$1.30$1.54$1.94$2.35$2.75$3.15$3.55$3.95$4.98$6.21$0.74$0.94$1.23$1.60$1.96$2.33$2.70$3.06$3.43$4.04$4.77$5.50$6.24
PutsExpensive1.28×
CallsExpensive1.38×
SkewBullish-6.21 pp
Implied moveBearish±$5.04
TiltBearish5.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.8461.5%20.7%28.1166.0%16.3%
25Δ37.8662.2%18.4%29.4262.4%12.9%
30Δ36.8763.0%16.0%30.4160.8%10.8%
35Δ35.8863.7%13.7%31.1360.7%9.7%
40Δ34.9264.4%11.5%31.8660.7%8.6%
45Δ34.1365.0%10.3%32.5860.6%7.5%
50Δ33.3465.6%9.1%33.3160.5%6.4%
55Δ32.5666.3%8.0%34.0360.4%5.3%
60Δ31.7766.9%6.8%34.7660.4%4.2%
65Δ30.9867.5%5.6%35.6359.7%3.4%
70Δ30.1968.1%4.4%36.5758.8%2.8%
75Δ28.9173.0%3.6%37.5057.9%2.1%
80Δ27.4679.3%3.0%38.4457.0%1.5%

20Δ

Calls
Pseudo strike
38.84
IV
61.5%
B/E move
20.7%
Puts
Pseudo strike
28.11
IV
66.0%
B/E move
16.3%

25Δ

Calls
Pseudo strike
37.86
IV
62.2%
B/E move
18.4%
Puts
Pseudo strike
29.42
IV
62.4%
B/E move
12.9%

30Δ

Calls
Pseudo strike
36.87
IV
63.0%
B/E move
16.0%
Puts
Pseudo strike
30.41
IV
60.8%
B/E move
10.8%

35Δ

Calls
Pseudo strike
35.88
IV
63.7%
B/E move
13.7%
Puts
Pseudo strike
31.13
IV
60.7%
B/E move
9.7%

40Δ

Calls
Pseudo strike
34.92
IV
64.4%
B/E move
11.5%
Puts
Pseudo strike
31.86
IV
60.7%
B/E move
8.6%

45Δ

Calls
Pseudo strike
34.13
IV
65.0%
B/E move
10.3%
Puts
Pseudo strike
32.58
IV
60.6%
B/E move
7.5%

50Δ

Calls
Pseudo strike
33.34
IV
65.6%
B/E move
9.1%
Puts
Pseudo strike
33.31
IV
60.5%
B/E move
6.4%

55Δ

Calls
Pseudo strike
32.56
IV
66.3%
B/E move
8.0%
Puts
Pseudo strike
34.03
IV
60.4%
B/E move
5.3%

60Δ

Calls
Pseudo strike
31.77
IV
66.9%
B/E move
6.8%
Puts
Pseudo strike
34.76
IV
60.4%
B/E move
4.2%

65Δ

Calls
Pseudo strike
30.98
IV
67.5%
B/E move
5.6%
Puts
Pseudo strike
35.63
IV
59.7%
B/E move
3.4%

70Δ

Calls
Pseudo strike
30.19
IV
68.1%
B/E move
4.4%
Puts
Pseudo strike
36.57
IV
58.8%
B/E move
2.8%

75Δ

Calls
Pseudo strike
28.91
IV
73.0%
B/E move
3.6%
Puts
Pseudo strike
37.50
IV
57.9%
B/E move
2.1%

80Δ

Calls
Pseudo strike
27.46
IV
79.3%
B/E move
3.0%
Puts
Pseudo strike
38.44
IV
57.0%
B/E move
1.5%

Options history

No recorded observations