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CPI Aerostructures, Inc. CVU

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Market datapartial · fetched 2026-10-22T21:21:27.722Z

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 · 2026-10-22T20:10:00.004603552Z

FundamentalsAlpha Vantage · unavailable

Share price$4.80
1D+2.1%
AH$4.59$4.66$4.73$4.80$4.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCVU
Sold putSold callAH

CPI Aerostructures, Inc. options

Live interpolated CVU call and put midpoint premiums by absolute delta.CPI Aerostructures, Inc.$0.12$0.76$1.40$2.04$2.67$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICECVU PRICE$0.25$0.37$0.36$0.35$0.34$0.33$0.19$0.24$0.28$0.33$0.38$0.42$0.47$0.63$1.00$1.38$1.75$2.12$2.49
PutsExpensive1.58×
CallsExpensive2.95×
SkewBullish-72.70 pp
Implied move——
TiltBearish70.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.88194.9%90.3%3.29132.7%35.5%
25Δ9.97251.0%115.4%3.55123.7%31.1%
30Δ8.89213.3%92.9%3.81114.7%26.7%
35Δ7.75172.7%68.9%4.06105.7%22.3%
40Δ6.61132.2%44.9%4.3296.7%17.9%
45Δ5.4791.6%20.9%4.5887.8%13.5%
50Δ4.8478.8%9.1%
55Δ5.1576.5%6.0%
60Δ5.5586.0%5.3%
65Δ5.9595.6%4.7%
70Δ6.36105.1%4.0%
75Δ6.76114.7%3.3%
80Δ7.16124.2%2.6%

20Δ

Calls
Pseudo strike
8.88
IV
194.9%
B/E move
90.3%
Puts
Pseudo strike
3.29
IV
132.7%
B/E move
35.5%

25Δ

Calls
Pseudo strike
9.97
IV
251.0%
B/E move
115.4%
Puts
Pseudo strike
3.55
IV
123.7%
B/E move
31.1%

30Δ

Calls
Pseudo strike
8.89
IV
213.3%
B/E move
92.9%
Puts
Pseudo strike
3.81
IV
114.7%
B/E move
26.7%

35Δ

Calls
Pseudo strike
7.75
IV
172.7%
B/E move
68.9%
Puts
Pseudo strike
4.06
IV
105.7%
B/E move
22.3%

40Δ

Calls
Pseudo strike
6.61
IV
132.2%
B/E move
44.9%
Puts
Pseudo strike
4.32
IV
96.7%
B/E move
17.9%

45Δ

Calls
Pseudo strike
5.47
IV
91.6%
B/E move
20.9%
Puts
Pseudo strike
4.58
IV
87.8%
B/E move
13.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.84
IV
78.8%
B/E move
9.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.15
IV
76.5%
B/E move
6.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.55
IV
86.0%
B/E move
5.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.95
IV
95.6%
B/E move
4.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.36
IV
105.1%
B/E move
4.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.76
IV
114.7%
B/E move
3.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.16
IV
124.2%
B/E move
2.6%

Options history

CVU82.9082.9883.062026-10-21: 82.98%Oct 21Oct 21
Table
DateIV
82.98%