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Commercial Metals Company CMC

INDUSTRIALS · METAL FABRICATION
i

Market dataready · fetched 2026-11-04T04:24:11.016Z

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 · 2026-11-04T00:00:00.003127427Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-04T04:24:10.374844+00:00

Share price$66.38
1D+0.7%
AH$65.37$65.86$66.35$66.84$67.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCMC
Sold putSold callAH

Commercial Metals Company options

Live interpolated CMC call and put midpoint premiums by absolute delta.Commercial Metals Company$0.43$1.97$3.50$5.03$6.56$59.36$62.94$66.52$70.10$73.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CMC spot · $66.38CMC PRICE$0.60$0.81$1.04$1.32$1.61$1.90$2.31$2.72$3.13$3.67$4.27$4.87$6.12$0.62$0.85$1.08$1.32$1.62$1.96$2.31$2.65$3.01$3.38$3.75$4.11$4.72
PutsCheap0.91×
CallsFair1.00×
SkewBullish-5.54 pp
Implied moveBalanced±$4.61
TiltBullish4.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.3036.0%8.3%62.3037.4%7.1%
25Δ70.5337.7%7.5%63.1437.1%6.2%
30Δ69.7839.2%6.7%63.9037.1%5.4%
35Δ69.0239.8%6.0%64.6637.0%4.6%
40Δ68.2740.4%5.3%65.3737.1%3.9%
45Δ67.5141.1%4.6%66.0537.2%3.4%
50Δ66.7541.7%4.0%66.7337.4%2.9%
55Δ65.9942.2%3.5%67.4137.6%2.5%
60Δ65.2342.8%3.0%68.0436.5%2.0%
65Δ64.3843.3%2.5%68.6735.3%1.6%
70Δ63.5043.8%2.1%69.3034.1%1.2%
75Δ62.6244.2%1.7%69.9332.8%0.8%
80Δ61.1748.0%1.4%70.7131.6%0.6%

20Δ

Calls
Pseudo strike
71.30
IV
36.0%
B/E move
8.3%
Puts
Pseudo strike
62.30
IV
37.4%
B/E move
7.1%

25Δ

Calls
Pseudo strike
70.53
IV
37.7%
B/E move
7.5%
Puts
Pseudo strike
63.14
IV
37.1%
B/E move
6.2%

30Δ

Calls
Pseudo strike
69.78
IV
39.2%
B/E move
6.7%
Puts
Pseudo strike
63.90
IV
37.1%
B/E move
5.4%

35Δ

Calls
Pseudo strike
69.02
IV
39.8%
B/E move
6.0%
Puts
Pseudo strike
64.66
IV
37.0%
B/E move
4.6%

40Δ

Calls
Pseudo strike
68.27
IV
40.4%
B/E move
5.3%
Puts
Pseudo strike
65.37
IV
37.1%
B/E move
3.9%

45Δ

Calls
Pseudo strike
67.51
IV
41.1%
B/E move
4.6%
Puts
Pseudo strike
66.05
IV
37.2%
B/E move
3.4%

50Δ

Calls
Pseudo strike
66.75
IV
41.7%
B/E move
4.0%
Puts
Pseudo strike
66.73
IV
37.4%
B/E move
2.9%

55Δ

Calls
Pseudo strike
65.99
IV
42.2%
B/E move
3.5%
Puts
Pseudo strike
67.41
IV
37.6%
B/E move
2.5%

60Δ

Calls
Pseudo strike
65.23
IV
42.8%
B/E move
3.0%
Puts
Pseudo strike
68.04
IV
36.5%
B/E move
2.0%

65Δ

Calls
Pseudo strike
64.38
IV
43.3%
B/E move
2.5%
Puts
Pseudo strike
68.67
IV
35.3%
B/E move
1.6%

70Δ

Calls
Pseudo strike
63.50
IV
43.8%
B/E move
2.1%
Puts
Pseudo strike
69.30
IV
34.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
62.62
IV
44.2%
B/E move
1.7%
Puts
Pseudo strike
69.93
IV
32.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
61.17
IV
48.0%
B/E move
1.4%
Puts
Pseudo strike
70.71
IV
31.6%
B/E move
0.6%

Options history

IV · four-Friday blend35.60%
Daily EOD
CMC34.2%35.2%36.2%2026-10-19: 34.77%2026-10-20: 34.94%2026-10-21: 34.56%2026-10-22: 35.61%2026-10-23: 34.97%2026-10-26: 36.07%2026-10-27: 34.85%2026-10-28: 34.61%2026-10-29: 34.33%2026-10-30: 35.60%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.77%
34.94%
34.56%
35.61%
34.97%
36.07%
34.85%
34.61%
34.33%
35.60%