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Churchill Capital Corp XI CCXI

FINANCIAL SERVICES · SHELL COMPANIES
i

Market dataready · fetched 2026-10-23T02:01:32.203Z

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 · 2026-10-22T23:59:39.269990829Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T02:01:31.420220+00:00

Share price$10.27
1D-0.5%
AH$10.24$10.26$10.28$10.29$10.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCCXI
Sold putSold callAH

Churchill Capital Corp XI options

Live interpolated CCXI call and put midpoint premiums by absolute delta.Churchill Capital Corp XI$0.26$1.88$3.49$5.11$6.73$5.00$7.69$10.38$13.06$15.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CCXI spot · $10.27CCXI PRICE$0.43$0.57$0.74$0.88$1.01$1.20$1.39$1.61$1.84$2.02$2.18$2.57$3.00$0.54$0.74$0.94$1.22$1.49$1.73$2.02$2.72$3.83$6.26$4.60$5.49$5.25
PutsExpensive2.17×
CallsExpensive2.23×
SkewBullish-7.32 pp
Implied moveBearish±$3.41
TiltBearish30.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.99165.0%69.7%8.03133.1%27.1%
25Δ15.63163.7%57.8%8.55134.5%23.9%
30Δ14.76167.9%50.9%9.07136.2%20.8%
35Δ13.72163.9%42.2%9.57138.9%18.6%
40Δ12.65153.7%32.9%10.08140.6%16.4%
45Δ11.96153.0%28.1%10.56136.6%14.0%
50Δ11.33153.8%23.9%11.08134.2%11.8%
55Δ10.73154.4%20.1%11.89146.1%10.7%
60Δ10.15154.6%16.7%13.09164.2%9.8%
65Δ9.60147.2%13.2%15.57201.7%9.3%
70Δ9.07137.3%9.5%14.23153.5%6.2%
75Δ8.48141.0%7.6%15.27154.6%4.8%
80Δ7.89146.8%6.0%15.20133.0%3.1%

20Δ

Calls
Pseudo strike
16.99
IV
165.0%
B/E move
69.7%
Puts
Pseudo strike
8.03
IV
133.1%
B/E move
27.1%

25Δ

Calls
Pseudo strike
15.63
IV
163.7%
B/E move
57.8%
Puts
Pseudo strike
8.55
IV
134.5%
B/E move
23.9%

30Δ

Calls
Pseudo strike
14.76
IV
167.9%
B/E move
50.9%
Puts
Pseudo strike
9.07
IV
136.2%
B/E move
20.8%

35Δ

Calls
Pseudo strike
13.72
IV
163.9%
B/E move
42.2%
Puts
Pseudo strike
9.57
IV
138.9%
B/E move
18.6%

40Δ

Calls
Pseudo strike
12.65
IV
153.7%
B/E move
32.9%
Puts
Pseudo strike
10.08
IV
140.6%
B/E move
16.4%

45Δ

Calls
Pseudo strike
11.96
IV
153.0%
B/E move
28.1%
Puts
Pseudo strike
10.56
IV
136.6%
B/E move
14.0%

50Δ

Calls
Pseudo strike
11.33
IV
153.8%
B/E move
23.9%
Puts
Pseudo strike
11.08
IV
134.2%
B/E move
11.8%

55Δ

Calls
Pseudo strike
10.73
IV
154.4%
B/E move
20.1%
Puts
Pseudo strike
11.89
IV
146.1%
B/E move
10.7%

60Δ

Calls
Pseudo strike
10.15
IV
154.6%
B/E move
16.7%
Puts
Pseudo strike
13.09
IV
164.2%
B/E move
9.8%

65Δ

Calls
Pseudo strike
9.60
IV
147.2%
B/E move
13.2%
Puts
Pseudo strike
15.57
IV
201.7%
B/E move
9.3%

70Δ

Calls
Pseudo strike
9.07
IV
137.3%
B/E move
9.5%
Puts
Pseudo strike
14.23
IV
153.5%
B/E move
6.2%

75Δ

Calls
Pseudo strike
8.48
IV
141.0%
B/E move
7.6%
Puts
Pseudo strike
15.27
IV
154.6%
B/E move
4.8%

80Δ

Calls
Pseudo strike
7.89
IV
146.8%
B/E move
6.0%
Puts
Pseudo strike
15.20
IV
133.0%
B/E move
3.1%

Options history

History unavailable