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Commercial Vehicle Group, Inc. Common Stock CVGI

i

Market dataready · fetched 2026-11-12T01:48:27.075Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:22:36.356441997Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:48:25.657828+00:00

Share price$3.39
1D+5.2%
AH$3.10$3.16$3.23$3.29$3.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCVGI
Sold putSold callAH

Commercial Vehicle Group, Inc. Common Stock options

Live interpolated CVGI call and put midpoint premiums by absolute delta.Commercial Vehicle Group, Inc. Common Stock$0.02$1.60$3.19$4.77$6.35$0.95$2.16$3.38$4.60$5.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CVGI spot · $3.39CVGI PRICE$0.19$0.26$0.33$0.40$0.47$0.53$0.57$0.61$0.66$0.70$0.74$0.79$0.83$0.62$0.81$1.00$1.19$1.38$1.57$1.76$1.95$3.40$5.90
Puts——
CallsFair0.98×
Skew——
Implied moveBearish±$2.14
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.39109.7%123.6%
25Δ6.85111.1%109.7%2.74126.7%37.4%
30Δ6.30112.4%95.7%3.06124.0%33.6%
35Δ5.76113.8%81.7%3.38121.4%29.9%
40Δ5.22115.1%67.8%3.70118.7%26.2%
45Δ4.85111.2%58.7%4.01116.0%22.4%
50Δ4.61103.7%52.8%4.33113.3%18.7%
55Δ4.3796.2%47.0%4.65110.7%14.9%
60Δ4.1388.7%41.1%4.97108.0%11.2%
65Δ3.8881.2%35.2%6.47130.0%9.5%
70Δ3.6473.7%29.4%9.03160.4%7.7%
75Δ3.4066.2%23.5%
80Δ3.1658.7%17.6%

20Δ

Calls
Pseudo strike
7.39
IV
109.7%
B/E move
123.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.85
IV
111.1%
B/E move
109.7%
Puts
Pseudo strike
2.74
IV
126.7%
B/E move
37.4%

30Δ

Calls
Pseudo strike
6.30
IV
112.4%
B/E move
95.7%
Puts
Pseudo strike
3.06
IV
124.0%
B/E move
33.6%

35Δ

Calls
Pseudo strike
5.76
IV
113.8%
B/E move
81.7%
Puts
Pseudo strike
3.38
IV
121.4%
B/E move
29.9%

40Δ

Calls
Pseudo strike
5.22
IV
115.1%
B/E move
67.8%
Puts
Pseudo strike
3.70
IV
118.7%
B/E move
26.2%

45Δ

Calls
Pseudo strike
4.85
IV
111.2%
B/E move
58.7%
Puts
Pseudo strike
4.01
IV
116.0%
B/E move
22.4%

50Δ

Calls
Pseudo strike
4.61
IV
103.7%
B/E move
52.8%
Puts
Pseudo strike
4.33
IV
113.3%
B/E move
18.7%

55Δ

Calls
Pseudo strike
4.37
IV
96.2%
B/E move
47.0%
Puts
Pseudo strike
4.65
IV
110.7%
B/E move
14.9%

60Δ

Calls
Pseudo strike
4.13
IV
88.7%
B/E move
41.1%
Puts
Pseudo strike
4.97
IV
108.0%
B/E move
11.2%

65Δ

Calls
Pseudo strike
3.88
IV
81.2%
B/E move
35.2%
Puts
Pseudo strike
6.47
IV
130.0%
B/E move
9.5%

70Δ

Calls
Pseudo strike
3.64
IV
73.7%
B/E move
29.4%
Puts
Pseudo strike
9.03
IV
160.4%
B/E move
7.7%

75Δ

Calls
Pseudo strike
3.40
IV
66.2%
B/E move
23.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.16
IV
58.7%
B/E move
17.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend170.75%
Daily EOD
CVGI168.6%183.9%199.3%2026-10-21: 197.14%2026-10-23: 170.75%Oct 21Oct 23
2 observations2026-10-21 — 2026-10-23
Table
DateIV (%)
197.14%
170.75%