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Core Laboratories Inc. CLB

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Market datapartial · fetched 2026-10-22T19:02:24.078Z

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 · 2026-10-22T19:01:20.066609557Z

FundamentalsAlpha Vantage · unavailable

Share price$9.47
1D-5.4%
$9.08$9.33$9.58$9.83$10.085:30 AM6:30 AM9:00 AM1:00 PMCLB
Sold putSold call

Core Laboratories Inc. options

Live interpolated CLB call and put midpoint premiums by absolute delta.Core Laboratories Inc.$0.05$3.03$6.01$8.99$11.97$6.02$7.76$9.50$11.24$12.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CLB spot · $9.47CLB PRICE$0.38$0.38$0.38$0.39$0.40$0.67$0.96$1.25$1.54$1.83$2.12$2.41$3.01$0.40$0.48$0.56$0.64$0.72$0.80$0.88$0.96$2.25$4.46$6.68$8.89$11.11
PutsExpensive2.20×
CallsExpensive2.70×
SkewBullish-2.16 pp
Implied moveBullish±$1.84
TiltBearish42.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.96151.9%61.9%7.58114.3%24.1%
25Δ12.39110.9%34.8%7.91107.9%21.5%
30Δ11.6293.3%26.7%8.23101.4%19.0%
35Δ10.8475.7%18.6%8.5694.9%16.4%
40Δ10.0758.1%10.5%8.8888.5%13.8%
45Δ9.7067.5%9.4%9.2182.0%11.2%
50Δ9.3779.4%9.0%9.5375.6%8.7%
55Δ9.0491.3%8.6%9.8669.1%6.1%
60Δ8.70103.2%8.2%11.2778.9%4.6%
65Δ8.37115.1%7.8%13.54101.3%4.1%
70Δ8.04127.1%7.3%15.81123.6%3.5%
75Δ7.71139.0%6.9%18.08146.0%3.0%
80Δ7.08167.5%6.6%20.35168.4%2.4%

20Δ

Calls
Pseudo strike
14.96
IV
151.9%
B/E move
61.9%
Puts
Pseudo strike
7.58
IV
114.3%
B/E move
24.1%

25Δ

Calls
Pseudo strike
12.39
IV
110.9%
B/E move
34.8%
Puts
Pseudo strike
7.91
IV
107.9%
B/E move
21.5%

30Δ

Calls
Pseudo strike
11.62
IV
93.3%
B/E move
26.7%
Puts
Pseudo strike
8.23
IV
101.4%
B/E move
19.0%

35Δ

Calls
Pseudo strike
10.84
IV
75.7%
B/E move
18.6%
Puts
Pseudo strike
8.56
IV
94.9%
B/E move
16.4%

40Δ

Calls
Pseudo strike
10.07
IV
58.1%
B/E move
10.5%
Puts
Pseudo strike
8.88
IV
88.5%
B/E move
13.8%

45Δ

Calls
Pseudo strike
9.70
IV
67.5%
B/E move
9.4%
Puts
Pseudo strike
9.21
IV
82.0%
B/E move
11.2%

50Δ

Calls
Pseudo strike
9.37
IV
79.4%
B/E move
9.0%
Puts
Pseudo strike
9.53
IV
75.6%
B/E move
8.7%

55Δ

Calls
Pseudo strike
9.04
IV
91.3%
B/E move
8.6%
Puts
Pseudo strike
9.86
IV
69.1%
B/E move
6.1%

60Δ

Calls
Pseudo strike
8.70
IV
103.2%
B/E move
8.2%
Puts
Pseudo strike
11.27
IV
78.9%
B/E move
4.6%

65Δ

Calls
Pseudo strike
8.37
IV
115.1%
B/E move
7.8%
Puts
Pseudo strike
13.54
IV
101.3%
B/E move
4.1%

70Δ

Calls
Pseudo strike
8.04
IV
127.1%
B/E move
7.3%
Puts
Pseudo strike
15.81
IV
123.6%
B/E move
3.5%

75Δ

Calls
Pseudo strike
7.71
IV
139.0%
B/E move
6.9%
Puts
Pseudo strike
18.08
IV
146.0%
B/E move
3.0%

80Δ

Calls
Pseudo strike
7.08
IV
167.5%
B/E move
6.6%
Puts
Pseudo strike
20.35
IV
168.4%
B/E move
2.4%

Options history

CLB61.9466.0470.152026-10-20: 62.50%2026-10-21: 69.58%Oct 20Oct 21
Table
DateIV
62.50%
69.58%