IntraAlpha
Create free account Start free

CADIZ, Inc. Common Stock CDZI

i

Market dataready · fetched 2026-11-13T16:10:04.085Z

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 · 2026-11-13T16:09:51.83077393Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-13T16:10:03.058040+00:00

Share price$3.27
1D-0.9%
$3.15$3.19$3.23$3.27$3.315:30 AM6:30 AM9:00 AM1:00 PMCDZI
Sold putSold call

CADIZ, Inc. Common Stock options

Live interpolated CDZI call and put midpoint premiums by absolute delta.CADIZ, Inc. Common Stock$0.32$0.74$1.15$1.57$1.99$2.71$3.03$3.36$3.68$4.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CDZI spot · $3.27CDZI PRICE$0.50$0.58$0.67$0.75$0.83$0.92$1.00$1.09$0.36$0.50$0.63$0.77$0.90$1.04$1.18$1.31$1.45$1.58$1.72$1.87
Puts——
Calls——
Skew——
Implied moveBearish±$1.71
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ2.64361.6%30.4%
30Δ2.85355.0%27.9%
35Δ3.07348.4%25.5%
40Δ3.99318.1%37.3%3.28341.9%23.1%
45Δ3.79332.1%33.8%3.50335.3%20.7%
50Δ3.59346.1%30.2%3.71328.7%18.2%
55Δ3.39360.1%26.7%3.93322.1%15.8%
60Δ3.19374.1%23.2%4.14315.6%13.4%
65Δ2.99388.1%19.6%4.36309.0%10.9%
70Δ2.79402.1%16.1%4.57302.4%8.5%
75Δ2.59416.1%12.5%4.79295.8%6.1%
80Δ5.02289.8%3.7%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.64
IV
361.6%
B/E move
30.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.85
IV
355.0%
B/E move
27.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.07
IV
348.4%
B/E move
25.5%

40Δ

Calls
Pseudo strike
3.99
IV
318.1%
B/E move
37.3%
Puts
Pseudo strike
3.28
IV
341.9%
B/E move
23.1%

45Δ

Calls
Pseudo strike
3.79
IV
332.1%
B/E move
33.8%
Puts
Pseudo strike
3.50
IV
335.3%
B/E move
20.7%

50Δ

Calls
Pseudo strike
3.59
IV
346.1%
B/E move
30.2%
Puts
Pseudo strike
3.71
IV
328.7%
B/E move
18.2%

55Δ

Calls
Pseudo strike
3.39
IV
360.1%
B/E move
26.7%
Puts
Pseudo strike
3.93
IV
322.1%
B/E move
15.8%

60Δ

Calls
Pseudo strike
3.19
IV
374.1%
B/E move
23.2%
Puts
Pseudo strike
4.14
IV
315.6%
B/E move
13.4%

65Δ

Calls
Pseudo strike
2.99
IV
388.1%
B/E move
19.6%
Puts
Pseudo strike
4.36
IV
309.0%
B/E move
10.9%

70Δ

Calls
Pseudo strike
2.79
IV
402.1%
B/E move
16.1%
Puts
Pseudo strike
4.57
IV
302.4%
B/E move
8.5%

75Δ

Calls
Pseudo strike
2.59
IV
416.1%
B/E move
12.5%
Puts
Pseudo strike
4.79
IV
295.8%
B/E move
6.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.02
IV
289.8%
B/E move
3.7%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations