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Constellium Nv CSTM

BASIC MATERIALS · ALUMINUM
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Market dataready · fetched 2026-10-16T00:15:15.587Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.003204123Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:15:14.670383+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$0.24$1.80$3.35$4.91$6.46$20.16$22.72$25.28$27.83$30.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CSTM spot · $25.47CSTM PRICE$0.41$0.53$0.66$0.80$0.96$1.14$1.35$1.64$1.89$2.04$2.20$2.60$3.05$0.55$0.71$0.87$1.03$1.19$1.41$1.65$1.89$2.14$3.18$4.30$5.22$6.01
PutsFair0.99×
CallsCheap0.93×
SkewBearish+7.58 pp
Implied moveBearish±$3.00
TiltBearish22.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.5249.5%17.5%22.3656.2%14.3%
25Δ28.6147.4%14.4%23.1254.1%12.0%
30Δ27.9447.0%12.3%23.7752.1%10.1%
35Δ27.3345.8%10.4%24.3549.9%8.5%
40Δ26.7845.2%8.9%24.8847.8%7.0%
45Δ26.3045.2%7.7%25.3747.1%5.9%
50Δ25.8345.9%6.7%25.8546.8%5.0%
55Δ25.3647.8%6.0%26.3145.9%4.2%
60Δ24.9048.5%5.2%26.7644.9%3.3%
65Δ24.4845.4%4.1%27.8055.8%3.3%
70Δ24.0642.4%3.1%29.0064.1%3.0%
75Δ23.5243.3%2.5%30.0966.5%2.4%
80Δ22.9444.7%2.0%31.0765.6%1.6%

20Δ

Calls
Pseudo strike
29.52
IV
49.5%
B/E move
17.5%
Puts
Pseudo strike
22.36
IV
56.2%
B/E move
14.3%

25Δ

Calls
Pseudo strike
28.61
IV
47.4%
B/E move
14.4%
Puts
Pseudo strike
23.12
IV
54.1%
B/E move
12.0%

30Δ

Calls
Pseudo strike
27.94
IV
47.0%
B/E move
12.3%
Puts
Pseudo strike
23.77
IV
52.1%
B/E move
10.1%

35Δ

Calls
Pseudo strike
27.33
IV
45.8%
B/E move
10.4%
Puts
Pseudo strike
24.35
IV
49.9%
B/E move
8.5%

40Δ

Calls
Pseudo strike
26.78
IV
45.2%
B/E move
8.9%
Puts
Pseudo strike
24.88
IV
47.8%
B/E move
7.0%

45Δ

Calls
Pseudo strike
26.30
IV
45.2%
B/E move
7.7%
Puts
Pseudo strike
25.37
IV
47.1%
B/E move
5.9%

50Δ

Calls
Pseudo strike
25.83
IV
45.9%
B/E move
6.7%
Puts
Pseudo strike
25.85
IV
46.8%
B/E move
5.0%

55Δ

Calls
Pseudo strike
25.36
IV
47.8%
B/E move
6.0%
Puts
Pseudo strike
26.31
IV
45.9%
B/E move
4.2%

60Δ

Calls
Pseudo strike
24.90
IV
48.5%
B/E move
5.2%
Puts
Pseudo strike
26.76
IV
44.9%
B/E move
3.3%

65Δ

Calls
Pseudo strike
24.48
IV
45.4%
B/E move
4.1%
Puts
Pseudo strike
27.80
IV
55.8%
B/E move
3.3%

70Δ

Calls
Pseudo strike
24.06
IV
42.4%
B/E move
3.1%
Puts
Pseudo strike
29.00
IV
64.1%
B/E move
3.0%

75Δ

Calls
Pseudo strike
23.52
IV
43.3%
B/E move
2.5%
Puts
Pseudo strike
30.09
IV
66.5%
B/E move
2.4%

80Δ

Calls
Pseudo strike
22.94
IV
44.7%
B/E move
2.0%
Puts
Pseudo strike
31.07
IV
65.6%
B/E move
1.6%