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Construction Partners, Inc. Class A Common Stock ROAD

i

Market dataready · fetched 2026-11-12T00:48:33.244Z

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 · 2026-11-11T21:00:00.993238438Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T00:48:32.850843+00:00

Share price$84.03
1D+1.2%
AH$81.61$82.29$82.98$83.66$84.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMROAD
Sold putSold callAH

Construction Partners, Inc. Class A Common Stock options

Live interpolated ROAD call and put midpoint premiums by absolute delta.Construction Partners, Inc. Class A Common Stock$0.76$3.37$5.98$8.60$11.21$60.39$71.47$82.55$93.64$104.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROAD spot · $84.03ROAD PRICE$1.04$1.38$1.73$2.20$2.68$3.15$3.68$4.39$5.11$5.82$6.68$7.85$9.02$1.23$1.63$2.03$2.54$3.10$3.65$4.20$4.98$5.84$6.70$7.56$8.99$10.46
PutsCheap0.50×
CallsCheap0.92×
SkewBullish-0.34 pp
Implied moveBearish±$7.88
TiltBearish7.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.3872.3%12.4%76.3976.4%10.6%
25Δ91.6372.6%10.7%77.9675.9%9.2%
30Δ89.9172.9%9.1%79.5475.4%7.8%
35Δ88.6073.3%8.1%80.8974.9%6.8%
40Δ87.2973.6%7.1%82.1574.5%5.9%
45Δ85.9874.0%6.1%83.4174.1%5.1%
50Δ84.6874.4%5.2%84.6773.7%4.2%
55Δ83.4174.9%4.5%85.9773.5%3.6%
60Δ82.1375.4%3.8%87.2973.4%3.1%
65Δ80.8675.8%3.2%88.6273.3%2.5%
70Δ79.4976.3%2.5%89.9473.2%2.0%
75Δ77.9176.8%2.1%91.7273.3%1.6%
80Δ76.3377.2%1.6%93.5373.4%1.1%

20Δ

Calls
Pseudo strike
93.38
IV
72.3%
B/E move
12.4%
Puts
Pseudo strike
76.39
IV
76.4%
B/E move
10.6%

25Δ

Calls
Pseudo strike
91.63
IV
72.6%
B/E move
10.7%
Puts
Pseudo strike
77.96
IV
75.9%
B/E move
9.2%

30Δ

Calls
Pseudo strike
89.91
IV
72.9%
B/E move
9.1%
Puts
Pseudo strike
79.54
IV
75.4%
B/E move
7.8%

35Δ

Calls
Pseudo strike
88.60
IV
73.3%
B/E move
8.1%
Puts
Pseudo strike
80.89
IV
74.9%
B/E move
6.8%

40Δ

Calls
Pseudo strike
87.29
IV
73.6%
B/E move
7.1%
Puts
Pseudo strike
82.15
IV
74.5%
B/E move
5.9%

45Δ

Calls
Pseudo strike
85.98
IV
74.0%
B/E move
6.1%
Puts
Pseudo strike
83.41
IV
74.1%
B/E move
5.1%

50Δ

Calls
Pseudo strike
84.68
IV
74.4%
B/E move
5.2%
Puts
Pseudo strike
84.67
IV
73.7%
B/E move
4.2%

55Δ

Calls
Pseudo strike
83.41
IV
74.9%
B/E move
4.5%
Puts
Pseudo strike
85.97
IV
73.5%
B/E move
3.6%

60Δ

Calls
Pseudo strike
82.13
IV
75.4%
B/E move
3.8%
Puts
Pseudo strike
87.29
IV
73.4%
B/E move
3.1%

65Δ

Calls
Pseudo strike
80.86
IV
75.8%
B/E move
3.2%
Puts
Pseudo strike
88.62
IV
73.3%
B/E move
2.5%

70Δ

Calls
Pseudo strike
79.49
IV
76.3%
B/E move
2.5%
Puts
Pseudo strike
89.94
IV
73.2%
B/E move
2.0%

75Δ

Calls
Pseudo strike
77.91
IV
76.8%
B/E move
2.1%
Puts
Pseudo strike
91.72
IV
73.3%
B/E move
1.6%

80Δ

Calls
Pseudo strike
76.33
IV
77.2%
B/E move
1.6%
Puts
Pseudo strike
93.53
IV
73.4%
B/E move
1.1%

Options history

IV · four-Friday blend56.57%
Daily EOD
ROAD53.9%55.3%56.8%2026-10-19: 54.08%2026-10-20: 54.11%2026-10-21: 54.13%2026-10-22: 55.45%2026-10-23: 55.74%2026-10-26: 56.52%2026-10-27: 56.14%2026-10-28: 56.35%2026-10-29: 55.76%2026-10-30: 56.57%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
54.08%
54.11%
54.13%
55.45%
55.74%
56.52%
56.14%
56.35%
55.76%
56.57%