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Covista Inc. CVSA

i

Market dataready · fetched 2026-11-11T14:03:41.346Z

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 · 2026-11-11T00:00:00.00343858Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:03:40.383997+00:00

Share price$116.50
1D+2.0%
AH$113.81$114.61$115.41$116.22$117.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCVSA
Sold putSold callAH

Covista Inc. options

Live interpolated CVSA call and put midpoint premiums by absolute delta.Covista Inc.$0.94$3.45$5.96$8.47$10.98$97.87$106.40$114.94$123.47$132.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CVSA spot · $116.50CVSA PRICE$1.21$1.40$1.66$1.93$2.48$3.11$3.73$4.35$4.98$5.61$6.25$6.88$7.51$1.50$1.82$2.17$2.54$2.90$3.41$3.98$4.54$5.11$5.94$7.30$8.65$10.25
PutsCheap0.66×
CallsCheap0.83×
SkewBearish+3.68 pp
Implied moveBearish±$7.70
TiltBearish8.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ127.5762.4%10.5%106.7169.5%9.7%
25Δ124.1053.9%7.7%109.4963.4%7.6%
30Δ122.2250.3%6.3%111.3059.6%6.3%
35Δ120.3546.6%5.0%112.8956.4%5.3%
40Δ119.0847.4%4.3%114.4853.2%4.2%
45Δ117.9649.1%3.9%115.7751.5%3.6%
50Δ116.8450.9%3.5%116.9250.5%3.1%
55Δ115.7252.6%3.1%118.0749.6%2.6%
60Δ114.5953.1%2.6%119.2248.6%2.1%
65Δ113.4651.2%2.2%120.5448.6%1.6%
70Δ112.3349.4%1.8%122.2250.5%1.4%
75Δ111.2047.5%1.4%123.8952.4%1.1%
80Δ110.0745.6%0.9%125.8153.9%0.8%

20Δ

Calls
Pseudo strike
127.57
IV
62.4%
B/E move
10.5%
Puts
Pseudo strike
106.71
IV
69.5%
B/E move
9.7%

25Δ

Calls
Pseudo strike
124.10
IV
53.9%
B/E move
7.7%
Puts
Pseudo strike
109.49
IV
63.4%
B/E move
7.6%

30Δ

Calls
Pseudo strike
122.22
IV
50.3%
B/E move
6.3%
Puts
Pseudo strike
111.30
IV
59.6%
B/E move
6.3%

35Δ

Calls
Pseudo strike
120.35
IV
46.6%
B/E move
5.0%
Puts
Pseudo strike
112.89
IV
56.4%
B/E move
5.3%

40Δ

Calls
Pseudo strike
119.08
IV
47.4%
B/E move
4.3%
Puts
Pseudo strike
114.48
IV
53.2%
B/E move
4.2%

45Δ

Calls
Pseudo strike
117.96
IV
49.1%
B/E move
3.9%
Puts
Pseudo strike
115.77
IV
51.5%
B/E move
3.6%

50Δ

Calls
Pseudo strike
116.84
IV
50.9%
B/E move
3.5%
Puts
Pseudo strike
116.92
IV
50.5%
B/E move
3.1%

55Δ

Calls
Pseudo strike
115.72
IV
52.6%
B/E move
3.1%
Puts
Pseudo strike
118.07
IV
49.6%
B/E move
2.6%

60Δ

Calls
Pseudo strike
114.59
IV
53.1%
B/E move
2.6%
Puts
Pseudo strike
119.22
IV
48.6%
B/E move
2.1%

65Δ

Calls
Pseudo strike
113.46
IV
51.2%
B/E move
2.2%
Puts
Pseudo strike
120.54
IV
48.6%
B/E move
1.6%

70Δ

Calls
Pseudo strike
112.33
IV
49.4%
B/E move
1.8%
Puts
Pseudo strike
122.22
IV
50.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
111.20
IV
47.5%
B/E move
1.4%
Puts
Pseudo strike
123.89
IV
52.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
110.07
IV
45.6%
B/E move
0.9%
Puts
Pseudo strike
125.81
IV
53.9%
B/E move
0.8%

Options history

IV · four-Friday blend40.82%
Daily EOD
CVSA40.0%45.6%51.2%2026-10-19: 46.40%2026-10-20: 46.03%2026-10-21: 45.90%2026-10-22: 46.10%2026-10-23: 45.74%2026-10-26: 47.63%2026-10-27: 49.20%2026-10-28: 50.46%2026-10-29: 49.44%2026-10-30: 40.82%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
46.40%
46.03%
45.90%
46.10%
45.74%
47.63%
49.20%
50.46%
49.44%
40.82%