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Corpay, Inc. CPAY

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-08T20:14:48.235Z

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 · 2026-11-07T00:00:00.002023809Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-08T20:14:47.789515+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$8.42$14.86$21.31$27.75$377.20$414.90$452.60$490.31$528.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CPAY spot · $455.16CPAY PRICE$2.67$3.31$4.35$5.68$7.01$8.36$9.88$11.41$12.93$15.65$18.42$21.68$25.89$3.38$4.41$5.29$6.03$6.91$8.59$10.28$11.96$13.62$15.27$16.92$19.66$23.81
PutsCheap0.90×
CallsCheap0.43×
SkewBullish-0.40 pp
Implied moveBalanced±$20.16
TiltBalanced0.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ478.0629.8%5.6%432.4435.3%5.7%
25Δ472.3727.7%4.5%437.4934.5%4.9%
30Δ468.3227.4%3.8%442.1432.9%4.0%
35Δ465.4528.6%3.5%446.4030.4%3.2%
40Δ462.5829.8%3.2%450.4728.3%2.5%
45Δ459.6830.8%2.8%453.5028.9%2.3%
50Δ456.5030.6%2.5%456.5429.4%2.0%
55Δ453.3230.4%2.1%459.5729.9%1.7%
60Δ450.1430.2%1.7%462.5129.2%1.4%
65Δ446.3531.1%1.5%465.4328.3%1.1%
70Δ442.5332.1%1.3%468.3527.4%0.8%
75Δ438.2533.1%1.0%472.1327.4%0.6%
80Δ433.0734.2%0.8%477.0128.4%0.4%

20Δ

Calls
Pseudo strike
478.06
IV
29.8%
B/E move
5.6%
Puts
Pseudo strike
432.44
IV
35.3%
B/E move
5.7%

25Δ

Calls
Pseudo strike
472.37
IV
27.7%
B/E move
4.5%
Puts
Pseudo strike
437.49
IV
34.5%
B/E move
4.9%

30Δ

Calls
Pseudo strike
468.32
IV
27.4%
B/E move
3.8%
Puts
Pseudo strike
442.14
IV
32.9%
B/E move
4.0%

35Δ

Calls
Pseudo strike
465.45
IV
28.6%
B/E move
3.5%
Puts
Pseudo strike
446.40
IV
30.4%
B/E move
3.2%

40Δ

Calls
Pseudo strike
462.58
IV
29.8%
B/E move
3.2%
Puts
Pseudo strike
450.47
IV
28.3%
B/E move
2.5%

45Δ

Calls
Pseudo strike
459.68
IV
30.8%
B/E move
2.8%
Puts
Pseudo strike
453.50
IV
28.9%
B/E move
2.3%

50Δ

Calls
Pseudo strike
456.50
IV
30.6%
B/E move
2.5%
Puts
Pseudo strike
456.54
IV
29.4%
B/E move
2.0%

55Δ

Calls
Pseudo strike
453.32
IV
30.4%
B/E move
2.1%
Puts
Pseudo strike
459.57
IV
29.9%
B/E move
1.7%

60Δ

Calls
Pseudo strike
450.14
IV
30.2%
B/E move
1.7%
Puts
Pseudo strike
462.51
IV
29.2%
B/E move
1.4%

65Δ

Calls
Pseudo strike
446.35
IV
31.1%
B/E move
1.5%
Puts
Pseudo strike
465.43
IV
28.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
442.53
IV
32.1%
B/E move
1.3%
Puts
Pseudo strike
468.35
IV
27.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
438.25
IV
33.1%
B/E move
1.0%
Puts
Pseudo strike
472.13
IV
27.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
433.07
IV
34.2%
B/E move
0.8%
Puts
Pseudo strike
477.01
IV
28.4%
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%