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CoreCivic, Inc. CXW

INDUSTRIALS · SECURITY & PROTECTION SERVICES
i

Market dataready · fetched 2026-11-12T03:10:11.454Z

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 · 2026-11-12T00:00:00.002621638Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:09:41.213613+00:00

Share price$32.55
1D+3.1%
AH$31.43$31.89$32.35$32.81$33.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCXW
Sold putSold callAH

CoreCivic, Inc. options

Live interpolated CXW call and put midpoint premiums by absolute delta.CoreCivic, Inc.$0.21$0.82$1.44$2.05$2.67$25.28$29.06$32.84$36.62$40.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CXW spot · $32.55CXW PRICE$0.28$0.39$0.50$0.61$0.72$0.82$0.96$1.09$1.22$1.48$1.79$2.10$2.45$0.33$0.43$0.54$0.65$0.77$0.93$1.09$1.25$1.42$1.58$1.74$2.07$2.49
PutsCheap0.49×
CallsCheap0.40×
SkewBullish-0.46 pp
Implied moveBearish±$2.05
TiltBearish3.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.8548.4%7.9%30.3456.0%7.8%
25Δ34.5050.6%7.2%30.8753.7%6.5%
30Δ34.1552.8%6.5%31.2952.3%5.5%
35Δ33.7852.8%5.7%31.6751.2%4.7%
40Δ33.3951.3%4.8%32.0450.2%3.9%
45Δ33.0049.7%3.9%32.3650.2%3.4%
50Δ32.6948.6%3.4%32.6850.1%2.9%
55Δ32.3947.5%2.8%33.0150.1%2.4%
60Δ32.0846.3%2.3%33.3048.4%2.0%
65Δ31.7048.1%1.9%33.6046.7%1.6%
70Δ31.3150.8%1.7%33.8945.0%1.2%
75Δ30.9052.9%1.4%34.3245.5%0.9%
80Δ30.4553.0%1.1%34.8247.4%0.7%

20Δ

Calls
Pseudo strike
34.85
IV
48.4%
B/E move
7.9%
Puts
Pseudo strike
30.34
IV
56.0%
B/E move
7.8%

25Δ

Calls
Pseudo strike
34.50
IV
50.6%
B/E move
7.2%
Puts
Pseudo strike
30.87
IV
53.7%
B/E move
6.5%

30Δ

Calls
Pseudo strike
34.15
IV
52.8%
B/E move
6.5%
Puts
Pseudo strike
31.29
IV
52.3%
B/E move
5.5%

35Δ

Calls
Pseudo strike
33.78
IV
52.8%
B/E move
5.7%
Puts
Pseudo strike
31.67
IV
51.2%
B/E move
4.7%

40Δ

Calls
Pseudo strike
33.39
IV
51.3%
B/E move
4.8%
Puts
Pseudo strike
32.04
IV
50.2%
B/E move
3.9%

45Δ

Calls
Pseudo strike
33.00
IV
49.7%
B/E move
3.9%
Puts
Pseudo strike
32.36
IV
50.2%
B/E move
3.4%

50Δ

Calls
Pseudo strike
32.69
IV
48.6%
B/E move
3.4%
Puts
Pseudo strike
32.68
IV
50.1%
B/E move
2.9%

55Δ

Calls
Pseudo strike
32.39
IV
47.5%
B/E move
2.8%
Puts
Pseudo strike
33.01
IV
50.1%
B/E move
2.4%

60Δ

Calls
Pseudo strike
32.08
IV
46.3%
B/E move
2.3%
Puts
Pseudo strike
33.30
IV
48.4%
B/E move
2.0%

65Δ

Calls
Pseudo strike
31.70
IV
48.1%
B/E move
1.9%
Puts
Pseudo strike
33.60
IV
46.7%
B/E move
1.6%

70Δ

Calls
Pseudo strike
31.31
IV
50.8%
B/E move
1.7%
Puts
Pseudo strike
33.89
IV
45.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
30.90
IV
52.9%
B/E move
1.4%
Puts
Pseudo strike
34.32
IV
45.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
30.45
IV
53.0%
B/E move
1.1%
Puts
Pseudo strike
34.82
IV
47.4%
B/E move
0.7%

Options history

IV · four-Friday blend56.56%
Daily EOD
CXW54.9%56.3%57.6%2026-10-19: 55.09%2026-10-20: 55.60%2026-10-21: 55.44%2026-10-22: 55.75%2026-10-23: 55.22%2026-10-26: 57.44%2026-10-27: 56.67%2026-10-28: 55.89%2026-10-29: 55.58%2026-10-30: 56.56%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
55.09%
55.60%
55.44%
55.75%
55.22%
57.44%
56.67%
55.89%
55.58%
56.56%