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Constellium Nv CSTM

BASIC MATERIALS · ALUMINUM
i

Market dataready · fetched 2026-10-15T21:03:00.112Z

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

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:57:12.976663+00:00

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$22.73$23.88$25.04$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$0.38$0.38$0.38$0.38$0.46$0.58$0.69$0.80$0.92$2.29$2.54$2.79$3.32
PutsExpensive1.59×
CallsCheap0.83×
SkewBearish+85.19 pp
Implied moveBearish±$1.08
TiltBearish59.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.59162.9%9.2%23.06246.2%10.9%
25Δ27.00135.4%6.9%23.66205.0%8.6%
30Δ26.41107.9%4.6%24.26163.8%6.2%
35Δ25.9687.7%3.0%24.86122.6%3.9%
40Δ25.8483.9%2.6%25.15114.1%3.1%
45Δ25.7180.1%2.3%25.35115.8%2.7%
50Δ25.5976.3%2.0%25.55117.6%2.4%
55Δ25.4672.5%1.7%25.75119.3%2.1%
60Δ25.3468.7%1.4%25.94121.0%1.7%
65Δ25.2164.9%1.1%27.03251.3%2.9%
70Δ25.0961.1%0.7%27.43242.4%2.3%
75Δ27.82233.5%1.7%
80Δ28.47237.9%1.3%

20Δ

Calls
Pseudo strike
27.59
IV
162.9%
B/E move
9.2%
Puts
Pseudo strike
23.06
IV
246.2%
B/E move
10.9%

25Δ

Calls
Pseudo strike
27.00
IV
135.4%
B/E move
6.9%
Puts
Pseudo strike
23.66
IV
205.0%
B/E move
8.6%

30Δ

Calls
Pseudo strike
26.41
IV
107.9%
B/E move
4.6%
Puts
Pseudo strike
24.26
IV
163.8%
B/E move
6.2%

35Δ

Calls
Pseudo strike
25.96
IV
87.7%
B/E move
3.0%
Puts
Pseudo strike
24.86
IV
122.6%
B/E move
3.9%

40Δ

Calls
Pseudo strike
25.84
IV
83.9%
B/E move
2.6%
Puts
Pseudo strike
25.15
IV
114.1%
B/E move
3.1%

45Δ

Calls
Pseudo strike
25.71
IV
80.1%
B/E move
2.3%
Puts
Pseudo strike
25.35
IV
115.8%
B/E move
2.7%

50Δ

Calls
Pseudo strike
25.59
IV
76.3%
B/E move
2.0%
Puts
Pseudo strike
25.55
IV
117.6%
B/E move
2.4%

55Δ

Calls
Pseudo strike
25.46
IV
72.5%
B/E move
1.7%
Puts
Pseudo strike
25.75
IV
119.3%
B/E move
2.1%

60Δ

Calls
Pseudo strike
25.34
IV
68.7%
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
64.9%
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
61.1%
B/E move
0.7%
Puts
Pseudo strike
27.43
IV
242.4%
B/E move
2.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.82
IV
233.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.47
IV
237.9%
B/E move
1.3%