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ClearPoint Neuro, Inc. Common Stock CLPT

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Market dataready · fetched 2026-11-07T02:06:15.173Z

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 · 2026-11-06T21:00:00.776319751Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T02:06:13.321369+00:00

Share price$8.60
1D-4.4%
AH$8.22$8.43$8.64$8.85$9.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCLPT
Sold putSold callAH

ClearPoint Neuro, Inc. Common Stock options

Live interpolated CLPT call and put midpoint premiums by absolute delta.ClearPoint Neuro, Inc. Common Stock$0.21$0.83$1.44$2.05$2.66$5.79$7.48$9.17$10.86$12.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CLPT spot · $8.60CLPT PRICE$0.59$0.72$0.80$0.50$0.71$0.92$1.13$1.33$1.54$1.87$2.32$0.28$0.36$0.43$0.50$0.58$0.65$0.73$0.80$1.07$1.42$1.78$2.13$2.48
PutsCheap0.85×
Calls——
Skew——
Implied moveBalanced±$1.44
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.18122.1%19.8%
25Δ7.52125.7%16.7%
30Δ11.47206.2%40.2%7.75120.0%14.8%
35Δ11.14221.6%37.9%7.99114.2%13.0%
40Δ10.43209.5%30.6%8.22108.4%11.1%
45Δ8.9191.8%9.4%8.46102.6%9.2%
50Δ8.65104.3%8.9%8.6996.8%7.4%
55Δ8.40116.8%8.3%8.9391.0%5.5%
60Δ8.14129.3%7.8%9.2894.1%4.5%
65Δ7.89141.8%7.2%9.68101.0%3.9%
70Δ7.63154.2%6.7%10.09108.0%3.4%
75Δ7.24169.0%5.9%10.49114.9%2.8%
80Δ6.69186.0%4.8%10.89121.8%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.18
IV
122.1%
B/E move
19.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.52
IV
125.7%
B/E move
16.7%

30Δ

Calls
Pseudo strike
11.47
IV
206.2%
B/E move
40.2%
Puts
Pseudo strike
7.75
IV
120.0%
B/E move
14.8%

35Δ

Calls
Pseudo strike
11.14
IV
221.6%
B/E move
37.9%
Puts
Pseudo strike
7.99
IV
114.2%
B/E move
13.0%

40Δ

Calls
Pseudo strike
10.43
IV
209.5%
B/E move
30.6%
Puts
Pseudo strike
8.22
IV
108.4%
B/E move
11.1%

45Δ

Calls
Pseudo strike
8.91
IV
91.8%
B/E move
9.4%
Puts
Pseudo strike
8.46
IV
102.6%
B/E move
9.2%

50Δ

Calls
Pseudo strike
8.65
IV
104.3%
B/E move
8.9%
Puts
Pseudo strike
8.69
IV
96.8%
B/E move
7.4%

55Δ

Calls
Pseudo strike
8.40
IV
116.8%
B/E move
8.3%
Puts
Pseudo strike
8.93
IV
91.0%
B/E move
5.5%

60Δ

Calls
Pseudo strike
8.14
IV
129.3%
B/E move
7.8%
Puts
Pseudo strike
9.28
IV
94.1%
B/E move
4.5%

65Δ

Calls
Pseudo strike
7.89
IV
141.8%
B/E move
7.2%
Puts
Pseudo strike
9.68
IV
101.0%
B/E move
3.9%

70Δ

Calls
Pseudo strike
7.63
IV
154.2%
B/E move
6.7%
Puts
Pseudo strike
10.09
IV
108.0%
B/E move
3.4%

75Δ

Calls
Pseudo strike
7.24
IV
169.0%
B/E move
5.9%
Puts
Pseudo strike
10.49
IV
114.9%
B/E move
2.8%

80Δ

Calls
Pseudo strike
6.69
IV
186.0%
B/E move
4.8%
Puts
Pseudo strike
10.89
IV
121.8%
B/E move
2.2%

Options history

IV · four-Friday blend88.63%
Daily close
CLPT81.5%131.2%180.9%2026-08-11: 92.76%2026-08-12: 99.65%2026-08-13: 102.65%2026-08-17: 109.17%2026-08-18: 98.91%2026-08-21: 95.73%2026-08-24: 94.33%2026-08-25: 94.22%2026-08-26: 90.81%2026-08-27: 89.75%2026-08-28: 93.36%2026-08-31: 94.71%2026-09-01: 93.72%2026-09-03: 94.24%2026-09-04: 88.34%2026-09-16: 174.03%2026-09-18: 91.45%2026-09-21: 89.62%2026-09-22: 103.22%2026-09-23: 96.25%2026-09-24: 94.25%2026-09-25: 95.66%2026-09-28: 104.90%2026-09-29: 98.13%2026-09-30: 90.12%2026-10-01: 93.03%2026-10-16: 92.55%2026-10-19: 97.84%2026-10-20: 90.72%2026-10-21: 89.92%2026-10-22: 98.62%2026-10-23: 102.28%2026-10-26: 102.12%2026-10-27: 99.63%2026-10-28: 99.97%2026-10-29: 90.95%2026-10-30: 88.63%Aug 11Sep 22Oct 30
37 observations2026-08-11 — 2026-10-30
Table
DateIV (%)
92.76%
99.65%
102.65%
109.17%
98.91%
95.73%
94.33%
94.22%
90.81%
89.75%
93.36%
94.71%
93.72%
94.24%
88.34%
174.03%
91.45%
89.62%
103.22%
96.25%
94.25%
95.66%
104.90%
98.13%
90.12%
93.03%
92.55%
97.84%
90.72%
89.92%
98.62%
102.28%
102.12%
99.63%
99.97%
90.95%
88.63%