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Clarus Corporation Common Stock CLAR

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Market dataready · fetched 2026-11-11T14:04:33.684Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T12:36:20.438104065Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:04:32.915361+00:00

Share price$5.42
1D
Price history unavailable.

Clarus Corporation Common Stock options

Live interpolated CLAR call and put midpoint premiums by absolute delta.Clarus Corporation Common Stock$0.23$0.49$0.75$1.01$1.27$2.98$4.00$5.03$6.05$7.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CLAR spot · $5.42CLAR PRICE$0.50$0.50$0.50$0.50$0.50$0.50$0.50$0.50$0.50$0.50$0.26$0.34$0.42$0.49$0.56$0.63$0.69$0.76$0.82$0.98$1.19
Puts——
Calls——
Skew——
Implied moveBearish±$1.19
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.28108.9%25.9%
25Δ4.54106.5%22.4%
30Δ4.81104.0%19.0%
35Δ7.57158.7%49.0%5.05100.8%16.0%
40Δ6.63127.6%31.6%5.2295.7%13.9%
45Δ5.99102.6%19.8%5.4090.5%11.9%
50Δ5.8692.8%17.3%5.5885.3%9.9%
55Δ5.7283.0%14.7%5.7580.1%7.8%
60Δ5.5873.3%12.2%5.9374.9%5.8%
65Δ5.4463.5%9.7%6.1673.7%4.5%
70Δ5.3153.7%7.1%6.4175.0%3.6%
75Δ5.1743.9%4.6%
80Δ5.0334.2%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.28
IV
108.9%
B/E move
25.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.54
IV
106.5%
B/E move
22.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.81
IV
104.0%
B/E move
19.0%

35Δ

Calls
Pseudo strike
7.57
IV
158.7%
B/E move
49.0%
Puts
Pseudo strike
5.05
IV
100.8%
B/E move
16.0%

40Δ

Calls
Pseudo strike
6.63
IV
127.6%
B/E move
31.6%
Puts
Pseudo strike
5.22
IV
95.7%
B/E move
13.9%

45Δ

Calls
Pseudo strike
5.99
IV
102.6%
B/E move
19.8%
Puts
Pseudo strike
5.40
IV
90.5%
B/E move
11.9%

50Δ

Calls
Pseudo strike
5.86
IV
92.8%
B/E move
17.3%
Puts
Pseudo strike
5.58
IV
85.3%
B/E move
9.9%

55Δ

Calls
Pseudo strike
5.72
IV
83.0%
B/E move
14.7%
Puts
Pseudo strike
5.75
IV
80.1%
B/E move
7.8%

60Δ

Calls
Pseudo strike
5.58
IV
73.3%
B/E move
12.2%
Puts
Pseudo strike
5.93
IV
74.9%
B/E move
5.8%

65Δ

Calls
Pseudo strike
5.44
IV
63.5%
B/E move
9.7%
Puts
Pseudo strike
6.16
IV
73.7%
B/E move
4.5%

70Δ

Calls
Pseudo strike
5.31
IV
53.7%
B/E move
7.1%
Puts
Pseudo strike
6.41
IV
75.0%
B/E move
3.6%

75Δ

Calls
Pseudo strike
5.17
IV
43.9%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.03
IV
34.2%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend72.03%
Daily EOD
CLAR70.2%83.5%96.7%2026-10-19: 94.90%2026-10-20: 73.04%2026-10-23: 72.61%2026-10-27: 74.36%2026-10-30: 72.03%Oct 19Oct 23Oct 30
5 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
94.90%
73.04%
72.61%
74.36%
72.03%