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Codexis Inc CDXS

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T21:13:18.935Z

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 · 2026-10-22T20:00:00.651887591Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:13:18.298725+00:00

Share price$1.31
1D+1.3%
AH$1.29$1.30$1.31$1.32$1.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCDXS
Sold putSold callAH

Codexis Inc options

Live interpolated CDXS call and put midpoint premiums by absolute delta.Codexis Inc$0.34$0.69$1.05$1.40$1.76$0.10$0.74$1.37$2.00$2.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CDXS spot · $1.31CDXS PRICE$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.53$0.72$0.90$1.09$1.27$1.66
PutsExpensive2.27×
CallsExpensive2.71×
SkewBullish-33.16 pp
Implied moveBalanced±$0.75
TiltBearish54.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.99435.5%53.4%
25Δ1.08387.3%46.5%
30Δ1.16346.2%40.2%
35Δ1.24305.1%34.0%
40Δ1.32264.0%27.7%
45Δ1.40222.9%21.4%
50Δ4.21514.5%249.8%1.49181.8%15.2%
55Δ2.22392.2%98.3%1.67184.2%12.8%
60Δ1.57311.9%48.1%1.88195.2%11.2%
65Δ1.40267.9%35.2%2.08206.2%9.7%
70Δ1.28228.5%26.1%2.29217.1%8.1%
75Δ1.16189.2%17.0%2.50228.1%6.5%
80Δ1.04149.9%7.9%2.91210.1%4.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.99
IV
435.5%
B/E move
53.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.08
IV
387.3%
B/E move
46.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.16
IV
346.2%
B/E move
40.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.24
IV
305.1%
B/E move
34.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.32
IV
264.0%
B/E move
27.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.40
IV
222.9%
B/E move
21.4%

50Δ

Calls
Pseudo strike
4.21
IV
514.5%
B/E move
249.8%
Puts
Pseudo strike
1.49
IV
181.8%
B/E move
15.2%

55Δ

Calls
Pseudo strike
2.22
IV
392.2%
B/E move
98.3%
Puts
Pseudo strike
1.67
IV
184.2%
B/E move
12.8%

60Δ

Calls
Pseudo strike
1.57
IV
311.9%
B/E move
48.1%
Puts
Pseudo strike
1.88
IV
195.2%
B/E move
11.2%

65Δ

Calls
Pseudo strike
1.40
IV
267.9%
B/E move
35.2%
Puts
Pseudo strike
2.08
IV
206.2%
B/E move
9.7%

70Δ

Calls
Pseudo strike
1.28
IV
228.5%
B/E move
26.1%
Puts
Pseudo strike
2.29
IV
217.1%
B/E move
8.1%

75Δ

Calls
Pseudo strike
1.16
IV
189.2%
B/E move
17.0%
Puts
Pseudo strike
2.50
IV
228.1%
B/E move
6.5%

80Δ

Calls
Pseudo strike
1.04
IV
149.9%
B/E move
7.9%
Puts
Pseudo strike
2.91
IV
210.1%
B/E move
4.4%

Options history

CDXS228.35250.60272.852026-10-20: 269.78%2026-10-21: 231.42%Oct 20Oct 21
Table
DateIV
269.78%
231.42%