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CoreCivic, Inc. CXW

i

Market datapartial · fetched 2026-10-22T21:52:56.444Z

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 · 2026-10-22T20:10:00.002178437Z

FundamentalsAlpha Vantage · unavailable

Share price$29.33
1D-0.2%
AH$28.38$28.67$28.97$29.26$29.555:30 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.$0.38$1.91$3.44$4.98$6.51$22.47$26.04$29.61$33.18$36.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CXW spot · $29.33CXW PRICE$0.54$0.72$0.93$1.16$1.40$1.64$1.90$2.25$2.64$3.05$3.48$4.03$4.49$0.69$0.92$1.19$1.46$1.77$2.09$2.41$2.86$3.34$3.82$4.36$5.62$6.07
PutsFair1.01×
CallsCheap0.90×
SkewBearish+0.76 pp
Implied moveBearish±$4.31
TiltBearish12.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.7763.4%20.4%25.4668.5%15.6%
25Δ33.7863.9%17.6%26.3766.7%13.2%
30Δ32.9164.5%15.4%27.1067.9%11.7%
35Δ32.1465.5%13.5%27.8467.3%10.1%
40Δ31.3865.7%11.8%28.5566.9%8.7%
45Δ30.6365.1%10.0%29.2466.1%7.4%
50Δ29.9064.1%8.4%29.9164.8%6.2%
55Δ29.2465.5%7.4%30.6465.4%5.3%
60Δ28.5566.7%6.3%31.3765.5%4.4%
65Δ27.8467.5%5.3%32.1164.9%3.6%
70Δ27.1167.5%4.3%32.8763.9%2.8%
75Δ26.3168.2%3.5%34.2770.0%2.3%
80Δ25.6065.9%2.6%34.9565.4%1.5%

20Δ

Calls
Pseudo strike
34.77
IV
63.4%
B/E move
20.4%
Puts
Pseudo strike
25.46
IV
68.5%
B/E move
15.6%

25Δ

Calls
Pseudo strike
33.78
IV
63.9%
B/E move
17.6%
Puts
Pseudo strike
26.37
IV
66.7%
B/E move
13.2%

30Δ

Calls
Pseudo strike
32.91
IV
64.5%
B/E move
15.4%
Puts
Pseudo strike
27.10
IV
67.9%
B/E move
11.7%

35Δ

Calls
Pseudo strike
32.14
IV
65.5%
B/E move
13.5%
Puts
Pseudo strike
27.84
IV
67.3%
B/E move
10.1%

40Δ

Calls
Pseudo strike
31.38
IV
65.7%
B/E move
11.8%
Puts
Pseudo strike
28.55
IV
66.9%
B/E move
8.7%

45Δ

Calls
Pseudo strike
30.63
IV
65.1%
B/E move
10.0%
Puts
Pseudo strike
29.24
IV
66.1%
B/E move
7.4%

50Δ

Calls
Pseudo strike
29.90
IV
64.1%
B/E move
8.4%
Puts
Pseudo strike
29.91
IV
64.8%
B/E move
6.2%

55Δ

Calls
Pseudo strike
29.24
IV
65.5%
B/E move
7.4%
Puts
Pseudo strike
30.64
IV
65.4%
B/E move
5.3%

60Δ

Calls
Pseudo strike
28.55
IV
66.7%
B/E move
6.3%
Puts
Pseudo strike
31.37
IV
65.5%
B/E move
4.4%

65Δ

Calls
Pseudo strike
27.84
IV
67.5%
B/E move
5.3%
Puts
Pseudo strike
32.11
IV
64.9%
B/E move
3.6%

70Δ

Calls
Pseudo strike
27.11
IV
67.5%
B/E move
4.3%
Puts
Pseudo strike
32.87
IV
63.9%
B/E move
2.8%

75Δ

Calls
Pseudo strike
26.31
IV
68.2%
B/E move
3.5%
Puts
Pseudo strike
34.27
IV
70.0%
B/E move
2.3%

80Δ

Calls
Pseudo strike
25.60
IV
65.9%
B/E move
2.6%
Puts
Pseudo strike
34.95
IV
65.4%
B/E move
1.5%

Options history

CXW55.3955.5255.662026-10-20: 55.60%2026-10-21: 55.44%Oct 20Oct 21
Table
DateIV
55.60%
55.44%