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Clarus Corporation Common Stock CLAR

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Market datapartial · fetched 2026-10-22T05:30:56.683Z

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 · 2026-10-21T22:07:23.26685495Z

FundamentalsAlpha Vantage · unavailable

Share price$3.76
1D+6.1%
AH$3.58$3.65$3.73$3.80$3.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCLAR
Sold putSold callAH

Clarus Corporation Common Stock options

Live interpolated CLAR call and put midpoint premiums by absolute delta.Clarus Corporation Common Stock$0.02$0.93$1.84$2.75$3.66$1.88$2.59$3.30$4.02$4.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CLAR spot · $3.76CLAR PRICE$0.11$0.13$0.13$0.13$0.17$0.23$0.29$0.35$0.41$0.48$0.54$0.60$0.66$0.30$0.38$0.39$0.40$0.41$0.42$0.43$0.45$1.25$2.55$3.39$2.03
PutsExpensive2.64×
CallsExpensive1.08×
SkewBearish+85.20 pp
Implied moveBearish±$0.72
TiltBearish49.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.22110.5%41.8%2.78179.1%34.2%
25Δ4.7994.9%30.8%3.02180.9%29.6%
30Δ4.4675.8%21.8%3.18164.2%25.8%
35Δ4.1256.7%12.9%3.33147.6%22.1%
40Δ3.9450.8%9.2%3.48130.9%18.3%
45Δ3.8552.2%8.4%3.64114.3%14.6%
50Δ3.7653.5%7.6%3.7997.6%10.8%
55Δ3.6654.9%6.8%3.9480.9%7.0%
60Δ3.5756.3%6.0%4.76119.5%6.6%
65Δ3.4857.7%5.2%6.00193.5%8.2%
70Δ3.3959.0%4.4%6.82239.6%8.9%
75Δ3.3060.4%3.6%5.61153.8%4.8%
80Δ3.2061.8%2.8%

20Δ

Calls
Pseudo strike
5.22
IV
110.5%
B/E move
41.8%
Puts
Pseudo strike
2.78
IV
179.1%
B/E move
34.2%

25Δ

Calls
Pseudo strike
4.79
IV
94.9%
B/E move
30.8%
Puts
Pseudo strike
3.02
IV
180.9%
B/E move
29.6%

30Δ

Calls
Pseudo strike
4.46
IV
75.8%
B/E move
21.8%
Puts
Pseudo strike
3.18
IV
164.2%
B/E move
25.8%

35Δ

Calls
Pseudo strike
4.12
IV
56.7%
B/E move
12.9%
Puts
Pseudo strike
3.33
IV
147.6%
B/E move
22.1%

40Δ

Calls
Pseudo strike
3.94
IV
50.8%
B/E move
9.2%
Puts
Pseudo strike
3.48
IV
130.9%
B/E move
18.3%

45Δ

Calls
Pseudo strike
3.85
IV
52.2%
B/E move
8.4%
Puts
Pseudo strike
3.64
IV
114.3%
B/E move
14.6%

50Δ

Calls
Pseudo strike
3.76
IV
53.5%
B/E move
7.6%
Puts
Pseudo strike
3.79
IV
97.6%
B/E move
10.8%

55Δ

Calls
Pseudo strike
3.66
IV
54.9%
B/E move
6.8%
Puts
Pseudo strike
3.94
IV
80.9%
B/E move
7.0%

60Δ

Calls
Pseudo strike
3.57
IV
56.3%
B/E move
6.0%
Puts
Pseudo strike
4.76
IV
119.5%
B/E move
6.6%

65Δ

Calls
Pseudo strike
3.48
IV
57.7%
B/E move
5.2%
Puts
Pseudo strike
6.00
IV
193.5%
B/E move
8.2%

70Δ

Calls
Pseudo strike
3.39
IV
59.0%
B/E move
4.4%
Puts
Pseudo strike
6.82
IV
239.6%
B/E move
8.9%

75Δ

Calls
Pseudo strike
3.30
IV
60.4%
B/E move
3.6%
Puts
Pseudo strike
5.61
IV
153.8%
B/E move
4.8%

80Δ

Calls
Pseudo strike
3.20
IV
61.8%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations