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Credit Acceptance Corporation Common Stock CACC

FINANCIAL SERVICES · CREDIT SERVICES
i

Market dataready · fetched 2026-11-04T04:47:40.544Z

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 · 2026-11-04T00:56:00.57744268Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T04:47:39.814144+00:00

Share price$475.00
1D-1.3%
AH$479$483$487$492$4965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCACC
Sold putSold callAH

Credit Acceptance Corporation Common Stock options

Live interpolated CACC call and put midpoint premiums by absolute delta.Credit Acceptance Corporation Common Stock$6.07$24.93$43.78$62.64$81.50$355.43$417.32$479.22$541.11$603.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CACC spot · $475.00CACC PRICE$8.11$8.72$9.89$11.41$13.70$17.72$22.35$26.98$31.60$36.23$42.41$55.58$76.06$8.11$8.61$9.88$11.74$13.60$15.47$17.33$19.20$21.06$23.26$26.59$30.18$34.92
PutsCheap0.45×
CallsFair0.99×
SkewBullish-19.13 pp
Implied moveBullish±$39.68
TiltBullish20.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ554.5076.6%18.4%425.3466.9%12.2%
25Δ524.6960.9%12.3%443.0353.3%8.5%
30Δ509.2753.9%9.3%452.3147.8%6.9%
35Δ499.0350.0%7.5%457.8845.8%6.1%
40Δ491.8649.7%6.4%463.4443.9%5.3%
45Δ484.5951.3%5.7%469.0141.9%4.5%
50Δ477.2753.5%5.2%474.5740.0%3.7%
55Δ469.9655.7%4.6%480.1438.0%3.0%
60Δ462.6458.0%4.1%485.7036.1%2.2%
65Δ455.3360.2%3.5%491.1234.5%1.5%
70Δ446.7763.8%3.0%496.0134.0%1.2%
75Δ432.2973.7%2.7%501.1233.6%0.9%
80Δ411.0090.6%2.5%507.1133.3%0.6%

20Δ

Calls
Pseudo strike
554.50
IV
76.6%
B/E move
18.4%
Puts
Pseudo strike
425.34
IV
66.9%
B/E move
12.2%

25Δ

Calls
Pseudo strike
524.69
IV
60.9%
B/E move
12.3%
Puts
Pseudo strike
443.03
IV
53.3%
B/E move
8.5%

30Δ

Calls
Pseudo strike
509.27
IV
53.9%
B/E move
9.3%
Puts
Pseudo strike
452.31
IV
47.8%
B/E move
6.9%

35Δ

Calls
Pseudo strike
499.03
IV
50.0%
B/E move
7.5%
Puts
Pseudo strike
457.88
IV
45.8%
B/E move
6.1%

40Δ

Calls
Pseudo strike
491.86
IV
49.7%
B/E move
6.4%
Puts
Pseudo strike
463.44
IV
43.9%
B/E move
5.3%

45Δ

Calls
Pseudo strike
484.59
IV
51.3%
B/E move
5.7%
Puts
Pseudo strike
469.01
IV
41.9%
B/E move
4.5%

50Δ

Calls
Pseudo strike
477.27
IV
53.5%
B/E move
5.2%
Puts
Pseudo strike
474.57
IV
40.0%
B/E move
3.7%

55Δ

Calls
Pseudo strike
469.96
IV
55.7%
B/E move
4.6%
Puts
Pseudo strike
480.14
IV
38.0%
B/E move
3.0%

60Δ

Calls
Pseudo strike
462.64
IV
58.0%
B/E move
4.1%
Puts
Pseudo strike
485.70
IV
36.1%
B/E move
2.2%

65Δ

Calls
Pseudo strike
455.33
IV
60.2%
B/E move
3.5%
Puts
Pseudo strike
491.12
IV
34.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
446.77
IV
63.8%
B/E move
3.0%
Puts
Pseudo strike
496.01
IV
34.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
432.29
IV
73.7%
B/E move
2.7%
Puts
Pseudo strike
501.12
IV
33.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
411.00
IV
90.6%
B/E move
2.5%
Puts
Pseudo strike
507.11
IV
33.3%
B/E move
0.6%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations