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CBRE GROUP, INC. CBRE

i

Market dataready · fetched 2026-11-04T04:21:21.084Z

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 · 2026-11-04T00:56:47.414480205Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T04:21:20.644297+00:00

Share price$135.36
1D-0.5%
AH$135.14$136.02$136.91$137.79$138.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCBRE
Sold putSold callAH

CBRE GROUP, INC. options

Live interpolated CBRE call and put midpoint premiums by absolute delta.CBRE GROUP, INC.$0.91$3.86$6.80$9.75$12.69$118.21$126.84$135.47$144.10$152.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CBRE spot · $135.36CBRE PRICE$1.23$1.65$2.13$2.61$3.20$3.87$4.54$5.27$6.19$7.10$8.04$9.94$11.84$1.41$1.79$2.20$2.71$3.22$3.73$4.37$5.04$5.71$6.38$7.48$8.67$9.87
PutsCheap0.79×
CallsCheap0.84×
SkewBullish-5.07 pp
Implied moveBalanced±$8.91
TiltBullish3.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ146.1838.8%8.9%126.0941.5%7.9%
25Δ144.1038.8%7.7%128.3139.4%6.5%
30Δ142.3939.1%6.8%130.3437.6%5.3%
35Δ140.6839.3%5.9%131.7837.0%4.6%
40Δ139.1039.7%5.1%133.2336.4%4.0%
45Δ137.6140.1%4.5%134.6735.8%3.3%
50Δ136.1340.5%3.9%135.9735.2%2.8%
55Δ134.6240.8%3.4%137.2434.5%2.3%
60Δ133.0740.9%2.9%138.5033.9%1.9%
65Δ131.5241.0%2.4%139.7733.2%1.5%
70Δ129.9541.1%1.9%141.2933.1%1.1%
75Δ127.6343.5%1.6%142.8633.0%0.9%
80Δ125.3245.9%1.3%144.4432.9%0.6%

20Δ

Calls
Pseudo strike
146.18
IV
38.8%
B/E move
8.9%
Puts
Pseudo strike
126.09
IV
41.5%
B/E move
7.9%

25Δ

Calls
Pseudo strike
144.10
IV
38.8%
B/E move
7.7%
Puts
Pseudo strike
128.31
IV
39.4%
B/E move
6.5%

30Δ

Calls
Pseudo strike
142.39
IV
39.1%
B/E move
6.8%
Puts
Pseudo strike
130.34
IV
37.6%
B/E move
5.3%

35Δ

Calls
Pseudo strike
140.68
IV
39.3%
B/E move
5.9%
Puts
Pseudo strike
131.78
IV
37.0%
B/E move
4.6%

40Δ

Calls
Pseudo strike
139.10
IV
39.7%
B/E move
5.1%
Puts
Pseudo strike
133.23
IV
36.4%
B/E move
4.0%

45Δ

Calls
Pseudo strike
137.61
IV
40.1%
B/E move
4.5%
Puts
Pseudo strike
134.67
IV
35.8%
B/E move
3.3%

50Δ

Calls
Pseudo strike
136.13
IV
40.5%
B/E move
3.9%
Puts
Pseudo strike
135.97
IV
35.2%
B/E move
2.8%

55Δ

Calls
Pseudo strike
134.62
IV
40.8%
B/E move
3.4%
Puts
Pseudo strike
137.24
IV
34.5%
B/E move
2.3%

60Δ

Calls
Pseudo strike
133.07
IV
40.9%
B/E move
2.9%
Puts
Pseudo strike
138.50
IV
33.9%
B/E move
1.9%

65Δ

Calls
Pseudo strike
131.52
IV
41.0%
B/E move
2.4%
Puts
Pseudo strike
139.77
IV
33.2%
B/E move
1.5%

70Δ

Calls
Pseudo strike
129.95
IV
41.1%
B/E move
1.9%
Puts
Pseudo strike
141.29
IV
33.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
127.63
IV
43.5%
B/E move
1.6%
Puts
Pseudo strike
142.86
IV
33.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
125.32
IV
45.9%
B/E move
1.3%
Puts
Pseudo strike
144.44
IV
32.9%
B/E move
0.6%

Options history

IV · four-Friday blend36.22%
Daily close
CBRE30.9%35.3%39.6%2026-08-05: 35.91%2026-08-06: 35.27%2026-08-07: 33.94%2026-08-10: 33.53%2026-08-11: 35.54%2026-08-12: 35.49%2026-08-13: 35.23%2026-08-14: 33.06%2026-08-17: 35.19%2026-08-18: 35.35%2026-08-19: 33.35%2026-08-21: 32.97%2026-08-24: 32.93%2026-08-25: 33.58%2026-08-26: 33.06%2026-08-27: 33.55%2026-08-28: 31.50%2026-08-31: 33.09%2026-09-01: 33.50%2026-09-02: 32.62%2026-09-03: 32.43%2026-09-04: 32.23%2026-09-08: 34.27%2026-09-09: 34.89%2026-09-10: 36.33%2026-09-11: 33.22%2026-09-14: 36.50%2026-09-15: 36.14%2026-09-16: 36.38%2026-09-17: 38.49%2026-09-18: 34.08%2026-09-21: 35.14%2026-09-22: 35.52%2026-09-23: 37.43%2026-09-24: 39.02%2026-09-25: 36.47%2026-09-28: 38.37%2026-09-29: 38.30%2026-09-30: 37.43%2026-10-01: 36.43%2026-10-02: 35.17%2026-10-05: 35.56%2026-10-06: 35.99%2026-10-07: 35.30%2026-10-08: 35.42%2026-10-09: 34.25%2026-10-12: 37.02%2026-10-13: 37.74%2026-10-15: 38.54%2026-10-16: 36.99%2026-10-19: 37.43%2026-10-20: 39.05%2026-10-21: 37.81%2026-10-22: 35.14%2026-10-23: 35.08%2026-10-26: 35.15%2026-10-27: 35.86%2026-10-28: 33.93%2026-10-29: 34.22%2026-10-30: 36.22%Aug 5Sep 17Oct 30
60 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
35.91%
35.27%
33.94%
33.53%
35.54%
35.49%
35.23%
33.06%
35.19%
35.35%
33.35%
32.97%
32.93%
33.58%
33.06%
33.55%
31.50%
33.09%
33.50%
32.62%
32.43%
32.23%
34.27%
34.89%
36.33%
33.22%
36.50%
36.14%
36.38%
38.49%
34.08%
35.14%
35.52%
37.43%
39.02%
36.47%
38.37%
38.30%
37.43%
36.43%
35.17%
35.56%
35.99%
35.30%
35.42%
34.25%
37.02%
37.74%
38.54%
36.99%
37.43%
39.05%
37.81%
35.14%
35.08%
35.15%
35.86%
33.93%
34.22%
36.22%