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CTS Corporation CTS

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Market datapartial · fetched 2026-10-22T21:31:49.305Z

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 · 2026-10-22T20:10:00.003336181Z

FundamentalsAlpha Vantage · unavailable

Share price$53.53
1D-2.8%
AH$53.33$53.84$54.35$54.86$55.375:30 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$2.27$3.95$5.63$7.32$9.00$35.17$45.80$56.43$67.06$77.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CTS spot · $53.53CTS PRICE$2.45$2.45$2.46$2.61$2.76$3.17$3.77$4.38$4.98$5.64$7.08$8.51$2.45$2.45$2.45$2.48$2.52$2.57$2.62$2.67$2.88$3.49$4.10$4.71$5.32
PutsCheap0.58×
CallsCheap0.74×
SkewBullish-16.04 pp
Implied moveBullish±$5.79
TiltBullish10.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.39124.5%25.4%
25Δ73.55129.5%42.0%46.1896.9%18.3%
30Δ64.6198.2%25.3%48.8677.8%13.3%
35Δ59.8977.8%16.5%50.5465.6%10.2%
40Δ57.8869.0%13.0%51.4958.6%8.5%
45Δ55.8760.3%9.5%52.4451.6%6.8%
50Δ54.3756.7%7.5%53.3944.5%5.2%
55Δ53.2657.2%6.5%54.3337.5%3.5%
60Δ52.1557.6%5.6%55.2432.5%2.2%
65Δ51.0458.1%4.7%56.0432.1%1.8%
70Δ49.8958.7%3.7%56.8431.7%1.5%
75Δ48.1462.8%3.1%57.6531.3%1.1%
80Δ46.3966.9%2.6%58.4530.9%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.39
IV
124.5%
B/E move
25.4%

25Δ

Calls
Pseudo strike
73.55
IV
129.5%
B/E move
42.0%
Puts
Pseudo strike
46.18
IV
96.9%
B/E move
18.3%

30Δ

Calls
Pseudo strike
64.61
IV
98.2%
B/E move
25.3%
Puts
Pseudo strike
48.86
IV
77.8%
B/E move
13.3%

35Δ

Calls
Pseudo strike
59.89
IV
77.8%
B/E move
16.5%
Puts
Pseudo strike
50.54
IV
65.6%
B/E move
10.2%

40Δ

Calls
Pseudo strike
57.88
IV
69.0%
B/E move
13.0%
Puts
Pseudo strike
51.49
IV
58.6%
B/E move
8.5%

45Δ

Calls
Pseudo strike
55.87
IV
60.3%
B/E move
9.5%
Puts
Pseudo strike
52.44
IV
51.6%
B/E move
6.8%

50Δ

Calls
Pseudo strike
54.37
IV
56.7%
B/E move
7.5%
Puts
Pseudo strike
53.39
IV
44.5%
B/E move
5.2%

55Δ

Calls
Pseudo strike
53.26
IV
57.2%
B/E move
6.5%
Puts
Pseudo strike
54.33
IV
37.5%
B/E move
3.5%

60Δ

Calls
Pseudo strike
52.15
IV
57.6%
B/E move
5.6%
Puts
Pseudo strike
55.24
IV
32.5%
B/E move
2.2%

65Δ

Calls
Pseudo strike
51.04
IV
58.1%
B/E move
4.7%
Puts
Pseudo strike
56.04
IV
32.1%
B/E move
1.8%

70Δ

Calls
Pseudo strike
49.89
IV
58.7%
B/E move
3.7%
Puts
Pseudo strike
56.84
IV
31.7%
B/E move
1.5%

75Δ

Calls
Pseudo strike
48.14
IV
62.8%
B/E move
3.1%
Puts
Pseudo strike
57.65
IV
31.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
46.39
IV
66.9%
B/E move
2.6%
Puts
Pseudo strike
58.45
IV
30.9%
B/E move
0.8%

Options history

CTS38.2338.9839.722026-10-20: 38.33%2026-10-21: 39.62%Oct 20Oct 21
Table
DateIV
38.33%
39.62%