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CPI Aerostructures, Inc. CVU

i

Market dataready · fetched 2026-11-04T02:46:30.027Z

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 · 2026-11-04T01:00:00.068482187Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T02:46:29.602015+00:00

Share price$4.83
1D-1.6%
AH$4.81$4.86$4.91$4.95$5.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCVU
Sold putSold callAH

CPI Aerostructures, Inc. options

Live interpolated CVU call and put midpoint premiums by absolute delta.CPI Aerostructures, Inc.$0.32$0.81$1.29$1.78$2.26$3.72$4.25$4.79$5.32$5.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 CVU spot · $4.83CVU PRICE$0.46$0.74$1.02$1.29$1.57$1.84$2.12$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38
Puts——
Calls——
Skew——
Implied moveBullish±$0.84
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.97344.7%46.2%
25Δ3.25306.3%40.4%
30Δ3.54267.8%34.5%
35Δ3.82229.3%28.7%
40Δ4.10190.8%22.8%
45Δ4.39152.3%17.0%
50Δ4.82108.5%9.5%4.67113.8%11.1%
55Δ4.53141.4%9.0%4.9575.3%5.2%
60Δ4.23174.3%8.6%
65Δ3.93207.2%8.2%
70Δ3.64240.0%7.8%
75Δ3.34272.9%7.3%
80Δ3.04305.8%6.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.97
IV
344.7%
B/E move
46.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.25
IV
306.3%
B/E move
40.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.54
IV
267.8%
B/E move
34.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.82
IV
229.3%
B/E move
28.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.10
IV
190.8%
B/E move
22.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.39
IV
152.3%
B/E move
17.0%

50Δ

Calls
Pseudo strike
4.82
IV
108.5%
B/E move
9.5%
Puts
Pseudo strike
4.67
IV
113.8%
B/E move
11.1%

55Δ

Calls
Pseudo strike
4.53
IV
141.4%
B/E move
9.0%
Puts
Pseudo strike
4.95
IV
75.3%
B/E move
5.2%

60Δ

Calls
Pseudo strike
4.23
IV
174.3%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.93
IV
207.2%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.64
IV
240.0%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.34
IV
272.9%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.04
IV
305.8%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend74.54%
Daily EOD
CVU73.8%79.2%84.6%2026-10-21: 82.98%2026-10-27: 83.82%2026-10-28: 77.25%2026-10-29: 74.54%Oct 21Oct 27Oct 29
4 observations2026-10-21 — 2026-10-29
Table
DateIV (%)
82.98%
83.82%
77.25%
74.54%