IntraAlpha
Create free account Start free

Concrete Pumping Holdings, Inc. Common Stock BBCP

INDUSTRIALS · ENGINEERING & CONSTRUCTION
i

Market dataready · fetched 2026-11-03T14:42:53.049Z

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 · 2026-11-03T14:30:07.877008576Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-03T14:42:52.304072+00:00

Share price$10.55
1D+0.0%
$10.55$10.55$10.55$10.56$10.565:30 AM6:30 AM9:00 AM1:00 PMBBCP
Sold putSold call

Concrete Pumping Holdings, Inc. Common Stock options

Live interpolated BBCP call and put midpoint premiums by absolute delta.Concrete Pumping Holdings, Inc. Common Stock$0.33$0.74$1.14$1.55$1.95$8.28$9.42$10.57$11.72$12.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBCP spot · $10.55BBCP PRICE$0.38$0.38$0.39$0.41$0.43$0.45$0.47$0.50$0.52$0.54$0.56$0.59$0.61$0.38$0.38$0.38$0.44$0.60$0.75$0.91$1.06$1.22$1.37$1.53$1.68$1.84
PutsExpensive2.18×
CallsExpensive1.88×
SkewBullish-1.38 pp
Implied moveBearish±$1.38
TiltBearish33.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.73174.6%52.6%8.26148.5%25.3%
25Δ13.46128.9%31.1%8.94117.8%18.9%
30Δ12.39104.4%21.1%9.6287.1%12.4%
35Δ12.1797.2%19.2%10.1069.6%8.5%
40Δ11.9590.0%17.3%10.3469.4%7.7%
45Δ11.7382.8%15.4%10.5769.1%7.0%
50Δ11.5075.6%13.5%10.8168.9%6.2%
55Δ11.2868.4%11.6%11.0468.6%5.4%
60Δ11.0661.2%9.7%11.2768.3%4.7%
65Δ10.8454.0%7.8%11.5168.1%3.9%
70Δ10.6246.8%5.9%11.7467.8%3.2%
75Δ10.3939.6%4.0%11.9867.6%2.4%
80Δ10.1732.4%2.1%12.2167.3%1.7%

20Δ

Calls
Pseudo strike
15.73
IV
174.6%
B/E move
52.6%
Puts
Pseudo strike
8.26
IV
148.5%
B/E move
25.3%

25Δ

Calls
Pseudo strike
13.46
IV
128.9%
B/E move
31.1%
Puts
Pseudo strike
8.94
IV
117.8%
B/E move
18.9%

30Δ

Calls
Pseudo strike
12.39
IV
104.4%
B/E move
21.1%
Puts
Pseudo strike
9.62
IV
87.1%
B/E move
12.4%

35Δ

Calls
Pseudo strike
12.17
IV
97.2%
B/E move
19.2%
Puts
Pseudo strike
10.10
IV
69.6%
B/E move
8.5%

40Δ

Calls
Pseudo strike
11.95
IV
90.0%
B/E move
17.3%
Puts
Pseudo strike
10.34
IV
69.4%
B/E move
7.7%

45Δ

Calls
Pseudo strike
11.73
IV
82.8%
B/E move
15.4%
Puts
Pseudo strike
10.57
IV
69.1%
B/E move
7.0%

50Δ

Calls
Pseudo strike
11.50
IV
75.6%
B/E move
13.5%
Puts
Pseudo strike
10.81
IV
68.9%
B/E move
6.2%

55Δ

Calls
Pseudo strike
11.28
IV
68.4%
B/E move
11.6%
Puts
Pseudo strike
11.04
IV
68.6%
B/E move
5.4%

60Δ

Calls
Pseudo strike
11.06
IV
61.2%
B/E move
9.7%
Puts
Pseudo strike
11.27
IV
68.3%
B/E move
4.7%

65Δ

Calls
Pseudo strike
10.84
IV
54.0%
B/E move
7.8%
Puts
Pseudo strike
11.51
IV
68.1%
B/E move
3.9%

70Δ

Calls
Pseudo strike
10.62
IV
46.8%
B/E move
5.9%
Puts
Pseudo strike
11.74
IV
67.8%
B/E move
3.2%

75Δ

Calls
Pseudo strike
10.39
IV
39.6%
B/E move
4.0%
Puts
Pseudo strike
11.98
IV
67.6%
B/E move
2.4%

80Δ

Calls
Pseudo strike
10.17
IV
32.4%
B/E move
2.1%
Puts
Pseudo strike
12.21
IV
67.3%
B/E move
1.7%

Options history

IV · four-Friday blend56.44%
Daily close
BBCP43.7%66.6%89.5%2026-09-15: 86.35%2026-09-21: 48.75%2026-09-22: 48.91%2026-09-23: 50.42%2026-09-24: 52.33%2026-09-25: 46.89%2026-09-29: 52.85%2026-09-30: 51.09%2026-10-02: 49.83%2026-10-28: 48.24%2026-10-29: 55.59%2026-10-30: 56.44%Sep 15Sep 25Oct 30
12 observations2026-09-15 — 2026-10-30
Table
DateIV (%)
86.35%
48.75%
48.91%
50.42%
52.33%
46.89%
52.85%
51.09%
49.83%
48.24%
55.59%
56.44%