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CADIZ, Inc. Common Stock CDZI

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Market datapartial · fetched 2026-10-23T05:57:26.092Z

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 · 2026-10-22T22:58:04.852403892Z

FundamentalsAlpha Vantage · unavailable

Share price$3.98
1D+3.3%
AH$3.91$3.97$4.03$4.09$4.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCDZI
Sold putSold callAH

CADIZ, Inc. Common Stock options

Live interpolated CDZI call and put midpoint premiums by absolute delta.CADIZ, Inc. Common Stock$0.08$0.72$1.35$1.99$2.63$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICECDZI PRICE$0.15$0.37$0.46$0.55$0.65$0.74$0.83$0.92$1.01$1.10$1.20$1.46$1.95$2.45
PutsExpensive1.74×
CallsExpensive1.65×
SkewBearish+4.72 pp
Implied move——
TiltBearish97.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.27162.3%86.4%2.74222.2%40.3%
25Δ2.98212.2%36.7%
30Δ3.22202.3%33.1%
35Δ3.45192.3%29.5%
40Δ3.69182.4%25.9%
45Δ3.92172.5%22.3%
50Δ4.16162.5%18.7%
55Δ4.39152.6%15.1%
60Δ4.63142.6%11.5%
65Δ4.86132.7%7.9%
70Δ5.23128.5%5.3%
75Δ5.76132.4%4.2%
80Δ6.30136.2%3.2%

20Δ

Calls
Pseudo strike
7.27
IV
162.3%
B/E move
86.4%
Puts
Pseudo strike
2.74
IV
222.2%
B/E move
40.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.98
IV
212.2%
B/E move
36.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.22
IV
202.3%
B/E move
33.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.45
IV
192.3%
B/E move
29.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.69
IV
182.4%
B/E move
25.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.92
IV
172.5%
B/E move
22.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.16
IV
162.5%
B/E move
18.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.39
IV
152.6%
B/E move
15.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.63
IV
142.6%
B/E move
11.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.86
IV
132.7%
B/E move
7.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.23
IV
128.5%
B/E move
5.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.76
IV
132.4%
B/E move
4.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.30
IV
136.2%
B/E move
3.2%

Options history

No recorded observations