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Caris Life Sciences, Inc. Common Stock CAI

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Market datapartial · fetched 2026-10-22T21:01:13.736Z

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 · 2026-10-22T20:39:11.626890518Z

FundamentalsAlpha Vantage · unavailable

Share price$32.34
1D+0.7%
AH$30.36$30.94$31.53$32.12$32.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCAI
Sold putSold callAH

Caris Life Sciences, Inc. Common Stock options

Live interpolated CAI call and put midpoint premiums by absolute delta.Caris Life Sciences, Inc. Common Stock$0.33$3.69$7.05$10.41$13.78$19.14$24.89$30.63$36.37$42.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CAI spot · $32.34CAI PRICE$0.70$0.86$1.03$1.20$1.58$2.01$2.45$2.88$3.31$3.74$1.67$2.18$2.69$3.22$3.87$4.52$5.17$6.06$7.45$8.83$10.63$12.81
PutsExpensive1.46×
CallsCheap0.82×
SkewBearish+52.31 pp
Implied moveBearish±$7.61
TiltBearish55.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.8075.6%25.2%25.08130.4%27.6%
25Δ38.2970.8%21.1%26.78127.6%23.9%
30Δ36.7866.0%16.9%28.48124.8%20.3%
35Δ35.2761.2%12.8%30.14122.0%16.8%
40Δ34.3662.2%11.1%31.46119.2%14.7%
45Δ33.5964.6%10.1%32.79116.4%12.6%
50Δ32.8266.9%9.0%34.11113.5%10.5%
55Δ32.0569.2%8.0%35.59112.6%8.7%
60Δ31.2771.5%6.9%37.37115.5%7.5%
65Δ30.5073.9%5.9%39.14118.4%6.3%
70Δ41.31121.3%5.1%
75Δ43.84124.2%4.0%
80Δ

20Δ

Calls
Pseudo strike
39.80
IV
75.6%
B/E move
25.2%
Puts
Pseudo strike
25.08
IV
130.4%
B/E move
27.6%

25Δ

Calls
Pseudo strike
38.29
IV
70.8%
B/E move
21.1%
Puts
Pseudo strike
26.78
IV
127.6%
B/E move
23.9%

30Δ

Calls
Pseudo strike
36.78
IV
66.0%
B/E move
16.9%
Puts
Pseudo strike
28.48
IV
124.8%
B/E move
20.3%

35Δ

Calls
Pseudo strike
35.27
IV
61.2%
B/E move
12.8%
Puts
Pseudo strike
30.14
IV
122.0%
B/E move
16.8%

40Δ

Calls
Pseudo strike
34.36
IV
62.2%
B/E move
11.1%
Puts
Pseudo strike
31.46
IV
119.2%
B/E move
14.7%

45Δ

Calls
Pseudo strike
33.59
IV
64.6%
B/E move
10.1%
Puts
Pseudo strike
32.79
IV
116.4%
B/E move
12.6%

50Δ

Calls
Pseudo strike
32.82
IV
66.9%
B/E move
9.0%
Puts
Pseudo strike
34.11
IV
113.5%
B/E move
10.5%

55Δ

Calls
Pseudo strike
32.05
IV
69.2%
B/E move
8.0%
Puts
Pseudo strike
35.59
IV
112.6%
B/E move
8.7%

60Δ

Calls
Pseudo strike
31.27
IV
71.5%
B/E move
6.9%
Puts
Pseudo strike
37.37
IV
115.5%
B/E move
7.5%

65Δ

Calls
Pseudo strike
30.50
IV
73.9%
B/E move
5.9%
Puts
Pseudo strike
39.14
IV
118.4%
B/E move
6.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.31
IV
121.3%
B/E move
5.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.84
IV
124.2%
B/E move
4.0%

80Δ

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

Options history

CAI81.4982.1282.752026-10-20: 82.67%2026-10-21: 81.58%Oct 20Oct 21
Table
DateIV
82.67%
81.58%