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Constellium SE Class A Ordinary shares CSTM

i

Market datapartial · fetched 2026-11-07T05:53:40.048Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-07T00:45:42.230552607Z

FundamentalsAlpha Vantage · unavailable

Share price$21.69
1D+0.7%
AH$21.18$21.41$21.64$21.87$22.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCSTM
Sold putSold callAH

Constellium SE Class A Ordinary shares options

Live interpolated CSTM call and put midpoint premiums by absolute delta.Constellium SE Class A Ordinary shares$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECSTM PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend43.06%
Daily close
CSTM40.0%53.6%67.2%2026-08-10: 54.48%2026-08-11: 53.49%2026-08-12: 49.17%2026-08-13: 52.90%2026-08-14: 51.47%2026-08-17: 52.22%2026-08-18: 47.79%2026-08-19: 65.29%2026-08-20: 60.97%2026-08-21: 51.65%2026-08-24: 52.07%2026-08-25: 50.38%2026-08-26: 50.72%2026-08-27: 46.71%2026-08-28: 48.63%2026-08-31: 51.70%2026-09-01: 49.62%2026-09-02: 50.02%2026-09-03: 48.38%2026-09-04: 47.42%2026-09-08: 50.79%2026-09-09: 49.52%2026-09-10: 47.17%2026-09-11: 46.69%2026-09-14: 49.95%2026-09-15: 63.60%2026-09-16: 56.02%2026-09-17: 58.84%2026-09-18: 49.57%2026-09-21: 49.62%2026-09-22: 49.77%2026-09-23: 49.05%2026-09-24: 48.75%2026-09-25: 46.90%2026-09-28: 47.53%2026-09-29: 47.89%2026-09-30: 49.37%2026-10-01: 47.63%2026-10-02: 48.29%2026-10-05: 48.49%2026-10-06: 48.33%2026-10-07: 48.07%2026-10-08: 49.58%2026-10-09: 46.66%2026-10-12: 60.83%2026-10-13: 46.52%2026-10-14: 62.37%2026-10-15: 58.98%2026-10-16: 44.76%2026-10-19: 43.75%2026-10-20: 47.37%2026-10-21: 46.87%2026-10-22: 45.45%2026-10-23: 51.31%2026-10-26: 49.07%2026-10-27: 49.18%2026-10-28: 44.34%2026-10-29: 41.87%2026-10-30: 43.06%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
54.48%
53.49%
49.17%
52.90%
51.47%
52.22%
47.79%
65.29%
60.97%
51.65%
52.07%
50.38%
50.72%
46.71%
48.63%
51.70%
49.62%
50.02%
48.38%
47.42%
50.79%
49.52%
47.17%
46.69%
49.95%
63.60%
56.02%
58.84%
49.57%
49.62%
49.77%
49.05%
48.75%
46.90%
47.53%
47.89%
49.37%
47.63%
48.29%
48.49%
48.33%
48.07%
49.58%
46.66%
60.83%
46.52%
62.37%
58.98%
44.76%
43.75%
47.37%
46.87%
45.45%
51.31%
49.07%
49.18%
44.34%
41.87%
43.06%