CAL · Caleres Inc

Track CAL — free Ask ALVIS about CAL

$13.00 -0.29 (-2.18%)

Market Cap

$446.74M

33.59M

Options Chain

15-min delayed Underlying $13.00 · today Options Calculator

Positioning

Aug 21, 2026 · 23 days to expiry · 22 contracts

Put / call OI

0.74

Balanced positioning

Open interest

10,333

contracts outstanding

Volume

220

traded today

Max pain

$12.50

$0.50 below spot

ATM implied vol

69.5%

market's expected move

Open interest by strike

Calls Puts

2.5

7.5

12.5

17.5

22.5

27.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 23d Sep 18 51d Nov 20 114d Dec 18 142d Feb 19 205d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
1	2	609.5%	0.967	$10.98		$0.05	—	—	65	66
Call · $2.5 In the money Last $10.98 Breakeven $13.48 Implied vol 609.5% Delta 0.967 ≈97% ITM Gamma 0.004 Theta -0.031 Vega 0.003 Open interest 1 Model this call Put · $2.5 Last $0.05 Breakeven $2.45 Implied vol — Delta — Gamma — Theta — Vega — Open interest 66 Model this put
6	10	305.8%	0.948	$6.56		$0.10	—	—	1	202
Call · $5 In the money Last $6.56 Breakeven $11.56 Implied vol 305.8% Delta 0.948 ≈95% ITM Gamma 0.01 Theta -0.023 Vega 0.003 Open interest 6 Model this call Put · $5 Last $0.10 Breakeven $4.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 202 Model this put
0	—	228.2%	0.894	—		$0.20	-0.05	153.6%	1	137
Call · $7.5 In the money Last — Breakeven — Implied vol 228.2% Delta 0.894 ≈89% ITM Gamma 0.024 Theta -0.03 Vega 0.006 Open interest 0 Model this call Put · $7.5 Last $0.20 Breakeven $7.30 Implied vol 153.6% Delta -0.05 ≈5% ITM Gamma 0.021 Theta -0.011 Vega 0.004 Open interest 137 Model this put
149	1	165.2%	0.802	$3.40		$0.10	-0.12	101.9%	40	2.8k
Call · $10 In the money Last $3.40 Breakeven $13.40 Implied vol 165.2% Delta 0.802 ≈80% ITM Gamma 0.051 Theta -0.033 Vega 0.01 Open interest 149 Model this call Put · $10 Last $0.10 Breakeven $9.90 Implied vol 101.9% Delta -0.12 ≈12% ITM Gamma 0.06 Theta -0.015 Vega 0.008 Open interest 2.8k Model this put
595	1	69.2%	0.632	$1.20		$0.65	-0.368	69.9%	3	1.1k
Call · $12.5 In the money Last $1.20 Breakeven $13.70 Implied vol 69.2% Delta 0.632 ≈63% ITM Gamma 0.167 Theta -0.019 Vega 0.013 Open interest 595 Model this call Put · $12.5 Last $0.65 Breakeven $11.85 Implied vol 69.9% Delta -0.368 ≈37% ITM Gamma 0.165 Theta -0.019 Vega 0.013 Open interest 1.1k Model this put
Underlying $13.00
3.2k	5	56.3%	0.182	$0.20		$2.14	-0.8	60.1%	10	96
Call · $15 Last $0.20 Breakeven $15.20 Implied vol 56.3% Delta 0.182 ≈18% ITM Gamma 0.143 Theta -0.011 Vega 0.009 Open interest 3.2k Model this call Put · $15 In the money Last $2.14 Breakeven $12.86 Implied vol 60.1% Delta -0.8 ≈80% ITM Gamma 0.144 Theta -0.011 Vega 0.009 Open interest 96 Model this put
1.9k	1	95.8%	0.137	$0.10		$5.40	-0.859	97.8%	1	3
Call · $17.5 Last $0.10 Breakeven $17.60 Implied vol 95.8% Delta 0.137 ≈14% ITM Gamma 0.07 Theta -0.015 Vega 0.007 Open interest 1.9k Model this call Put · $17.5 In the money Last $5.40 Breakeven $12.10 Implied vol 97.8% Delta -0.859 ≈86% ITM Gamma 0.071 Theta -0.015 Vega 0.007 Open interest 3 Model this put
86	47	99.8%	0.057	$0.10		$7.14	-0.882	126.4%	10	0
Call · $20 Last $0.10 Breakeven $20.10 Implied vol 99.8% Delta 0.057 ≈6% ITM Gamma 0.035 Theta -0.008 Vega 0.004 Open interest 86 Model this call Put · $20 In the money Last $7.14 Breakeven $12.86 Implied vol 126.4% Delta -0.882 ≈88% ITM Gamma 0.048 Theta -0.017 Vega 0.007 Open interest 0 Model this put
12	10	155.8%	0.115	$0.60		—	-0.933	131.1%	—	0
Call · $22.5 Last $0.60 Breakeven $23.10 Implied vol 155.8% Delta 0.115 ≈12% ITM Gamma 0.038 Theta -0.022 Vega 0.007 Open interest 12 Model this call Put · $22.5 In the money Last — Breakeven — Implied vol 131.1% Delta -0.933 ≈93% ITM Gamma 0.031 Theta -0.011 Vega 0.004 Open interest 0 Model this put
1	2	187.5%	0.126	$0.20		$11.70	-0.904	172.8%	6	0
Call · $25 Last $0.20 Breakeven $25.20 Implied vol 187.5% Delta 0.126 ≈13% ITM Gamma 0.033 Theta -0.028 Vega 0.008 Open interest 1 Model this call Put · $25 In the money Last $11.70 Breakeven $13.30 Implied vol 172.8% Delta -0.904 ≈90% ITM Gamma 0.031 Theta -0.02 Vega 0.005 Open interest 0 Model this put
4	2	204.2%	0.112	$0.15		$14.06	-0.91	189.6%	2	0
Call · $27.5 Last $0.15 Breakeven $27.65 Implied vol 204.2% Delta 0.112 ≈11% ITM Gamma 0.029 Theta -0.028 Vega 0.008 Open interest 4 Model this call Put · $27.5 In the money Last $14.06 Breakeven $13.44 Implied vol 189.6% Delta -0.91 ≈91% ITM Gamma 0.027 Theta -0.021 Vega 0.005 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 14707 CUSIP 129500104 13F (30d) 25 filings 25 filers Visit website