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Core Laboratories Inc. CLB

i

Market dataready · fetched 2026-11-11T14:01:05.691Z

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 · 2026-11-11T00:00:00.002947796Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:01:05.317487+00:00

Share price$8.95
1D+3.6%
AH$8.61$8.72$8.83$8.94$9.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCLB
Sold putSold callAH

Core Laboratories Inc. options

Live interpolated CLB call and put midpoint premiums by absolute delta.Core Laboratories Inc.$0.22$0.98$1.75$2.51$3.27$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICECLB PRICE$0.30$0.37$0.44$0.49$0.66$0.82$0.99$1.15$1.32$1.48$1.65$2.00$2.35$2.70$3.05
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ11.08148.3%27.2%7.63189.3%20.2%
30Δ10.59146.9%22.4%7.97187.6%18.3%
35Δ10.10145.6%17.7%8.31186.0%16.3%
40Δ8.65184.3%14.4%
45Δ8.98182.6%12.5%
50Δ9.32180.9%10.6%
55Δ9.66179.2%8.7%
60Δ10.00177.5%6.7%
65Δ10.43174.1%5.7%
70Δ10.87170.6%4.7%
75Δ11.31167.0%3.8%
80Δ11.75163.5%2.8%

20Δ

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

25Δ

Calls
Pseudo strike
11.08
IV
148.3%
B/E move
27.2%
Puts
Pseudo strike
7.63
IV
189.3%
B/E move
20.2%

30Δ

Calls
Pseudo strike
10.59
IV
146.9%
B/E move
22.4%
Puts
Pseudo strike
7.97
IV
187.6%
B/E move
18.3%

35Δ

Calls
Pseudo strike
10.10
IV
145.6%
B/E move
17.7%
Puts
Pseudo strike
8.31
IV
186.0%
B/E move
16.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.65
IV
184.3%
B/E move
14.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.98
IV
182.6%
B/E move
12.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.32
IV
180.9%
B/E move
10.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.66
IV
179.2%
B/E move
8.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.00
IV
177.5%
B/E move
6.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.43
IV
174.1%
B/E move
5.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.87
IV
170.6%
B/E move
4.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.31
IV
167.0%
B/E move
3.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.75
IV
163.5%
B/E move
2.8%

Options history

IV · four-Friday blend80.30%
Daily EOD
CLB55.2%68.7%82.2%2026-10-19: 66.81%2026-10-20: 62.50%2026-10-21: 69.58%2026-10-22: 61.44%2026-10-23: 57.09%2026-10-26: 69.15%2026-10-27: 64.96%2026-10-28: 74.18%2026-10-29: 62.47%2026-10-30: 80.30%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
66.81%
62.50%
69.58%
61.44%
57.09%
69.15%
64.96%
74.18%
62.47%
80.30%