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Clarivate Plc CLVT

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Market dataready · fetched 2026-11-11T13:46:55.961Z

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 · 2026-11-11T00:00:00.003563781Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:46:55.353975+00:00

Share price$2.39
1D+3.0%
AH$2.21$2.26$2.31$2.35$2.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCLVT
Sold putSold callAH

Clarivate Plc options

Live interpolated CLVT call and put midpoint premiums by absolute delta.Clarivate Plc$0.00$0.88$1.76$2.63$3.51$1.33$1.82$2.32$2.81$3.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CLVT spot · $2.39CLVT PRICE$0.07$0.07$0.08$0.09$0.10$0.14$0.19$0.25$0.31$0.36$0.42$0.47$0.14$0.19$0.24$0.29$0.34$0.47$0.87$1.27$1.67$2.07$2.47$3.26
Puts——
Calls——
Skew——
Implied moveBearish±$0.67
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.24244.8%80.3%
25Δ3.84210.0%63.7%2.03200.8%21.0%
30Δ3.43175.1%47.1%2.13201.9%18.9%
35Δ3.03140.3%30.5%2.23202.9%16.8%
40Δ2.62105.5%13.9%2.33203.9%14.7%
45Δ2.45103.6%8.4%2.43204.9%12.7%
50Δ2.38116.3%7.8%2.60214.2%10.9%
55Δ2.31128.9%7.2%3.02249.2%10.0%
60Δ2.24141.6%6.6%3.45284.1%9.1%
65Δ2.17154.2%6.1%3.87319.1%8.2%
70Δ2.10166.9%5.5%4.29354.0%7.3%
75Δ2.03179.5%4.9%4.71389.0%6.5%
80Δ5.52428.6%5.4%

20Δ

Calls
Pseudo strike
4.24
IV
244.8%
B/E move
80.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
3.84
IV
210.0%
B/E move
63.7%
Puts
Pseudo strike
2.03
IV
200.8%
B/E move
21.0%

30Δ

Calls
Pseudo strike
3.43
IV
175.1%
B/E move
47.1%
Puts
Pseudo strike
2.13
IV
201.9%
B/E move
18.9%

35Δ

Calls
Pseudo strike
3.03
IV
140.3%
B/E move
30.5%
Puts
Pseudo strike
2.23
IV
202.9%
B/E move
16.8%

40Δ

Calls
Pseudo strike
2.62
IV
105.5%
B/E move
13.9%
Puts
Pseudo strike
2.33
IV
203.9%
B/E move
14.7%

45Δ

Calls
Pseudo strike
2.45
IV
103.6%
B/E move
8.4%
Puts
Pseudo strike
2.43
IV
204.9%
B/E move
12.7%

50Δ

Calls
Pseudo strike
2.38
IV
116.3%
B/E move
7.8%
Puts
Pseudo strike
2.60
IV
214.2%
B/E move
10.9%

55Δ

Calls
Pseudo strike
2.31
IV
128.9%
B/E move
7.2%
Puts
Pseudo strike
3.02
IV
249.2%
B/E move
10.0%

60Δ

Calls
Pseudo strike
2.24
IV
141.6%
B/E move
6.6%
Puts
Pseudo strike
3.45
IV
284.1%
B/E move
9.1%

65Δ

Calls
Pseudo strike
2.17
IV
154.2%
B/E move
6.1%
Puts
Pseudo strike
3.87
IV
319.1%
B/E move
8.2%

70Δ

Calls
Pseudo strike
2.10
IV
166.9%
B/E move
5.5%
Puts
Pseudo strike
4.29
IV
354.0%
B/E move
7.3%

75Δ

Calls
Pseudo strike
2.03
IV
179.5%
B/E move
4.9%
Puts
Pseudo strike
4.71
IV
389.0%
B/E move
6.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.52
IV
428.6%
B/E move
5.4%

Options history

IV · four-Friday blend150.88%
Daily EOD
CLVT97.3%131.7%166.0%2026-10-20: 111.86%2026-10-21: 109.23%2026-10-22: 124.51%2026-10-23: 102.04%2026-10-26: 161.31%2026-10-28: 142.10%2026-10-29: 147.18%2026-10-30: 150.88%Oct 20Oct 23Oct 30
8 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
111.86%
109.23%
124.51%
102.04%
161.31%
142.10%
147.18%
150.88%