IntraAlpha
Create free account Start free

Carvana Co CVNA

CONSUMER CYCLICAL · AUTO & TRUCK DEALERSHIPS
i

Market dataready · fetched 2026-10-15T20:04:14.356Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:04:02.205106873Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:04:13.130340+00:00

Share price$60.62
1D+4.9%
AH$57$58$59$60$625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCVNA
Sold putSold callAH

Carvana Co options

Live interpolated CVNA call and put midpoint premiums by absolute delta.Carvana Co$0.19$0.84$1.49$2.13$2.78$56.73$58.71$60.69$62.67$64.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $60.62OPTION PRICELive CVNA spot · $60.62CVNA PRICE$1.06$0.75$0.46$0.56$0.66$0.77$0.92$1.08$1.23$1.44$1.67$1.90$2.25$0.26$0.35$0.45$0.56$0.67$0.81$0.95$1.09$1.29$1.50$1.71$2.11$2.59
PutsExpensive1.42×
CallsExpensive1.35×
SkewBullish-29.90 pp
Implied moveBalanced±$1.88
TiltBalanced1.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.99325.6%18.9%58.7372.4%3.6%
25Δ66.34197.2%10.7%59.1471.5%3.0%
30Δ61.9877.1%3.0%59.4671.8%2.7%
35Δ61.6475.8%2.6%59.7872.0%2.3%
40Δ61.3074.4%2.2%60.0972.2%2.0%
45Δ60.9673.2%1.8%60.3872.0%1.7%
50Δ60.6773.3%1.6%60.6771.9%1.5%
55Δ60.3873.3%1.4%60.9671.8%1.2%
60Δ60.0873.3%1.1%61.2772.0%1.1%
65Δ59.7673.6%0.9%61.5972.4%0.9%
70Δ59.4273.9%0.8%61.9072.7%0.7%
75Δ59.0974.3%0.6%62.3876.7%0.6%
80Δ58.6575.3%0.5%62.9382.2%0.5%

20Δ

Calls
Pseudo strike
70.99
IV
325.6%
B/E move
18.9%
Puts
Pseudo strike
58.73
IV
72.4%
B/E move
3.6%

25Δ

Calls
Pseudo strike
66.34
IV
197.2%
B/E move
10.7%
Puts
Pseudo strike
59.14
IV
71.5%
B/E move
3.0%

30Δ

Calls
Pseudo strike
61.98
IV
77.1%
B/E move
3.0%
Puts
Pseudo strike
59.46
IV
71.8%
B/E move
2.7%

35Δ

Calls
Pseudo strike
61.64
IV
75.8%
B/E move
2.6%
Puts
Pseudo strike
59.78
IV
72.0%
B/E move
2.3%

40Δ

Calls
Pseudo strike
61.30
IV
74.4%
B/E move
2.2%
Puts
Pseudo strike
60.09
IV
72.2%
B/E move
2.0%

45Δ

Calls
Pseudo strike
60.96
IV
73.2%
B/E move
1.8%
Puts
Pseudo strike
60.38
IV
72.0%
B/E move
1.7%

50Δ

Calls
Pseudo strike
60.67
IV
73.3%
B/E move
1.6%
Puts
Pseudo strike
60.67
IV
71.9%
B/E move
1.5%

55Δ

Calls
Pseudo strike
60.38
IV
73.3%
B/E move
1.4%
Puts
Pseudo strike
60.96
IV
71.8%
B/E move
1.2%

60Δ

Calls
Pseudo strike
60.08
IV
73.3%
B/E move
1.1%
Puts
Pseudo strike
61.27
IV
72.0%
B/E move
1.1%

65Δ

Calls
Pseudo strike
59.76
IV
73.6%
B/E move
0.9%
Puts
Pseudo strike
61.59
IV
72.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
59.42
IV
73.9%
B/E move
0.8%
Puts
Pseudo strike
61.90
IV
72.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
59.09
IV
74.3%
B/E move
0.6%
Puts
Pseudo strike
62.38
IV
76.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
58.65
IV
75.3%
B/E move
0.5%
Puts
Pseudo strike
62.93
IV
82.2%
B/E move
0.5%