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Clarivate Plc CLVT

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Market datapartial · fetched 2026-10-22T04:38:09.425Z

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 · 2026-10-21T23:00:00.002432195Z

FundamentalsAlpha Vantage · unavailable

Share price$1.76
1D+0.0%
AH$1.71$1.74$1.77$1.80$1.825:30 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$1.37$2.73$4.10$5.46$0.41$0.93$1.44$1.95$2.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CLVT spot · $1.76CLVT PRICE$0.04$0.05$0.07$0.11$0.14$0.18$0.22$0.26$0.30$0.34$0.38$0.44$0.54$0.15$0.19$0.25$0.34$0.43$0.51$0.93$1.62$2.31$2.99$3.68$4.37$5.06
PutsExpensive2.58×
CallsExpensive1.32×
SkewBearish+127.48 pp
Implied moveBearish±$1.15
TiltBearish76.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.2578.4%29.8%1.31173.8%34.0%
25Δ2.0968.9%21.1%1.42181.7%30.1%
30Δ1.9767.4%16.0%1.54188.5%26.7%
35Δ1.9275.2%15.1%1.68192.8%24.0%
40Δ1.8683.1%14.2%1.81197.1%21.4%
45Δ1.8190.9%13.2%1.94201.4%18.8%
50Δ1.7598.8%12.3%2.40212.7%16.6%
55Δ1.70106.6%11.4%3.12229.6%14.7%
60Δ1.64114.4%10.4%3.84246.5%12.9%
65Δ1.59122.3%9.5%4.56263.4%11.0%
70Δ1.53130.1%8.6%5.28280.3%9.1%
75Δ1.45138.3%7.4%6.00297.1%7.3%
80Δ1.32147.1%5.9%6.72314.0%5.4%

20Δ

Calls
Pseudo strike
2.25
IV
78.4%
B/E move
29.8%
Puts
Pseudo strike
1.31
IV
173.8%
B/E move
34.0%

25Δ

Calls
Pseudo strike
2.09
IV
68.9%
B/E move
21.1%
Puts
Pseudo strike
1.42
IV
181.7%
B/E move
30.1%

30Δ

Calls
Pseudo strike
1.97
IV
67.4%
B/E move
16.0%
Puts
Pseudo strike
1.54
IV
188.5%
B/E move
26.7%

35Δ

Calls
Pseudo strike
1.92
IV
75.2%
B/E move
15.1%
Puts
Pseudo strike
1.68
IV
192.8%
B/E move
24.0%

40Δ

Calls
Pseudo strike
1.86
IV
83.1%
B/E move
14.2%
Puts
Pseudo strike
1.81
IV
197.1%
B/E move
21.4%

45Δ

Calls
Pseudo strike
1.81
IV
90.9%
B/E move
13.2%
Puts
Pseudo strike
1.94
IV
201.4%
B/E move
18.8%

50Δ

Calls
Pseudo strike
1.75
IV
98.8%
B/E move
12.3%
Puts
Pseudo strike
2.40
IV
212.7%
B/E move
16.6%

55Δ

Calls
Pseudo strike
1.70
IV
106.6%
B/E move
11.4%
Puts
Pseudo strike
3.12
IV
229.6%
B/E move
14.7%

60Δ

Calls
Pseudo strike
1.64
IV
114.4%
B/E move
10.4%
Puts
Pseudo strike
3.84
IV
246.5%
B/E move
12.9%

65Δ

Calls
Pseudo strike
1.59
IV
122.3%
B/E move
9.5%
Puts
Pseudo strike
4.56
IV
263.4%
B/E move
11.0%

70Δ

Calls
Pseudo strike
1.53
IV
130.1%
B/E move
8.6%
Puts
Pseudo strike
5.28
IV
280.3%
B/E move
9.1%

75Δ

Calls
Pseudo strike
1.45
IV
138.3%
B/E move
7.4%
Puts
Pseudo strike
6.00
IV
297.1%
B/E move
7.3%

80Δ

Calls
Pseudo strike
1.32
IV
147.1%
B/E move
5.9%
Puts
Pseudo strike
6.72
IV
314.0%
B/E move
5.4%

Options history

No recorded observations