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Construction Partners Inc ROAD

INDUSTRIALS · ENGINEERING & CONSTRUCTION
i

Market dataready · fetched 2026-10-22T22:48:24.403Z

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 · 2026-10-22T20:00:09.562124624Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:38:43.448190+00:00

Share price$83.93
1D+0.1%
AH$82.77$83.36$83.95$84.53$85.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMROAD
Sold putSold callAH

Construction Partners Inc options

Live interpolated ROAD call and put midpoint premiums by absolute delta.Construction Partners Inc$1.09$5.08$9.08$13.08$17.08$65.10$74.58$84.05$93.53$103.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROAD spot · $83.93ROAD PRICE$1.52$2.03$2.61$3.25$3.92$4.71$5.50$6.48$7.54$8.67$10.16$11.66$13.65$2.02$2.65$3.40$4.14$4.98$5.84$6.79$7.96$9.14$10.54$12.02$13.76$15.93
PutsExpensive1.16×
CallsExpensive1.19×
SkewBullish-1.05 pp
Implied moveBearish±$12.29
TiltBearish9.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.0961.8%19.9%72.7368.7%15.7%
25Δ96.3362.1%17.2%75.3667.7%13.4%
30Δ93.8862.6%15.0%77.5267.2%11.7%
35Δ91.7163.3%13.1%79.6966.6%10.0%
40Δ89.5863.9%11.4%81.6765.6%8.6%
45Δ87.6064.3%10.0%83.6264.5%7.3%
50Δ85.6264.8%8.6%85.5763.7%6.1%
55Δ83.6565.4%7.4%87.5263.3%5.2%
60Δ81.6866.1%6.3%89.4862.9%4.3%
65Δ79.6766.9%5.3%91.5562.3%3.5%
70Δ77.4468.1%4.4%93.6761.5%2.7%
75Δ75.2169.2%3.5%96.0060.8%2.0%
80Δ72.5770.0%2.7%98.6760.2%1.4%

20Δ

Calls
Pseudo strike
99.09
IV
61.8%
B/E move
19.9%
Puts
Pseudo strike
72.73
IV
68.7%
B/E move
15.7%

25Δ

Calls
Pseudo strike
96.33
IV
62.1%
B/E move
17.2%
Puts
Pseudo strike
75.36
IV
67.7%
B/E move
13.4%

30Δ

Calls
Pseudo strike
93.88
IV
62.6%
B/E move
15.0%
Puts
Pseudo strike
77.52
IV
67.2%
B/E move
11.7%

35Δ

Calls
Pseudo strike
91.71
IV
63.3%
B/E move
13.1%
Puts
Pseudo strike
79.69
IV
66.6%
B/E move
10.0%

40Δ

Calls
Pseudo strike
89.58
IV
63.9%
B/E move
11.4%
Puts
Pseudo strike
81.67
IV
65.6%
B/E move
8.6%

45Δ

Calls
Pseudo strike
87.60
IV
64.3%
B/E move
10.0%
Puts
Pseudo strike
83.62
IV
64.5%
B/E move
7.3%

50Δ

Calls
Pseudo strike
85.62
IV
64.8%
B/E move
8.6%
Puts
Pseudo strike
85.57
IV
63.7%
B/E move
6.1%

55Δ

Calls
Pseudo strike
83.65
IV
65.4%
B/E move
7.4%
Puts
Pseudo strike
87.52
IV
63.3%
B/E move
5.2%

60Δ

Calls
Pseudo strike
81.68
IV
66.1%
B/E move
6.3%
Puts
Pseudo strike
89.48
IV
62.9%
B/E move
4.3%

65Δ

Calls
Pseudo strike
79.67
IV
66.9%
B/E move
5.3%
Puts
Pseudo strike
91.55
IV
62.3%
B/E move
3.5%

70Δ

Calls
Pseudo strike
77.44
IV
68.1%
B/E move
4.4%
Puts
Pseudo strike
93.67
IV
61.5%
B/E move
2.7%

75Δ

Calls
Pseudo strike
75.21
IV
69.2%
B/E move
3.5%
Puts
Pseudo strike
96.00
IV
60.8%
B/E move
2.0%

80Δ

Calls
Pseudo strike
72.57
IV
70.0%
B/E move
2.7%
Puts
Pseudo strike
98.67
IV
60.2%
B/E move
1.4%

Options history

No recorded observations