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Canadian Imperial Bank of Commerce CM

FINANCIAL SERVICES · BANKS - DIVERSIFIED
i

Market dataready · fetched 2026-11-06T20:47:41.972Z

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 · 2026-11-06T20:47:39.001274877Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-06T20:47:41.481119+00:00

Share price$115.25
1D+0.3%
$114.23$114.78$115.33$115.88$116.435:30 AM6:30 AM9:00 AM1:00 PMCM
Sold putSold call

Canadian Imperial Bank of Commerce options

Live interpolated CM call and put midpoint premiums by absolute delta.Canadian Imperial Bank of Commerce$0.39$2.04$3.68$5.33$6.98$108.32$111.82$115.33$118.83$122.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CM spot · $115.25CM PRICE$0.57$0.83$1.10$1.36$1.63$1.89$2.16$2.52$3.28$4.05$4.81$5.58$6.51$0.72$0.94$1.17$1.40$1.63$1.86$2.31$2.81$3.31$3.80$4.30$4.80$6.31
PutsExpensive1.26×
CallsExpensive1.21×
SkewBullish-0.68 pp
Implied moveBearish±$4.47
TiltBalanced1.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.9622.7%4.6%110.3627.3%4.9%
25Δ119.2322.9%4.2%111.2526.6%4.3%
30Δ118.5023.1%3.8%112.1525.8%3.7%
35Δ117.7723.3%3.4%113.0525.1%3.1%
40Δ117.0423.5%3.0%113.9424.3%2.5%
45Δ116.3223.7%2.6%114.8423.5%2.0%
50Δ115.5923.9%2.2%115.6223.5%1.7%
55Δ114.8124.3%1.8%116.3723.6%1.5%
60Δ113.8325.7%1.6%117.1323.6%1.2%
65Δ112.8427.1%1.4%117.8923.7%1.0%
70Δ111.8628.4%1.2%118.6423.8%0.8%
75Δ110.8729.8%1.0%119.4023.9%0.6%
80Δ109.7231.5%0.8%121.1326.2%0.4%

20Δ

Calls
Pseudo strike
119.96
IV
22.7%
B/E move
4.6%
Puts
Pseudo strike
110.36
IV
27.3%
B/E move
4.9%

25Δ

Calls
Pseudo strike
119.23
IV
22.9%
B/E move
4.2%
Puts
Pseudo strike
111.25
IV
26.6%
B/E move
4.3%

30Δ

Calls
Pseudo strike
118.50
IV
23.1%
B/E move
3.8%
Puts
Pseudo strike
112.15
IV
25.8%
B/E move
3.7%

35Δ

Calls
Pseudo strike
117.77
IV
23.3%
B/E move
3.4%
Puts
Pseudo strike
113.05
IV
25.1%
B/E move
3.1%

40Δ

Calls
Pseudo strike
117.04
IV
23.5%
B/E move
3.0%
Puts
Pseudo strike
113.94
IV
24.3%
B/E move
2.5%

45Δ

Calls
Pseudo strike
116.32
IV
23.7%
B/E move
2.6%
Puts
Pseudo strike
114.84
IV
23.5%
B/E move
2.0%

50Δ

Calls
Pseudo strike
115.59
IV
23.9%
B/E move
2.2%
Puts
Pseudo strike
115.62
IV
23.5%
B/E move
1.7%

55Δ

Calls
Pseudo strike
114.81
IV
24.3%
B/E move
1.8%
Puts
Pseudo strike
116.37
IV
23.6%
B/E move
1.5%

60Δ

Calls
Pseudo strike
113.83
IV
25.7%
B/E move
1.6%
Puts
Pseudo strike
117.13
IV
23.6%
B/E move
1.2%

65Δ

Calls
Pseudo strike
112.84
IV
27.1%
B/E move
1.4%
Puts
Pseudo strike
117.89
IV
23.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
111.86
IV
28.4%
B/E move
1.2%
Puts
Pseudo strike
118.64
IV
23.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
110.87
IV
29.8%
B/E move
1.0%
Puts
Pseudo strike
119.40
IV
23.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
109.72
IV
31.5%
B/E move
0.8%
Puts
Pseudo strike
121.13
IV
26.2%
B/E move
0.4%

Options history

IV · four-Friday blend23.00%
Daily EOD
CM21.2%22.2%23.1%2026-10-19: 22.00%2026-10-20: 22.31%2026-10-21: 22.80%2026-10-22: 22.50%2026-10-23: 22.62%2026-10-26: 22.19%2026-10-27: 21.90%2026-10-28: 21.87%2026-10-29: 21.31%2026-10-30: 23.00%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
22.00%
22.31%
22.80%
22.50%
22.62%
22.19%
21.90%
21.87%
21.31%
23.00%