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CTS Corporation CTS

TECHNOLOGY · ELECTRONIC COMPONENTS
i

Market dataready · fetched 2026-10-22T16:21:02.703Z

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 · 2026-10-22T16:08:16.46107753Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T16:20:58.887035+00:00

Share price$54.59
1D-0.9%
$53.79$54.18$54.57$54.95$55.345:30 AM6:30 AM9:00 AM1:00 PMCTS
Sold putSold call

CTS Corporation options

Live interpolated CTS call and put midpoint premiums by absolute delta.CTS Corporation$1.97$3.46$4.95$6.44$7.93$36.00$46.40$56.80$67.21$77.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CTS spot · $54.59CTS PRICE$2.45$2.45$2.45$2.36$2.25$2.13$2.67$3.26$3.85$4.44$5.03$5.79$2.45$2.45$2.45$2.52$2.58$2.65$2.80$3.39$3.98$4.56$5.15$5.74$7.50
PutsCheap0.62×
CallsCheap0.59×
SkewBearish+0.81 pp
Implied moveBearish±$4.94
TiltBearish10.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.42121.5%25.0%
25Δ74.29125.9%40.6%47.1495.3%18.1%
30Δ65.5595.6%24.6%50.1074.8%12.7%
35Δ61.0776.3%16.4%51.3866.2%10.5%
40Δ58.6762.3%11.8%52.6657.6%8.3%
45Δ56.9049.8%8.4%53.9449.0%6.0%
50Δ55.1337.4%4.9%55.1641.9%4.1%
55Δ54.2037.4%4.2%56.0541.6%3.5%
60Δ53.3438.5%3.7%56.9441.3%3.0%
65Δ52.4839.5%3.2%57.8341.1%2.4%
70Δ51.6240.5%2.7%58.7240.8%1.9%
75Δ50.7541.6%2.2%59.6040.5%1.3%
80Δ49.7443.1%1.7%61.5844.3%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.42
IV
121.5%
B/E move
25.0%

25Δ

Calls
Pseudo strike
74.29
IV
125.9%
B/E move
40.6%
Puts
Pseudo strike
47.14
IV
95.3%
B/E move
18.1%

30Δ

Calls
Pseudo strike
65.55
IV
95.6%
B/E move
24.6%
Puts
Pseudo strike
50.10
IV
74.8%
B/E move
12.7%

35Δ

Calls
Pseudo strike
61.07
IV
76.3%
B/E move
16.4%
Puts
Pseudo strike
51.38
IV
66.2%
B/E move
10.5%

40Δ

Calls
Pseudo strike
58.67
IV
62.3%
B/E move
11.8%
Puts
Pseudo strike
52.66
IV
57.6%
B/E move
8.3%

45Δ

Calls
Pseudo strike
56.90
IV
49.8%
B/E move
8.4%
Puts
Pseudo strike
53.94
IV
49.0%
B/E move
6.0%

50Δ

Calls
Pseudo strike
55.13
IV
37.4%
B/E move
4.9%
Puts
Pseudo strike
55.16
IV
41.9%
B/E move
4.1%

55Δ

Calls
Pseudo strike
54.20
IV
37.4%
B/E move
4.2%
Puts
Pseudo strike
56.05
IV
41.6%
B/E move
3.5%

60Δ

Calls
Pseudo strike
53.34
IV
38.5%
B/E move
3.7%
Puts
Pseudo strike
56.94
IV
41.3%
B/E move
3.0%

65Δ

Calls
Pseudo strike
52.48
IV
39.5%
B/E move
3.2%
Puts
Pseudo strike
57.83
IV
41.1%
B/E move
2.4%

70Δ

Calls
Pseudo strike
51.62
IV
40.5%
B/E move
2.7%
Puts
Pseudo strike
58.72
IV
40.8%
B/E move
1.9%

75Δ

Calls
Pseudo strike
50.75
IV
41.6%
B/E move
2.2%
Puts
Pseudo strike
59.60
IV
40.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
49.74
IV
43.1%
B/E move
1.7%
Puts
Pseudo strike
61.58
IV
44.3%
B/E move
0.9%

Options history

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