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Carvana Co CVNA

CONSUMER CYCLICAL · AUTO & TRUCK DEALERSHIPS
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Market dataready · fetched 2026-10-15T20:35:52.448Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:29:03.464069416Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:51.487871+00:00

Share price$60.50
1D+4.7%
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$0.18$0.84$1.49$2.14$2.80$56.73$58.71$60.69$62.67$64.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $60.50OPTION PRICELive CVNA spot · $60.50CVNA PRICE$1.06$0.71$0.48$0.58$0.69$0.82$0.99$1.15$1.33$1.58$1.83$2.17$2.61$0.25$0.33$0.43$0.53$0.63$0.76$0.89$1.02$1.16$1.35$1.54$1.73$2.12
PutsExpensive1.31×
CallsExpensive1.40×
SkewBullish-41.08 pp
Implied moveBullish±$1.87
TiltBullish11.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.90329.5%18.9%58.6769.9%3.4%
25Δ65.87188.6%10.0%59.0968.5%2.9%
30Δ61.9280.2%3.1%59.3968.5%2.5%
35Δ61.5679.1%2.7%59.7068.4%2.2%
40Δ61.2078.0%2.3%60.0068.3%1.9%
45Δ60.8777.7%2.0%60.2767.8%1.6%
50Δ60.5578.2%1.7%60.5467.2%1.4%
55Δ60.2478.8%1.5%60.8166.7%1.2%
60Δ59.9279.5%1.2%61.0866.1%1.0%
65Δ59.5581.0%1.0%61.3765.5%0.8%
70Δ59.1982.4%0.9%61.6564.9%0.6%
75Δ58.7585.0%0.7%61.9464.3%0.5%
80Δ58.2288.8%0.5%62.4066.6%0.4%

20Δ

Calls
Pseudo strike
70.90
IV
329.5%
B/E move
18.9%
Puts
Pseudo strike
58.67
IV
69.9%
B/E move
3.4%

25Δ

Calls
Pseudo strike
65.87
IV
188.6%
B/E move
10.0%
Puts
Pseudo strike
59.09
IV
68.5%
B/E move
2.9%

30Δ

Calls
Pseudo strike
61.92
IV
80.2%
B/E move
3.1%
Puts
Pseudo strike
59.39
IV
68.5%
B/E move
2.5%

35Δ

Calls
Pseudo strike
61.56
IV
79.1%
B/E move
2.7%
Puts
Pseudo strike
59.70
IV
68.4%
B/E move
2.2%

40Δ

Calls
Pseudo strike
61.20
IV
78.0%
B/E move
2.3%
Puts
Pseudo strike
60.00
IV
68.3%
B/E move
1.9%

45Δ

Calls
Pseudo strike
60.87
IV
77.7%
B/E move
2.0%
Puts
Pseudo strike
60.27
IV
67.8%
B/E move
1.6%

50Δ

Calls
Pseudo strike
60.55
IV
78.2%
B/E move
1.7%
Puts
Pseudo strike
60.54
IV
67.2%
B/E move
1.4%

55Δ

Calls
Pseudo strike
60.24
IV
78.8%
B/E move
1.5%
Puts
Pseudo strike
60.81
IV
66.7%
B/E move
1.2%

60Δ

Calls
Pseudo strike
59.92
IV
79.5%
B/E move
1.2%
Puts
Pseudo strike
61.08
IV
66.1%
B/E move
1.0%

65Δ

Calls
Pseudo strike
59.55
IV
81.0%
B/E move
1.0%
Puts
Pseudo strike
61.37
IV
65.5%
B/E move
0.8%

70Δ

Calls
Pseudo strike
59.19
IV
82.4%
B/E move
0.9%
Puts
Pseudo strike
61.65
IV
64.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
58.75
IV
85.0%
B/E move
0.7%
Puts
Pseudo strike
61.94
IV
64.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
58.22
IV
88.8%
B/E move
0.5%
Puts
Pseudo strike
62.40
IV
66.6%
B/E move
0.4%