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Cooper-Standard Automotive Inc. CPS

i

Market dataready · fetched 2026-11-03T14:43:42.653Z

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 · 2026-11-03T14:43:04.505221028Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-03T14:43:42.177605+00:00

Share price$20.70
1D-1.3%
$20.66$20.74$20.82$20.90$20.985:30 AM6:30 AM9:00 AM1:00 PMCPS
Sold putSold call

Cooper-Standard Automotive Inc. options

Live interpolated CPS call and put midpoint premiums by absolute delta.Cooper-Standard Automotive Inc.$0.39$1.68$2.97$4.26$5.55$15.42$18.37$21.33$24.28$27.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CPS spot · $20.70CPS PRICE$0.53$0.68$0.86$1.04$1.22$1.49$1.78$2.07$2.36$2.94$3.56$4.19$5.18$0.64$0.80$0.97$1.14$1.34$1.62$1.90$2.18$2.47$2.78$3.16$3.54$3.92
PutsExpensive1.53×
CallsExpensive1.77×
SkewBullish-27.93 pp
Implied moveBearish±$3.68
TiltBullish2.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.60111.3%31.1%17.37113.3%19.2%
25Δ25.34113.8%25.7%18.11107.2%16.4%
30Δ24.37112.9%21.9%18.79101.9%13.9%
35Δ23.51110.8%18.6%19.4796.6%11.5%
40Δ22.64108.8%15.3%20.1192.3%9.3%
45Δ21.97109.8%13.4%20.6291.2%8.2%
50Δ21.34111.5%11.7%21.1490.2%7.1%
55Δ20.71113.2%10.1%21.6589.1%5.9%
60Δ20.08114.9%8.4%22.1788.1%4.8%
65Δ19.29123.1%7.4%22.6986.3%3.9%
70Δ18.47132.3%6.4%23.2183.0%3.1%
75Δ17.65141.5%5.5%23.7479.7%2.4%
80Δ16.45154.2%4.5%24.2676.5%1.7%

20Δ

Calls
Pseudo strike
26.60
IV
111.3%
B/E move
31.1%
Puts
Pseudo strike
17.37
IV
113.3%
B/E move
19.2%

25Δ

Calls
Pseudo strike
25.34
IV
113.8%
B/E move
25.7%
Puts
Pseudo strike
18.11
IV
107.2%
B/E move
16.4%

30Δ

Calls
Pseudo strike
24.37
IV
112.9%
B/E move
21.9%
Puts
Pseudo strike
18.79
IV
101.9%
B/E move
13.9%

35Δ

Calls
Pseudo strike
23.51
IV
110.8%
B/E move
18.6%
Puts
Pseudo strike
19.47
IV
96.6%
B/E move
11.5%

40Δ

Calls
Pseudo strike
22.64
IV
108.8%
B/E move
15.3%
Puts
Pseudo strike
20.11
IV
92.3%
B/E move
9.3%

45Δ

Calls
Pseudo strike
21.97
IV
109.8%
B/E move
13.4%
Puts
Pseudo strike
20.62
IV
91.2%
B/E move
8.2%

50Δ

Calls
Pseudo strike
21.34
IV
111.5%
B/E move
11.7%
Puts
Pseudo strike
21.14
IV
90.2%
B/E move
7.1%

55Δ

Calls
Pseudo strike
20.71
IV
113.2%
B/E move
10.1%
Puts
Pseudo strike
21.65
IV
89.1%
B/E move
5.9%

60Δ

Calls
Pseudo strike
20.08
IV
114.9%
B/E move
8.4%
Puts
Pseudo strike
22.17
IV
88.1%
B/E move
4.8%

65Δ

Calls
Pseudo strike
19.29
IV
123.1%
B/E move
7.4%
Puts
Pseudo strike
22.69
IV
86.3%
B/E move
3.9%

70Δ

Calls
Pseudo strike
18.47
IV
132.3%
B/E move
6.4%
Puts
Pseudo strike
23.21
IV
83.0%
B/E move
3.1%

75Δ

Calls
Pseudo strike
17.65
IV
141.5%
B/E move
5.5%
Puts
Pseudo strike
23.74
IV
79.7%
B/E move
2.4%

80Δ

Calls
Pseudo strike
16.45
IV
154.2%
B/E move
4.5%
Puts
Pseudo strike
24.26
IV
76.5%
B/E move
1.7%

Options history

IV · four-Friday blend76.61%
Daily EOD
CPS71.1%74.4%77.8%2026-10-19: 75.91%2026-10-20: 73.85%2026-10-21: 71.55%2026-10-22: 74.35%2026-10-23: 74.77%2026-10-26: 76.37%2026-10-27: 77.32%2026-10-28: 76.17%2026-10-29: 73.95%2026-10-30: 76.61%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
75.91%
73.85%
71.55%
74.35%
74.77%
76.37%
77.32%
76.17%
73.95%
76.61%