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Calumet, Inc. Common Stock CLMT

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Market dataready · fetched 2026-11-11T05:54:55.399Z

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 · 2026-11-10T23:09:21.064961919Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T05:54:55.025031+00:00

Share price$35.25
1D+5.2%
AH$33.36$33.87$34.38$34.88$35.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCLMT
Sold putSold callAH

Calumet, Inc. Common Stock options

Live interpolated CLMT call and put midpoint premiums by absolute delta.Calumet, Inc. Common Stock$0.23$1.97$3.71$5.45$7.20$25.01$31.96$38.91$45.86$52.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CLMT spot · $35.25CLMT PRICE$0.42$0.55$0.69$0.83$0.97$1.12$1.35$1.57$1.72$1.86$2.06$2.34$2.63$0.50$0.71$0.91$1.09$1.34$1.60$1.89$2.23$2.80$3.33$4.06$5.21$6.69
PutsCheap0.64×
CallsCheap0.58×
SkewBearish+21.81 pp
Implied moveBearish±$3.24
TiltBearish28.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.0371.6%11.9%32.1475.8%10.2%
25Δ38.2770.5%10.1%32.6979.2%9.3%
30Δ37.5969.1%8.6%33.2780.3%8.2%
35Δ36.9767.6%7.2%33.9078.3%6.9%
40Δ36.4265.0%6.1%34.4678.5%6.1%
45Δ35.9063.2%5.0%35.0179.1%5.2%
50Δ35.4664.1%4.4%35.5578.6%4.5%
55Δ35.0265.0%3.8%36.1379.3%3.8%
60Δ34.6361.4%3.1%36.8484.9%3.4%
65Δ34.2457.7%2.4%37.5687.0%2.9%
70Δ33.8455.1%1.8%38.4591.2%2.4%
75Δ33.4254.2%1.4%39.73100.1%2.1%
80Δ33.0053.3%1.1%41.36108.9%1.7%

20Δ

Calls
Pseudo strike
39.03
IV
71.6%
B/E move
11.9%
Puts
Pseudo strike
32.14
IV
75.8%
B/E move
10.2%

25Δ

Calls
Pseudo strike
38.27
IV
70.5%
B/E move
10.1%
Puts
Pseudo strike
32.69
IV
79.2%
B/E move
9.3%

30Δ

Calls
Pseudo strike
37.59
IV
69.1%
B/E move
8.6%
Puts
Pseudo strike
33.27
IV
80.3%
B/E move
8.2%

35Δ

Calls
Pseudo strike
36.97
IV
67.6%
B/E move
7.2%
Puts
Pseudo strike
33.90
IV
78.3%
B/E move
6.9%

40Δ

Calls
Pseudo strike
36.42
IV
65.0%
B/E move
6.1%
Puts
Pseudo strike
34.46
IV
78.5%
B/E move
6.1%

45Δ

Calls
Pseudo strike
35.90
IV
63.2%
B/E move
5.0%
Puts
Pseudo strike
35.01
IV
79.1%
B/E move
5.2%

50Δ

Calls
Pseudo strike
35.46
IV
64.1%
B/E move
4.4%
Puts
Pseudo strike
35.55
IV
78.6%
B/E move
4.5%

55Δ

Calls
Pseudo strike
35.02
IV
65.0%
B/E move
3.8%
Puts
Pseudo strike
36.13
IV
79.3%
B/E move
3.8%

60Δ

Calls
Pseudo strike
34.63
IV
61.4%
B/E move
3.1%
Puts
Pseudo strike
36.84
IV
84.9%
B/E move
3.4%

65Δ

Calls
Pseudo strike
34.24
IV
57.7%
B/E move
2.4%
Puts
Pseudo strike
37.56
IV
87.0%
B/E move
2.9%

70Δ

Calls
Pseudo strike
33.84
IV
55.1%
B/E move
1.8%
Puts
Pseudo strike
38.45
IV
91.2%
B/E move
2.4%

75Δ

Calls
Pseudo strike
33.42
IV
54.2%
B/E move
1.4%
Puts
Pseudo strike
39.73
IV
100.1%
B/E move
2.1%

80Δ

Calls
Pseudo strike
33.00
IV
53.3%
B/E move
1.1%
Puts
Pseudo strike
41.36
IV
108.9%
B/E move
1.7%

Options history

IV · four-Friday blend71.42%
Daily EOD
CLMT66.5%70.1%73.7%2026-10-19: 67.02%2026-10-20: 68.44%2026-10-21: 68.21%2026-10-22: 71.54%2026-10-23: 70.51%2026-10-26: 70.65%2026-10-27: 70.95%2026-10-28: 73.23%2026-10-29: 70.71%2026-10-30: 71.42%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
67.02%
68.44%
68.21%
71.54%
70.51%
70.65%
70.95%
73.23%
70.71%
71.42%