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Churchill Capital Corp XI Class A Ordinary Shares CCXI

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Market datapartial · fetched 2026-10-23T15:53:27.026Z

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 · 2026-10-23T15:52:54.622824336Z

FundamentalsAlpha Vantage · unavailable

Share price$10.26
1D-0.2%
$10.24$10.25$10.27$10.28$10.295:30 AM6:30 AM9:00 AM1:00 PMCCXI
Sold putSold call

Churchill Capital Corp XI Class A Ordinary Shares options

Live interpolated CCXI call and put midpoint premiums by absolute delta.Churchill Capital Corp XI Class A Ordinary Shares$0.19$2.35$4.50$6.66$8.82$4.81$7.71$10.60$13.50$16.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CCXI spot · $10.26CCXI PRICE$0.42$0.56$1.03$1.26$0.98$1.12$1.26$1.44$1.63$2.26$2.93$2.97$3.02$0.53$0.72$0.92$1.20$1.45$1.43$1.42$1.40$4.47$7.83$5.72$6.83$8.20
PutsExpensive2.28×
CallsExpensive2.57×
SkewBullish-23.81 pp
Implied moveBearish±$2.68
TiltBearish33.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.61159.1%66.0%8.06131.9%26.6%
25Δ15.39159.6%55.4%8.57133.8%23.5%
30Δ20.18266.7%106.7%9.07136.0%20.5%
35Δ18.21267.8%89.7%9.57139.9%18.5%
40Δ12.48150.6%31.2%10.04141.0%16.3%
45Δ11.79144.5%25.7%10.33124.2%13.3%
50Δ11.09138.3%20.3%10.63107.4%10.2%
55Δ10.55136.4%16.9%10.9290.6%7.2%
60Δ10.04135.0%13.8%13.66183.0%10.5%
65Δ9.52172.2%14.8%16.98242.8%10.8%
70Δ8.99212.0%16.1%15.26181.7%7.0%
75Δ8.53185.0%12.1%16.53181.6%5.5%
80Δ8.07158.0%8.1%18.05181.8%4.0%

20Δ

Calls
Pseudo strike
16.61
IV
159.1%
B/E move
66.0%
Puts
Pseudo strike
8.06
IV
131.9%
B/E move
26.6%

25Δ

Calls
Pseudo strike
15.39
IV
159.6%
B/E move
55.4%
Puts
Pseudo strike
8.57
IV
133.8%
B/E move
23.5%

30Δ

Calls
Pseudo strike
20.18
IV
266.7%
B/E move
106.7%
Puts
Pseudo strike
9.07
IV
136.0%
B/E move
20.5%

35Δ

Calls
Pseudo strike
18.21
IV
267.8%
B/E move
89.7%
Puts
Pseudo strike
9.57
IV
139.9%
B/E move
18.5%

40Δ

Calls
Pseudo strike
12.48
IV
150.6%
B/E move
31.2%
Puts
Pseudo strike
10.04
IV
141.0%
B/E move
16.3%

45Δ

Calls
Pseudo strike
11.79
IV
144.5%
B/E move
25.7%
Puts
Pseudo strike
10.33
IV
124.2%
B/E move
13.3%

50Δ

Calls
Pseudo strike
11.09
IV
138.3%
B/E move
20.3%
Puts
Pseudo strike
10.63
IV
107.4%
B/E move
10.2%

55Δ

Calls
Pseudo strike
10.55
IV
136.4%
B/E move
16.9%
Puts
Pseudo strike
10.92
IV
90.6%
B/E move
7.2%

60Δ

Calls
Pseudo strike
10.04
IV
135.0%
B/E move
13.8%
Puts
Pseudo strike
13.66
IV
183.0%
B/E move
10.5%

65Δ

Calls
Pseudo strike
9.52
IV
172.2%
B/E move
14.8%
Puts
Pseudo strike
16.98
IV
242.8%
B/E move
10.8%

70Δ

Calls
Pseudo strike
8.99
IV
212.0%
B/E move
16.1%
Puts
Pseudo strike
15.26
IV
181.7%
B/E move
7.0%

75Δ

Calls
Pseudo strike
8.53
IV
185.0%
B/E move
12.1%
Puts
Pseudo strike
16.53
IV
181.6%
B/E move
5.5%

80Δ

Calls
Pseudo strike
8.07
IV
158.0%
B/E move
8.1%
Puts
Pseudo strike
18.05
IV
181.8%
B/E move
4.0%

Options history

CCXI114.58118.17121.772026-10-20: 115.07%2026-10-21: 119.29%2026-10-22: 121.28%Oct 20Oct 22
Table
DateIV
115.07%
119.29%
121.28%