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Constellium Nv CSTM

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Market datapartial · fetched 2026-10-15T20:33:37.092Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.003198189Z

FundamentalsAlpha Vantage · unavailable

Share price$25.47
1D+5.2%
AH$24.11$24.50$24.90$25.29$25.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCSTM
Sold putSold callAH

Constellium Nv options

Live interpolated CSTM call and put midpoint premiums by absolute delta.Constellium Nv$0.12$0.98$1.84$2.71$3.57$22.72$23.88$25.03$26.19$27.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $25.47OPTION PRICELive CSTM spot · $25.47CSTM PRICE$0.21$0.22$0.24$0.26$0.31$0.35$0.39$0.44$0.48$0.53$0.57$0.61$0.66$0.38$0.38$0.38$0.38$0.46$0.58$0.69$0.80$0.92$2.29$2.54$2.79$3.32
PutsExpensive1.60×
CallsCheap0.78×
SkewBearish+90.06 pp
Implied moveBearish±$1.08
TiltBearish50.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.59161.1%9.2%23.06243.6%10.9%
25Δ27.00133.9%6.9%23.66202.8%8.6%
30Δ26.41106.7%4.6%24.26162.1%6.2%
35Δ25.9686.8%3.0%24.86121.3%3.9%
40Δ25.8483.1%2.6%25.15113.1%3.1%
45Δ25.7179.4%2.3%25.35115.1%2.7%
50Δ25.5975.7%2.0%25.55117.0%2.4%
55Δ25.4672.0%1.7%25.75119.0%2.1%
60Δ25.3468.3%1.4%25.94121.0%1.7%
65Δ25.2164.7%1.1%27.03251.3%2.9%
70Δ25.0961.0%0.7%27.43241.4%2.3%
75Δ24.9657.3%0.4%27.82231.5%1.7%
80Δ24.8453.6%0.1%28.47235.4%1.3%

20Δ

Calls
Pseudo strike
27.59
IV
161.1%
B/E move
9.2%
Puts
Pseudo strike
23.06
IV
243.6%
B/E move
10.9%

25Δ

Calls
Pseudo strike
27.00
IV
133.9%
B/E move
6.9%
Puts
Pseudo strike
23.66
IV
202.8%
B/E move
8.6%

30Δ

Calls
Pseudo strike
26.41
IV
106.7%
B/E move
4.6%
Puts
Pseudo strike
24.26
IV
162.1%
B/E move
6.2%

35Δ

Calls
Pseudo strike
25.96
IV
86.8%
B/E move
3.0%
Puts
Pseudo strike
24.86
IV
121.3%
B/E move
3.9%

40Δ

Calls
Pseudo strike
25.84
IV
83.1%
B/E move
2.6%
Puts
Pseudo strike
25.15
IV
113.1%
B/E move
3.1%

45Δ

Calls
Pseudo strike
25.71
IV
79.4%
B/E move
2.3%
Puts
Pseudo strike
25.35
IV
115.1%
B/E move
2.7%

50Δ

Calls
Pseudo strike
25.59
IV
75.7%
B/E move
2.0%
Puts
Pseudo strike
25.55
IV
117.0%
B/E move
2.4%

55Δ

Calls
Pseudo strike
25.46
IV
72.0%
B/E move
1.7%
Puts
Pseudo strike
25.75
IV
119.0%
B/E move
2.1%

60Δ

Calls
Pseudo strike
25.34
IV
68.3%
B/E move
1.4%
Puts
Pseudo strike
25.94
IV
121.0%
B/E move
1.7%

65Δ

Calls
Pseudo strike
25.21
IV
64.7%
B/E move
1.1%
Puts
Pseudo strike
27.03
IV
251.3%
B/E move
2.9%

70Δ

Calls
Pseudo strike
25.09
IV
61.0%
B/E move
0.7%
Puts
Pseudo strike
27.43
IV
241.4%
B/E move
2.3%

75Δ

Calls
Pseudo strike
24.96
IV
57.3%
B/E move
0.4%
Puts
Pseudo strike
27.82
IV
231.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
24.84
IV
53.6%
B/E move
0.1%
Puts
Pseudo strike
28.47
IV
235.4%
B/E move
1.3%