Share price$4.80
1D+2.0%
Sold putSold call
CPI Aerostructures, Inc. CVU
i
Market datapartial · fetched 2026-10-22T16:52:38.841Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T16:48:13.142227936Z
FundamentalsAlpha Vantage · unavailable
CPI Aerostructures, Inc. options
PutsExpensive1.50×
CallsExpensive3.05×
SkewBullish-82.53 pp
Implied move——
TiltBearish53.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.88 | 194.6% | 90.5% | |||
| 25Δ | 9.97 | 250.4% | 115.6% | |||
| 30Δ | 9.04 | 223.6% | 96.8% | |||
| 35Δ | 8.06 | 194.2% | 76.6% | |||
| 40Δ | 7.07 | 164.7% | 56.4% | |||
| 45Δ | 6.08 | 135.3% | 36.3% | |||
| 50Δ | 5.09 | 105.8% | 16.1% | |||
| 55Δ | 5.12 | 75.4% | 5.9% | |||
| 60Δ | 5.52 | 84.7% | 5.3% | |||
| 65Δ | 5.93 | 94.0% | 4.6% | |||
| 70Δ | 6.33 | 103.4% | 3.9% | |||
| 75Δ | 6.73 | 112.7% | 3.3% | |||
| 80Δ | 7.13 | 122.0% | 2.6% | |||
20Δ
- Pseudo strike
- 8.88
- IV
- 194.6%
- B/E move
- 90.5%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 9.97
- IV
- 250.4%
- B/E move
- 115.6%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 9.04
- IV
- 223.6%
- B/E move
- 96.8%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 8.06
- IV
- 194.2%
- B/E move
- 76.6%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 7.07
- IV
- 164.7%
- B/E move
- 56.4%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 6.08
- IV
- 135.3%
- B/E move
- 36.3%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 5.09
- IV
- 105.8%
- B/E move
- 16.1%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.12
- IV
- 75.4%
- B/E move
- 5.9%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.52
- IV
- 84.7%
- B/E move
- 5.3%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.93
- IV
- 94.0%
- B/E move
- 4.6%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.33
- IV
- 103.4%
- B/E move
- 3.9%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.73
- IV
- 112.7%
- B/E move
- 3.3%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 7.13
- IV
- 122.0%
- B/E move
- 2.6%
Options history
Table
| Date | IV |
|---|---|
| 82.98% |