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CTS Corporation CTS

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Market datapartial · fetched 2026-10-22T04:39:30.509Z

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 · 2026-10-21T23:00:00.003531111Z

FundamentalsAlpha Vantage · unavailable

Share price$56.23
1D+0.3%
AH$55.53$55.75$55.97$56.19$56.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCTS
Sold putSold callAH

CTS Corporation options

Live interpolated CTS call and put midpoint premiums by absolute delta.CTS Corporation$2.23$4.09$5.95$7.81$9.67$37.57$47.53$57.50$67.47$77.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CTS spot · $56.23CTS PRICE$2.45$2.45$2.43$2.43$2.63$2.82$3.02$3.21$3.88$4.68$5.48$6.29$2.45$2.45$2.45$2.45$2.45$2.92$3.40$3.87$4.34$4.82$5.97$7.55$9.14
PutsCheap0.64×
CallsCheap0.61×
SkewBearish+0.71 pp
Implied moveBearish±$6.22
TiltBearish13.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.11116.0%24.1%
25Δ75.53120.5%38.7%48.8691.0%17.5%
30Δ67.2592.2%24.0%51.2974.6%13.1%
35Δ62.8273.2%16.0%53.1562.0%9.8%
40Δ59.8058.8%10.7%55.0049.3%6.5%
45Δ58.6654.3%9.0%55.9348.3%5.7%
50Δ57.5249.8%7.3%56.8647.3%4.9%
55Δ56.3845.3%5.6%57.7946.3%4.1%
60Δ55.2440.8%3.9%58.7145.3%3.3%
65Δ54.1640.7%3.2%59.6444.2%2.5%
70Δ53.0941.8%2.7%61.1045.9%2.0%
75Δ52.0242.9%2.3%62.9049.3%1.6%
80Δ50.9544.0%1.8%64.7052.6%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.11
IV
116.0%
B/E move
24.1%

25Δ

Calls
Pseudo strike
75.53
IV
120.5%
B/E move
38.7%
Puts
Pseudo strike
48.86
IV
91.0%
B/E move
17.5%

30Δ

Calls
Pseudo strike
67.25
IV
92.2%
B/E move
24.0%
Puts
Pseudo strike
51.29
IV
74.6%
B/E move
13.1%

35Δ

Calls
Pseudo strike
62.82
IV
73.2%
B/E move
16.0%
Puts
Pseudo strike
53.15
IV
62.0%
B/E move
9.8%

40Δ

Calls
Pseudo strike
59.80
IV
58.8%
B/E move
10.7%
Puts
Pseudo strike
55.00
IV
49.3%
B/E move
6.5%

45Δ

Calls
Pseudo strike
58.66
IV
54.3%
B/E move
9.0%
Puts
Pseudo strike
55.93
IV
48.3%
B/E move
5.7%

50Δ

Calls
Pseudo strike
57.52
IV
49.8%
B/E move
7.3%
Puts
Pseudo strike
56.86
IV
47.3%
B/E move
4.9%

55Δ

Calls
Pseudo strike
56.38
IV
45.3%
B/E move
5.6%
Puts
Pseudo strike
57.79
IV
46.3%
B/E move
4.1%

60Δ

Calls
Pseudo strike
55.24
IV
40.8%
B/E move
3.9%
Puts
Pseudo strike
58.71
IV
45.3%
B/E move
3.3%

65Δ

Calls
Pseudo strike
54.16
IV
40.7%
B/E move
3.2%
Puts
Pseudo strike
59.64
IV
44.2%
B/E move
2.5%

70Δ

Calls
Pseudo strike
53.09
IV
41.8%
B/E move
2.7%
Puts
Pseudo strike
61.10
IV
45.9%
B/E move
2.0%

75Δ

Calls
Pseudo strike
52.02
IV
42.9%
B/E move
2.3%
Puts
Pseudo strike
62.90
IV
49.3%
B/E move
1.6%

80Δ

Calls
Pseudo strike
50.95
IV
44.0%
B/E move
1.8%
Puts
Pseudo strike
64.70
IV
52.6%
B/E move
1.2%

Options history

No recorded observations