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CPI Aerostructures, Inc. CVU

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Market datapartial · fetched 2026-10-22T14:49:53.572Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T14:40:33.411288856Z

FundamentalsAlpha Vantage · unavailable

Share price$4.63
1D-1.4%
$4.61$4.68$4.74$4.80$4.875:30 AM6:30 AM9:00 AM1:00 PMCVU
Sold putSold call

CPI Aerostructures, Inc. options

Live interpolated CVU call and put midpoint premiums by absolute delta.CPI Aerostructures, Inc.$0.12$0.52$0.92$1.32$1.73$3.03$4.06$5.10$6.13$7.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CVU spot · $4.63CVU PRICE$0.25$0.37$0.40$0.43$0.45$0.48$0.55$0.73$0.91$1.08$1.26$1.43$1.61$0.16$0.20$0.23$0.27$0.31$0.35$0.38$0.42$0.46$0.49
PutsExpensive1.42×
CallsExpensive2.91×
SkewBullish-70.96 pp
Implied moveBullish±$0.94
TiltBullish50.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.88203.0%97.2%3.12128.9%36.2%
25Δ9.94258.0%122.4%3.32120.7%32.6%
30Δ8.99233.4%102.7%3.53112.5%28.9%
35Δ7.91203.5%80.0%3.73104.3%25.3%
40Δ6.83173.6%57.3%3.9496.1%21.6%
45Δ5.75143.8%34.5%4.1487.9%18.0%
50Δ4.92123.5%18.2%4.3579.7%14.4%
55Δ4.66125.4%16.3%4.5671.5%10.7%
60Δ4.39127.2%14.4%4.7663.3%7.1%
65Δ4.13129.0%12.6%4.9755.1%3.4%
70Δ3.87130.8%10.7%
75Δ3.61132.7%8.8%
80Δ3.34134.5%6.9%

20Δ

Calls
Pseudo strike
8.88
IV
203.0%
B/E move
97.2%
Puts
Pseudo strike
3.12
IV
128.9%
B/E move
36.2%

25Δ

Calls
Pseudo strike
9.94
IV
258.0%
B/E move
122.4%
Puts
Pseudo strike
3.32
IV
120.7%
B/E move
32.6%

30Δ

Calls
Pseudo strike
8.99
IV
233.4%
B/E move
102.7%
Puts
Pseudo strike
3.53
IV
112.5%
B/E move
28.9%

35Δ

Calls
Pseudo strike
7.91
IV
203.5%
B/E move
80.0%
Puts
Pseudo strike
3.73
IV
104.3%
B/E move
25.3%

40Δ

Calls
Pseudo strike
6.83
IV
173.6%
B/E move
57.3%
Puts
Pseudo strike
3.94
IV
96.1%
B/E move
21.6%

45Δ

Calls
Pseudo strike
5.75
IV
143.8%
B/E move
34.5%
Puts
Pseudo strike
4.14
IV
87.9%
B/E move
18.0%

50Δ

Calls
Pseudo strike
4.92
IV
123.5%
B/E move
18.2%
Puts
Pseudo strike
4.35
IV
79.7%
B/E move
14.4%

55Δ

Calls
Pseudo strike
4.66
IV
125.4%
B/E move
16.3%
Puts
Pseudo strike
4.56
IV
71.5%
B/E move
10.7%

60Δ

Calls
Pseudo strike
4.39
IV
127.2%
B/E move
14.4%
Puts
Pseudo strike
4.76
IV
63.3%
B/E move
7.1%

65Δ

Calls
Pseudo strike
4.13
IV
129.0%
B/E move
12.6%
Puts
Pseudo strike
4.97
IV
55.1%
B/E move
3.4%

70Δ

Calls
Pseudo strike
3.87
IV
130.8%
B/E move
10.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.61
IV
132.7%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.34
IV
134.5%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations