IntraAlpha
Create free account Start free

CTS Corporation CTS

i

Market dataready · fetched 2026-11-04T03:30:34.689Z

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 · 2026-11-04T00:00:00.003406897Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T03:30:33.851050+00:00

Share price$62.92
1D-0.8%
AH$62.78$63.29$63.81$64.32$64.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCTS
Sold putSold callAH

CTS Corporation options

Live interpolated CTS call and put midpoint premiums by absolute delta.CTS Corporation$1.50$3.26$5.03$6.79$8.56$50.67$56.10$61.53$66.97$72.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CTS spot · $62.92CTS PRICE$1.69$2.08$2.30$2.39$2.58$2.96$3.34$3.73$4.11$4.65$6.35$8.05$2.45$2.45$2.45$2.46$2.51$2.56$2.62$2.67$2.72$2.78
Puts——
Calls——
Skew——
Implied moveBullish±$5.58
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.03141.8%22.8%
25Δ73.6292.2%19.7%55.29108.9%16.0%
30Δ71.1089.1%16.3%57.7689.6%12.1%
35Δ68.7481.1%12.9%60.0771.5%8.4%
40Δ66.5069.1%9.5%60.8465.0%7.3%
45Δ64.6860.5%6.9%61.6058.6%6.2%
50Δ63.7258.4%6.0%62.3752.1%5.0%
55Δ62.7656.4%5.1%63.1345.6%3.9%
60Δ61.8054.3%4.2%63.8939.1%2.8%
65Δ60.8452.3%3.2%64.6632.6%1.7%
70Δ59.7851.5%2.4%
75Δ57.9159.8%2.1%
80Δ56.0568.1%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.03
IV
141.8%
B/E move
22.8%

25Δ

Calls
Pseudo strike
73.62
IV
92.2%
B/E move
19.7%
Puts
Pseudo strike
55.29
IV
108.9%
B/E move
16.0%

30Δ

Calls
Pseudo strike
71.10
IV
89.1%
B/E move
16.3%
Puts
Pseudo strike
57.76
IV
89.6%
B/E move
12.1%

35Δ

Calls
Pseudo strike
68.74
IV
81.1%
B/E move
12.9%
Puts
Pseudo strike
60.07
IV
71.5%
B/E move
8.4%

40Δ

Calls
Pseudo strike
66.50
IV
69.1%
B/E move
9.5%
Puts
Pseudo strike
60.84
IV
65.0%
B/E move
7.3%

45Δ

Calls
Pseudo strike
64.68
IV
60.5%
B/E move
6.9%
Puts
Pseudo strike
61.60
IV
58.6%
B/E move
6.2%

50Δ

Calls
Pseudo strike
63.72
IV
58.4%
B/E move
6.0%
Puts
Pseudo strike
62.37
IV
52.1%
B/E move
5.0%

55Δ

Calls
Pseudo strike
62.76
IV
56.4%
B/E move
5.1%
Puts
Pseudo strike
63.13
IV
45.6%
B/E move
3.9%

60Δ

Calls
Pseudo strike
61.80
IV
54.3%
B/E move
4.2%
Puts
Pseudo strike
63.89
IV
39.1%
B/E move
2.8%

65Δ

Calls
Pseudo strike
60.84
IV
52.3%
B/E move
3.2%
Puts
Pseudo strike
64.66
IV
32.6%
B/E move
1.7%

70Δ

Calls
Pseudo strike
59.78
IV
51.5%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
57.91
IV
59.8%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
56.05
IV
68.1%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend38.32%
Daily EOD
CTS35.4%38.4%41.4%2026-10-19: 37.79%2026-10-20: 38.33%2026-10-21: 39.62%2026-10-22: 39.85%2026-10-23: 41.01%2026-10-26: 39.58%2026-10-27: 37.23%2026-10-28: 37.28%2026-10-29: 35.80%2026-10-30: 38.32%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.79%
38.33%
39.62%
39.85%
41.01%
39.58%
37.23%
37.28%
35.80%
38.32%