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Core Alternative Capital CCOR

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Market datapartial · fetched 2026-10-22T05:14:51.369Z

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 · 2026-10-22T00:00:00.108886726Z

FundamentalsAlpha Vantage · unavailable

Share price$26.15
1D+0.0%
AH$26.12$26.13$26.14$26.14$26.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCCOR
Sold putSold callAH

Core Alternative Capital options

Live interpolated CCOR call and put midpoint premiums by absolute delta.Core Alternative Capital$0.51$0.88$1.24$1.61$1.97$23.32$24.73$26.15$27.56$28.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CCOR spot · $26.15CCOR PRICE$0.55$0.55$0.55$0.55$0.57$0.63$0.69$0.75$0.82$0.90$0.97$1.05$1.13$0.55$0.55$0.57$0.62$0.66$0.72$0.79$0.86$0.93$1.00$1.17$1.52$1.86
PutsExpensive3.19×
CallsExpensive2.76×
SkewNeutral+0.06 pp
Implied moveBearish±$1.48
TiltBearish9.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.9372.7%24.2%23.0260.8%14.1%
25Δ29.5754.3%15.2%24.1747.0%9.7%
30Δ28.1541.5%9.8%24.9238.3%6.9%
35Δ27.4133.6%6.9%25.3434.0%5.5%
40Δ26.9028.3%5.1%25.7230.3%4.2%
45Δ26.6426.5%4.3%26.0527.2%3.1%
50Δ26.3824.6%3.5%26.2625.6%2.6%
55Δ26.1122.7%2.7%26.4624.0%2.1%
60Δ25.9021.2%2.2%26.6622.4%1.6%
65Δ25.7319.9%1.8%26.8720.9%1.1%
70Δ25.5618.7%1.5%27.1420.6%0.7%
75Δ25.3917.5%1.1%27.5222.6%0.6%
80Δ25.2216.2%0.8%27.9124.7%0.4%

20Δ

Calls
Pseudo strike
31.93
IV
72.7%
B/E move
24.2%
Puts
Pseudo strike
23.02
IV
60.8%
B/E move
14.1%

25Δ

Calls
Pseudo strike
29.57
IV
54.3%
B/E move
15.2%
Puts
Pseudo strike
24.17
IV
47.0%
B/E move
9.7%

30Δ

Calls
Pseudo strike
28.15
IV
41.5%
B/E move
9.8%
Puts
Pseudo strike
24.92
IV
38.3%
B/E move
6.9%

35Δ

Calls
Pseudo strike
27.41
IV
33.6%
B/E move
6.9%
Puts
Pseudo strike
25.34
IV
34.0%
B/E move
5.5%

40Δ

Calls
Pseudo strike
26.90
IV
28.3%
B/E move
5.1%
Puts
Pseudo strike
25.72
IV
30.3%
B/E move
4.2%

45Δ

Calls
Pseudo strike
26.64
IV
26.5%
B/E move
4.3%
Puts
Pseudo strike
26.05
IV
27.2%
B/E move
3.1%

50Δ

Calls
Pseudo strike
26.38
IV
24.6%
B/E move
3.5%
Puts
Pseudo strike
26.26
IV
25.6%
B/E move
2.6%

55Δ

Calls
Pseudo strike
26.11
IV
22.7%
B/E move
2.7%
Puts
Pseudo strike
26.46
IV
24.0%
B/E move
2.1%

60Δ

Calls
Pseudo strike
25.90
IV
21.2%
B/E move
2.2%
Puts
Pseudo strike
26.66
IV
22.4%
B/E move
1.6%

65Δ

Calls
Pseudo strike
25.73
IV
19.9%
B/E move
1.8%
Puts
Pseudo strike
26.87
IV
20.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
25.56
IV
18.7%
B/E move
1.5%
Puts
Pseudo strike
27.14
IV
20.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
25.39
IV
17.5%
B/E move
1.1%
Puts
Pseudo strike
27.52
IV
22.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
25.22
IV
16.2%
B/E move
0.8%
Puts
Pseudo strike
27.91
IV
24.7%
B/E move
0.4%

Options history

No recorded observations