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Caris Life Sciences, Inc. Common Stock CAI

i

Market dataready · fetched 2026-11-11T14:53:11.351Z

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 · 2026-11-11T14:52:50.240705413Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:53:10.843721+00:00

Share price$25.05
1D+0.0%
$25.01$25.15$25.28$25.42$25.555:30 AM6:30 AM9:00 AM1:00 PMCAI
Sold putSold call

Caris Life Sciences, Inc. Common Stock options

Live interpolated CAI call and put midpoint premiums by absolute delta.Caris Life Sciences, Inc. Common Stock$0.68$1.34$1.99$2.64$3.30$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECAI PRICE$0.75$0.83$0.90$0.98$1.05$1.13$1.33$1.77$2.22$2.66$3.11$1.01$1.03$1.05$1.07
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ29.97141.4%22.6%
30Δ29.09129.3%19.4%22.88125.4%12.7%
35Δ28.21117.1%16.2%23.51109.2%10.3%
40Δ27.33105.0%13.0%24.1592.9%7.8%
45Δ26.4692.8%9.8%24.7876.6%5.3%
50Δ25.5880.7%6.6%
55Δ24.8275.4%4.4%
60Δ24.2783.4%4.0%
65Δ23.7391.4%3.6%
70Δ23.1899.4%3.2%
75Δ22.64107.4%2.8%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
29.97
IV
141.4%
B/E move
22.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
29.09
IV
129.3%
B/E move
19.4%
Puts
Pseudo strike
22.88
IV
125.4%
B/E move
12.7%

35Δ

Calls
Pseudo strike
28.21
IV
117.1%
B/E move
16.2%
Puts
Pseudo strike
23.51
IV
109.2%
B/E move
10.3%

40Δ

Calls
Pseudo strike
27.33
IV
105.0%
B/E move
13.0%
Puts
Pseudo strike
24.15
IV
92.9%
B/E move
7.8%

45Δ

Calls
Pseudo strike
26.46
IV
92.8%
B/E move
9.8%
Puts
Pseudo strike
24.78
IV
76.6%
B/E move
5.3%

50Δ

Calls
Pseudo strike
25.58
IV
80.7%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
24.82
IV
75.4%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
24.27
IV
83.4%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
23.73
IV
91.4%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
23.18
IV
99.4%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
22.64
IV
107.4%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend86.03%
Daily close
CAI64.3%80.7%97.2%2026-08-13: 73.57%2026-08-17: 86.91%2026-08-18: 94.96%2026-08-19: 90.57%2026-08-21: 75.27%2026-08-24: 67.97%2026-08-25: 70.17%2026-08-26: 72.35%2026-08-27: 72.44%2026-08-31: 68.21%2026-09-02: 84.51%2026-09-03: 74.57%2026-09-04: 77.23%2026-09-08: 75.89%2026-09-09: 76.96%2026-09-10: 84.34%2026-09-11: 80.55%2026-09-18: 67.38%2026-09-21: 71.14%2026-09-22: 68.28%2026-09-23: 66.53%2026-09-25: 68.05%2026-09-28: 69.31%2026-09-29: 70.95%2026-09-30: 72.11%2026-10-01: 79.87%2026-10-05: 73.63%2026-10-08: 93.46%2026-10-09: 91.13%2026-10-16: 80.43%2026-10-19: 81.23%2026-10-20: 82.68%2026-10-21: 80.58%2026-10-22: 83.03%2026-10-23: 84.90%2026-10-26: 87.07%2026-10-27: 81.43%2026-10-28: 83.32%2026-10-29: 85.53%2026-10-30: 86.03%Aug 13Sep 22Oct 30
40 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
73.57%
86.91%
94.96%
90.57%
75.27%
67.97%
70.17%
72.35%
72.44%
68.21%
84.51%
74.57%
77.23%
75.89%
76.96%
84.34%
80.55%
67.38%
71.14%
68.28%
66.53%
68.05%
69.31%
70.95%
72.11%
79.87%
73.63%
93.46%
91.13%
80.43%
81.23%
82.68%
80.58%
83.03%
84.90%
87.07%
81.43%
83.32%
85.53%
86.03%