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Core Laboratories Inc. CLB

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Market datapartial · fetched 2026-10-22T04:39:04.918Z

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 · 2026-10-21T23:00:00.002987223Z

FundamentalsAlpha Vantage · unavailable

Share price$10.13
1D-0.9%
AH$10.07$10.12$10.17$10.21$10.265:30 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.$0.08$2.69$5.29$7.90$10.51$5.48$7.78$10.08$12.38$14.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CLB spot · $10.13CLB PRICE$0.36$0.74$1.07$1.07$1.01$0.94$0.87$0.80$0.92$1.18$1.43$1.69$1.94$0.49$0.53$0.56$0.60$0.63$1.04$1.97$2.90$3.83$4.76$5.96$9.76$8.51
PutsExpensive3.12×
CallsExpensive3.21×
SkewBearish+3.72 pp
Implied moveBearish±$2.85
TiltBearish49.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.57115.9%47.4%7.77136.1%28.2%
25Δ18.76208.8%92.5%8.25120.4%23.7%
30Δ21.48282.1%122.7%8.74104.8%19.2%
35Δ15.54213.5%64.0%9.2389.2%14.8%
40Δ13.98176.6%48.1%9.7273.5%10.3%
45Δ12.82142.9%35.9%10.4073.5%7.7%
50Δ11.66109.2%23.7%11.3394.9%7.6%
55Δ10.4975.5%11.5%12.27116.2%7.5%
60Δ9.8162.0%5.9%13.21137.6%7.4%
65Δ9.4863.1%5.2%14.15159.0%7.3%
70Δ9.1564.3%4.4%15.37182.1%7.1%
75Δ8.8265.5%3.7%19.24221.9%6.4%
80Δ8.4866.7%2.9%18.22185.2%4.1%

20Δ

Calls
Pseudo strike
14.57
IV
115.9%
B/E move
47.4%
Puts
Pseudo strike
7.77
IV
136.1%
B/E move
28.2%

25Δ

Calls
Pseudo strike
18.76
IV
208.8%
B/E move
92.5%
Puts
Pseudo strike
8.25
IV
120.4%
B/E move
23.7%

30Δ

Calls
Pseudo strike
21.48
IV
282.1%
B/E move
122.7%
Puts
Pseudo strike
8.74
IV
104.8%
B/E move
19.2%

35Δ

Calls
Pseudo strike
15.54
IV
213.5%
B/E move
64.0%
Puts
Pseudo strike
9.23
IV
89.2%
B/E move
14.8%

40Δ

Calls
Pseudo strike
13.98
IV
176.6%
B/E move
48.1%
Puts
Pseudo strike
9.72
IV
73.5%
B/E move
10.3%

45Δ

Calls
Pseudo strike
12.82
IV
142.9%
B/E move
35.9%
Puts
Pseudo strike
10.40
IV
73.5%
B/E move
7.7%

50Δ

Calls
Pseudo strike
11.66
IV
109.2%
B/E move
23.7%
Puts
Pseudo strike
11.33
IV
94.9%
B/E move
7.6%

55Δ

Calls
Pseudo strike
10.49
IV
75.5%
B/E move
11.5%
Puts
Pseudo strike
12.27
IV
116.2%
B/E move
7.5%

60Δ

Calls
Pseudo strike
9.81
IV
62.0%
B/E move
5.9%
Puts
Pseudo strike
13.21
IV
137.6%
B/E move
7.4%

65Δ

Calls
Pseudo strike
9.48
IV
63.1%
B/E move
5.2%
Puts
Pseudo strike
14.15
IV
159.0%
B/E move
7.3%

70Δ

Calls
Pseudo strike
9.15
IV
64.3%
B/E move
4.4%
Puts
Pseudo strike
15.37
IV
182.1%
B/E move
7.1%

75Δ

Calls
Pseudo strike
8.82
IV
65.5%
B/E move
3.7%
Puts
Pseudo strike
19.24
IV
221.9%
B/E move
6.4%

80Δ

Calls
Pseudo strike
8.48
IV
66.7%
B/E move
2.9%
Puts
Pseudo strike
18.22
IV
185.2%
B/E move
4.1%

Options history

No recorded observations