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Caris Life Sciences, Inc. Common Stock CAI

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Market datapartial · fetched 2026-10-22T09:18:09.778Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T08:12:10.333731449Z

FundamentalsAlpha Vantage · unavailable

Share price$31.85
1D
Price history unavailable.

Caris Life Sciences, Inc. Common Stock options

Live interpolated CAI call and put midpoint premiums by absolute delta.Caris Life Sciences, Inc. Common Stock$0.50$2.77$5.05$7.32$9.60$22.46$27.41$32.36$37.31$42.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CAI spot · $31.85CAI PRICE$0.74$1.05$1.36$1.67$1.97$2.48$3.01$3.53$4.06$4.65$5.63$6.60$7.58$1.20$1.26$1.32$1.62$2.27$2.91$3.55$4.20$4.84$5.82$6.84$7.86$8.94
PutsFair1.00×
CallsExpensive1.10×
SkewBullish-11.60 pp
Implied moveBearish±$6.56
TiltBearish8.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.8381.4%27.4%24.84117.3%25.8%
25Δ38.6583.1%24.6%26.8496.2%19.7%
30Δ37.4784.8%21.9%28.8575.2%13.6%
35Δ36.2886.4%19.2%30.3864.7%9.7%
40Δ35.1088.1%16.4%31.2968.5%8.9%
45Δ34.0490.4%14.7%32.2072.3%8.0%
50Δ32.9992.7%13.0%33.1076.1%7.2%
55Δ31.9495.1%11.4%34.0180.0%6.4%
60Δ30.8997.5%9.7%34.9183.8%5.6%
65Δ29.79100.0%8.1%36.1884.2%4.7%
70Δ28.41103.7%6.9%37.4884.2%3.8%
75Δ27.04107.3%5.6%38.7984.2%2.9%
80Δ25.66111.0%4.4%40.1684.1%2.0%

20Δ

Calls
Pseudo strike
39.83
IV
81.4%
B/E move
27.4%
Puts
Pseudo strike
24.84
IV
117.3%
B/E move
25.8%

25Δ

Calls
Pseudo strike
38.65
IV
83.1%
B/E move
24.6%
Puts
Pseudo strike
26.84
IV
96.2%
B/E move
19.7%

30Δ

Calls
Pseudo strike
37.47
IV
84.8%
B/E move
21.9%
Puts
Pseudo strike
28.85
IV
75.2%
B/E move
13.6%

35Δ

Calls
Pseudo strike
36.28
IV
86.4%
B/E move
19.2%
Puts
Pseudo strike
30.38
IV
64.7%
B/E move
9.7%

40Δ

Calls
Pseudo strike
35.10
IV
88.1%
B/E move
16.4%
Puts
Pseudo strike
31.29
IV
68.5%
B/E move
8.9%

45Δ

Calls
Pseudo strike
34.04
IV
90.4%
B/E move
14.7%
Puts
Pseudo strike
32.20
IV
72.3%
B/E move
8.0%

50Δ

Calls
Pseudo strike
32.99
IV
92.7%
B/E move
13.0%
Puts
Pseudo strike
33.10
IV
76.1%
B/E move
7.2%

55Δ

Calls
Pseudo strike
31.94
IV
95.1%
B/E move
11.4%
Puts
Pseudo strike
34.01
IV
80.0%
B/E move
6.4%

60Δ

Calls
Pseudo strike
30.89
IV
97.5%
B/E move
9.7%
Puts
Pseudo strike
34.91
IV
83.8%
B/E move
5.6%

65Δ

Calls
Pseudo strike
29.79
IV
100.0%
B/E move
8.1%
Puts
Pseudo strike
36.18
IV
84.2%
B/E move
4.7%

70Δ

Calls
Pseudo strike
28.41
IV
103.7%
B/E move
6.9%
Puts
Pseudo strike
37.48
IV
84.2%
B/E move
3.8%

75Δ

Calls
Pseudo strike
27.04
IV
107.3%
B/E move
5.6%
Puts
Pseudo strike
38.79
IV
84.2%
B/E move
2.9%

80Δ

Calls
Pseudo strike
25.66
IV
111.0%
B/E move
4.4%
Puts
Pseudo strike
40.16
IV
84.1%
B/E move
2.0%

Options history

No recorded observations