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Chimera Investment Corp. CIM

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Market datapartial · fetched 2026-10-22T04:40:01.074Z

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 · 2026-10-22T00:00:00.029898989Z

FundamentalsAlpha Vantage · unavailable

Share price$8.25
1D-1.0%
AH$8.21$8.28$8.35$8.42$8.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCIM
Sold putSold callAH

Chimera Investment Corp. options

Live interpolated CIM call and put midpoint premiums by absolute delta.Chimera Investment Corp.$0.05$1.81$3.58$5.34$7.10$5.08$6.99$8.90$10.81$12.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CIM spot · $8.25CIM PRICE$0.26$0.52$0.82$0.88$0.94$1.00$1.05$1.11$1.17$1.31$1.46$1.60$2.41$0.47$0.47$0.33$0.24$0.95$1.65$2.36$3.07$3.77$4.48$5.18$5.89$6.60
PutsExpensive1.58×
CallsExpensive3.06×
SkewBullish-55.40 pp
Implied moveBearish±$3.41
TiltBearish41.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.16132.0%62.8%6.30149.4%29.3%
25Δ14.08188.3%77.0%7.01113.5%20.7%
30Δ16.26259.1%107.0%7.5273.1%12.9%
35Δ13.46222.9%73.8%8.0435.8%5.4%
40Δ12.39201.5%61.5%8.7750.2%5.2%
45Δ11.32180.0%49.2%9.5064.7%4.9%
50Δ10.25158.6%37.0%10.2279.1%4.7%
55Δ9.18137.1%24.7%10.9593.6%4.4%
60Δ8.10115.7%12.4%11.68108.0%4.2%
65Δ7.72110.4%9.4%12.40122.5%3.9%
70Δ7.41106.9%7.5%13.13136.9%3.7%
75Δ7.10103.3%5.5%13.86151.4%3.4%
80Δ6.29148.4%5.5%14.58165.8%3.2%

20Δ

Calls
Pseudo strike
13.16
IV
132.0%
B/E move
62.8%
Puts
Pseudo strike
6.30
IV
149.4%
B/E move
29.3%

25Δ

Calls
Pseudo strike
14.08
IV
188.3%
B/E move
77.0%
Puts
Pseudo strike
7.01
IV
113.5%
B/E move
20.7%

30Δ

Calls
Pseudo strike
16.26
IV
259.1%
B/E move
107.0%
Puts
Pseudo strike
7.52
IV
73.1%
B/E move
12.9%

35Δ

Calls
Pseudo strike
13.46
IV
222.9%
B/E move
73.8%
Puts
Pseudo strike
8.04
IV
35.8%
B/E move
5.4%

40Δ

Calls
Pseudo strike
12.39
IV
201.5%
B/E move
61.5%
Puts
Pseudo strike
8.77
IV
50.2%
B/E move
5.2%

45Δ

Calls
Pseudo strike
11.32
IV
180.0%
B/E move
49.2%
Puts
Pseudo strike
9.50
IV
64.7%
B/E move
4.9%

50Δ

Calls
Pseudo strike
10.25
IV
158.6%
B/E move
37.0%
Puts
Pseudo strike
10.22
IV
79.1%
B/E move
4.7%

55Δ

Calls
Pseudo strike
9.18
IV
137.1%
B/E move
24.7%
Puts
Pseudo strike
10.95
IV
93.6%
B/E move
4.4%

60Δ

Calls
Pseudo strike
8.10
IV
115.7%
B/E move
12.4%
Puts
Pseudo strike
11.68
IV
108.0%
B/E move
4.2%

65Δ

Calls
Pseudo strike
7.72
IV
110.4%
B/E move
9.4%
Puts
Pseudo strike
12.40
IV
122.5%
B/E move
3.9%

70Δ

Calls
Pseudo strike
7.41
IV
106.9%
B/E move
7.5%
Puts
Pseudo strike
13.13
IV
136.9%
B/E move
3.7%

75Δ

Calls
Pseudo strike
7.10
IV
103.3%
B/E move
5.5%
Puts
Pseudo strike
13.86
IV
151.4%
B/E move
3.4%

80Δ

Calls
Pseudo strike
6.29
IV
148.4%
B/E move
5.5%
Puts
Pseudo strike
14.58
IV
165.8%
B/E move
3.2%

Options history

No recorded observations