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Covenant Logistics Group, Inc. CVLG

INDUSTRIALS · TRUCKING
i

Market dataready · fetched 2026-11-11T14:48:33.975Z

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: 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 · 2026-11-11T14:44:04.208798904Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:48:33.517268+00:00

Share price$32.61
1D-0.8%
$32.57$32.65$32.74$32.82$32.905:30 AM6:30 AM9:00 AM1:00 PMCVLG
Sold putSold call

Covenant Logistics Group, Inc. options

Live interpolated CVLG call and put midpoint premiums by absolute delta.Covenant Logistics Group, Inc.$0.39$1.81$3.22$4.64$6.05$28.80$30.83$32.85$34.87$36.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CVLG spot · $32.60CVLG PRICE$0.59$0.74$0.90$1.05$1.20$1.36$1.51$1.66$1.82$1.97$2.12$0.54$0.76$0.97$1.18$1.40$1.61$1.82$2.04$2.25$2.46$2.68$3.29$5.64
PutsExpensive1.16×
Calls——
Skew——
Implied moveBearish±$3.03
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.8145.3%7.2%
25Δ31.2047.0%6.6%
30Δ34.2945.7%7.0%31.5848.7%6.1%
35Δ33.9744.4%6.5%31.9750.5%5.6%
40Δ33.6543.1%6.0%32.3652.2%5.0%
45Δ33.3341.9%5.5%32.7553.9%4.5%
50Δ33.0140.6%4.9%33.1355.7%4.0%
55Δ32.6939.3%4.4%33.5257.4%3.4%
60Δ32.3738.0%3.9%33.9159.1%2.9%
65Δ32.0636.8%3.4%34.3060.9%2.4%
70Δ31.7435.5%2.9%34.6962.6%1.8%
75Δ31.4234.2%2.4%35.4568.7%1.4%
80Δ31.1032.9%1.9%37.8293.7%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.81
IV
45.3%
B/E move
7.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.20
IV
47.0%
B/E move
6.6%

30Δ

Calls
Pseudo strike
34.29
IV
45.7%
B/E move
7.0%
Puts
Pseudo strike
31.58
IV
48.7%
B/E move
6.1%

35Δ

Calls
Pseudo strike
33.97
IV
44.4%
B/E move
6.5%
Puts
Pseudo strike
31.97
IV
50.5%
B/E move
5.6%

40Δ

Calls
Pseudo strike
33.65
IV
43.1%
B/E move
6.0%
Puts
Pseudo strike
32.36
IV
52.2%
B/E move
5.0%

45Δ

Calls
Pseudo strike
33.33
IV
41.9%
B/E move
5.5%
Puts
Pseudo strike
32.75
IV
53.9%
B/E move
4.5%

50Δ

Calls
Pseudo strike
33.01
IV
40.6%
B/E move
4.9%
Puts
Pseudo strike
33.13
IV
55.7%
B/E move
4.0%

55Δ

Calls
Pseudo strike
32.69
IV
39.3%
B/E move
4.4%
Puts
Pseudo strike
33.52
IV
57.4%
B/E move
3.4%

60Δ

Calls
Pseudo strike
32.37
IV
38.0%
B/E move
3.9%
Puts
Pseudo strike
33.91
IV
59.1%
B/E move
2.9%

65Δ

Calls
Pseudo strike
32.06
IV
36.8%
B/E move
3.4%
Puts
Pseudo strike
34.30
IV
60.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
31.74
IV
35.5%
B/E move
2.9%
Puts
Pseudo strike
34.69
IV
62.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
31.42
IV
34.2%
B/E move
2.4%
Puts
Pseudo strike
35.45
IV
68.7%
B/E move
1.4%

80Δ

Calls
Pseudo strike
31.10
IV
32.9%
B/E move
1.9%
Puts
Pseudo strike
37.82
IV
93.7%
B/E move
1.3%

Options history

IV · four-Friday blend47.37%
Daily EOD
CVLG38.7%43.3%48.0%2026-10-19: 46.41%2026-10-20: 46.34%2026-10-21: 40.79%2026-10-22: 39.30%2026-10-23: 42.03%2026-10-26: 44.19%2026-10-27: 41.63%2026-10-29: 47.37%Oct 19Oct 22Oct 29
8 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
46.41%
46.34%
40.79%
39.30%
42.03%
44.19%
41.63%
47.37%