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Corpay, Inc. CPAY

i

Market dataready · fetched 2026-11-06T21:26:27.485Z

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 · 2026-11-06T21:10:00.002310241Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T21:26:26.486345+00:00

Share price$455.16
1D+3.6%
AH$438$443$449$455$4605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCPAY
Sold putSold callAH

Corpay, Inc. options

Live interpolated CPAY call and put midpoint premiums by absolute delta.Corpay, Inc.$1.97$8.35$14.73$21.10$27.48$377.14$414.99$452.85$490.71$528.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CPAY spot · $455.16CPAY PRICE$2.66$3.30$4.33$5.65$6.98$8.32$9.84$11.35$12.87$15.53$18.28$21.45$25.64$3.38$4.42$5.31$6.04$6.95$8.64$10.34$12.03$13.70$15.36$17.03$19.98$24.17
PutsCheap0.87×
CallsCheap0.42×
SkewNeutral-0.04 pp
Implied moveBearish±$20.17
TiltBalanced0.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ478.1127.6%5.6%432.4832.8%5.7%
25Δ472.4425.6%4.5%437.5532.1%4.8%
30Δ468.3725.3%3.9%442.2130.5%4.0%
35Δ465.5026.4%3.5%446.4828.2%3.2%
40Δ462.6427.4%3.2%450.5426.3%2.5%
45Δ459.7528.4%2.8%453.5926.9%2.2%
50Δ456.5928.2%2.5%456.6427.4%1.9%
55Δ453.4328.0%2.1%459.6927.9%1.6%
60Δ450.2727.8%1.8%462.6527.2%1.4%
65Δ446.5228.6%1.5%465.6026.4%1.1%
70Δ442.7129.4%1.3%468.5525.6%0.8%
75Δ438.5330.3%1.1%472.5025.7%0.6%
80Δ433.3831.3%0.8%477.4426.8%0.4%

20Δ

Calls
Pseudo strike
478.11
IV
27.6%
B/E move
5.6%
Puts
Pseudo strike
432.48
IV
32.8%
B/E move
5.7%

25Δ

Calls
Pseudo strike
472.44
IV
25.6%
B/E move
4.5%
Puts
Pseudo strike
437.55
IV
32.1%
B/E move
4.8%

30Δ

Calls
Pseudo strike
468.37
IV
25.3%
B/E move
3.9%
Puts
Pseudo strike
442.21
IV
30.5%
B/E move
4.0%

35Δ

Calls
Pseudo strike
465.50
IV
26.4%
B/E move
3.5%
Puts
Pseudo strike
446.48
IV
28.2%
B/E move
3.2%

40Δ

Calls
Pseudo strike
462.64
IV
27.4%
B/E move
3.2%
Puts
Pseudo strike
450.54
IV
26.3%
B/E move
2.5%

45Δ

Calls
Pseudo strike
459.75
IV
28.4%
B/E move
2.8%
Puts
Pseudo strike
453.59
IV
26.9%
B/E move
2.2%

50Δ

Calls
Pseudo strike
456.59
IV
28.2%
B/E move
2.5%
Puts
Pseudo strike
456.64
IV
27.4%
B/E move
1.9%

55Δ

Calls
Pseudo strike
453.43
IV
28.0%
B/E move
2.1%
Puts
Pseudo strike
459.69
IV
27.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
450.27
IV
27.8%
B/E move
1.8%
Puts
Pseudo strike
462.65
IV
27.2%
B/E move
1.4%

65Δ

Calls
Pseudo strike
446.52
IV
28.6%
B/E move
1.5%
Puts
Pseudo strike
465.60
IV
26.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
442.71
IV
29.4%
B/E move
1.3%
Puts
Pseudo strike
468.55
IV
25.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
438.53
IV
30.3%
B/E move
1.1%
Puts
Pseudo strike
472.50
IV
25.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
433.38
IV
31.3%
B/E move
0.8%
Puts
Pseudo strike
477.44
IV
26.8%
B/E move
0.4%

Options history

IV · four-Friday blend30.64%
Daily EOD
CPAY27.1%29.0%30.9%2026-10-19: 29.37%2026-10-20: 27.40%2026-10-21: 28.43%2026-10-22: 28.64%2026-10-23: 28.25%2026-10-26: 29.36%2026-10-27: 29.20%2026-10-28: 29.27%2026-10-29: 29.00%2026-10-30: 30.64%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
29.37%
27.40%
28.43%
28.64%
28.25%
29.36%
29.20%
29.27%
29.00%
30.64%