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CAE Inc. Common Shares CAE

i

Market datapartial · fetched 2026-11-04T06:33:36.827Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T21:00:00.503215364Z

FundamentalsAlpha Vantage · unavailable

Share price$26.64
1D+1.2%
AH$26.15$26.35$26.56$26.76$26.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCAE
Sold putSold callAH

CAE Inc. Common Shares options

Live interpolated CAE call and put midpoint premiums by absolute delta.CAE Inc. Common Shares$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECAE PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend45.26%
Daily close
CAE34.5%42.9%51.4%2026-08-20: 40.11%2026-08-21: 36.17%2026-08-24: 38.82%2026-08-25: 39.39%2026-08-26: 42.67%2026-08-27: 36.76%2026-08-28: 42.61%2026-08-31: 38.96%2026-09-03: 42.78%2026-09-04: 36.72%2026-09-09: 46.74%2026-09-10: 48.00%2026-09-14: 50.22%2026-09-18: 40.17%2026-09-21: 39.48%2026-09-22: 35.68%2026-09-23: 37.15%2026-09-24: 40.76%2026-09-25: 37.53%2026-09-28: 39.51%2026-09-29: 39.84%2026-09-30: 39.73%2026-10-07: 48.49%2026-10-16: 42.14%2026-10-19: 42.08%2026-10-20: 42.95%2026-10-21: 43.93%2026-10-22: 48.97%2026-10-23: 46.42%2026-10-26: 45.26%Aug 20Sep 21Oct 26
30 observations2026-08-20 — 2026-10-26
Table
DateIV (%)
40.11%
36.17%
38.82%
39.39%
42.67%
36.76%
42.61%
38.96%
42.78%
36.72%
46.74%
48.00%
50.22%
40.17%
39.48%
35.68%
37.15%
40.76%
37.53%
39.51%
39.84%
39.73%
48.49%
42.14%
42.08%
42.95%
43.93%
48.97%
46.42%
45.26%