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Construction Partners, Inc. Class A Common Stock ROAD

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Market dataready · fetched 2026-11-04T04:02:43.329Z

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 · 2026-11-03T21:00:06.358610563Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T04:02:42.966238+00:00

Share price$96.29
1D-2.0%
AH$95.11$95.95$96.79$97.62$98.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMROAD
Sold putSold callAH

Construction Partners, Inc. Class A Common Stock options

Live interpolated ROAD call and put midpoint premiums by absolute delta.Construction Partners, Inc. Class A Common Stock$1.09$4.89$8.68$12.47$16.26$77.96$87.23$96.49$105.75$115.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROAD spot · $96.29ROAD PRICE$1.50$2.03$2.57$3.23$3.92$4.66$5.58$6.49$7.61$8.85$10.19$11.98$13.86$1.93$2.58$3.24$4.00$4.78$5.64$6.60$7.57$8.78$10.09$11.50$13.30$15.17
PutsExpensive1.55×
CallsExpensive1.20×
SkewBullish-1.91 pp
Implied moveBearish±$12.18
TiltBearish7.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ110.6969.1%16.5%85.0976.5%13.6%
25Δ108.0969.5%14.4%87.4375.7%11.9%
30Δ105.6769.9%12.4%89.7874.8%10.1%
35Δ103.5570.5%10.9%91.8073.9%8.8%
40Δ101.5471.2%9.5%93.8073.0%7.6%
45Δ99.5672.0%8.2%95.7472.1%6.4%
50Δ97.6572.9%7.2%97.6071.3%5.5%
55Δ95.7573.8%6.2%99.4770.4%4.6%
60Δ93.7674.8%5.3%101.4269.8%3.8%
65Δ91.7275.9%4.4%103.4069.2%3.1%
70Δ89.6177.0%3.6%105.4568.6%2.4%
75Δ87.1578.6%2.9%107.8068.0%1.9%
80Δ84.6180.1%2.3%110.2067.3%1.3%

20Δ

Calls
Pseudo strike
110.69
IV
69.1%
B/E move
16.5%
Puts
Pseudo strike
85.09
IV
76.5%
B/E move
13.6%

25Δ

Calls
Pseudo strike
108.09
IV
69.5%
B/E move
14.4%
Puts
Pseudo strike
87.43
IV
75.7%
B/E move
11.9%

30Δ

Calls
Pseudo strike
105.67
IV
69.9%
B/E move
12.4%
Puts
Pseudo strike
89.78
IV
74.8%
B/E move
10.1%

35Δ

Calls
Pseudo strike
103.55
IV
70.5%
B/E move
10.9%
Puts
Pseudo strike
91.80
IV
73.9%
B/E move
8.8%

40Δ

Calls
Pseudo strike
101.54
IV
71.2%
B/E move
9.5%
Puts
Pseudo strike
93.80
IV
73.0%
B/E move
7.6%

45Δ

Calls
Pseudo strike
99.56
IV
72.0%
B/E move
8.2%
Puts
Pseudo strike
95.74
IV
72.1%
B/E move
6.4%

50Δ

Calls
Pseudo strike
97.65
IV
72.9%
B/E move
7.2%
Puts
Pseudo strike
97.60
IV
71.3%
B/E move
5.5%

55Δ

Calls
Pseudo strike
95.75
IV
73.8%
B/E move
6.2%
Puts
Pseudo strike
99.47
IV
70.4%
B/E move
4.6%

60Δ

Calls
Pseudo strike
93.76
IV
74.8%
B/E move
5.3%
Puts
Pseudo strike
101.42
IV
69.8%
B/E move
3.8%

65Δ

Calls
Pseudo strike
91.72
IV
75.9%
B/E move
4.4%
Puts
Pseudo strike
103.40
IV
69.2%
B/E move
3.1%

70Δ

Calls
Pseudo strike
89.61
IV
77.0%
B/E move
3.6%
Puts
Pseudo strike
105.45
IV
68.6%
B/E move
2.4%

75Δ

Calls
Pseudo strike
87.15
IV
78.6%
B/E move
2.9%
Puts
Pseudo strike
107.80
IV
68.0%
B/E move
1.9%

80Δ

Calls
Pseudo strike
84.61
IV
80.1%
B/E move
2.3%
Puts
Pseudo strike
110.20
IV
67.3%
B/E move
1.3%

Options history

IV · four-Friday blend56.57%
Daily EOD
ROAD53.9%55.3%56.8%2026-10-19: 54.08%2026-10-20: 54.11%2026-10-21: 54.13%2026-10-22: 55.45%2026-10-23: 55.74%2026-10-26: 56.52%2026-10-27: 56.14%2026-10-28: 56.35%2026-10-29: 55.76%2026-10-30: 56.57%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
54.08%
54.11%
54.13%
55.45%
55.74%
56.52%
56.14%
56.35%
55.76%
56.57%