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Codexis, Inc. Common Stock CDXS

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Market dataready · fetched 2026-11-12T02:59:17.639Z

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 · 2026-11-11T21:26:02.206171633Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T02:57:44.618604+00:00

Share price$0.98
1D-3.3%
AH$0.95$0.97$0.98$1.00$1.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCDXS
Sold putSold callAH

Codexis, Inc. Common Stock options

Live interpolated CDXS call and put midpoint premiums by absolute delta.Codexis, Inc. Common Stock$0.25$0.32$0.38$0.44$0.51$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICECDXS PRICE$0.38$0.26$0.30$0.33$0.37$0.41$0.45$0.38$0.40$0.42$0.44$0.45$0.47$0.49
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.17800.0%570.1%
25Δ
30Δ
35Δ1.02599.4%34.4%
40Δ1.07562.2%31.1%
45Δ1.12525.0%27.8%
50Δ1.17487.8%24.5%
55Δ1.16526.3%45.8%1.22450.6%21.2%
60Δ1.10562.2%42.8%1.27413.4%17.9%
65Δ1.03598.0%39.7%1.32376.2%14.6%
70Δ0.94598.9%34.4%
75Δ0.83567.5%27.1%
80Δ0.72536.2%19.7%

20Δ

Calls
Pseudo strike
6.17
IV
800.0%
B/E move
570.1%
Puts
Pseudo strike
IV
B/E move

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.02
IV
599.4%
B/E move
34.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.07
IV
562.2%
B/E move
31.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.12
IV
525.0%
B/E move
27.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.17
IV
487.8%
B/E move
24.5%

55Δ

Calls
Pseudo strike
1.16
IV
526.3%
B/E move
45.8%
Puts
Pseudo strike
1.22
IV
450.6%
B/E move
21.2%

60Δ

Calls
Pseudo strike
1.10
IV
562.2%
B/E move
42.8%
Puts
Pseudo strike
1.27
IV
413.4%
B/E move
17.9%

65Δ

Calls
Pseudo strike
1.03
IV
598.0%
B/E move
39.7%
Puts
Pseudo strike
1.32
IV
376.2%
B/E move
14.6%

70Δ

Calls
Pseudo strike
0.94
IV
598.9%
B/E move
34.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
0.83
IV
567.5%
B/E move
27.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
0.72
IV
536.2%
B/E move
19.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend309.32%
Daily EOD
CDXS205.8%261.4%317.0%2026-10-19: 213.46%2026-10-20: 269.78%2026-10-21: 231.42%2026-10-22: 235.33%2026-10-23: 242.52%2026-10-26: 239.03%2026-10-27: 259.17%2026-10-28: 279.96%2026-10-29: 274.82%2026-10-30: 309.32%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
213.46%
269.78%
231.42%
235.33%
242.52%
239.03%
259.17%
279.96%
274.82%
309.32%