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CLARIVATE PLC CLVT

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
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Market dataready · fetched 2026-10-22T10:01:53.281Z

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 · 2026-10-22T09:59:38.504607628Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T10:01:51.296303+00:00

Share price$1.88
1D
Price history unavailable.

CLARIVATE PLC options

Live interpolated CLVT call and put midpoint premiums by absolute delta.CLARIVATE PLC$0.00$1.36$2.72$4.09$5.45$0.58$1.06$1.55$2.03$2.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CLVT spot · $1.88CLVT PRICE$0.03$0.04$0.05$0.05$0.09$0.12$0.15$0.18$0.21$0.24$0.27$0.30$0.33$0.18$0.23$0.33$0.43$0.53$0.57$0.60$0.63$0.66$0.69$0.72$5.05
PutsExpensive2.37×
CallsCheap0.65×
SkewBearish+154.34 pp
Implied moveBearish±$0.75
TiltBearish67.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.3367.7%25.9%1.38196.2%36.1%
25Δ2.2259.3%20.0%1.51207.0%32.0%
30Δ2.1050.9%14.1%1.66214.1%29.1%
35Δ1.9944.1%8.9%1.82221.2%26.2%
40Δ1.9545.9%8.2%1.97228.3%23.3%
45Δ1.9147.8%7.5%2.07216.4%20.4%
50Δ1.8649.6%6.8%2.16200.8%17.5%
55Δ1.8251.5%6.1%2.24185.2%14.6%
60Δ1.7753.3%5.4%2.32169.6%11.6%
65Δ1.7355.2%4.7%2.41154.0%8.7%
70Δ1.6957.0%4.0%2.49138.4%5.8%
75Δ1.6458.9%3.3%6.76368.9%8.8%
80Δ1.6060.7%2.6%

20Δ

Calls
Pseudo strike
2.33
IV
67.7%
B/E move
25.9%
Puts
Pseudo strike
1.38
IV
196.2%
B/E move
36.1%

25Δ

Calls
Pseudo strike
2.22
IV
59.3%
B/E move
20.0%
Puts
Pseudo strike
1.51
IV
207.0%
B/E move
32.0%

30Δ

Calls
Pseudo strike
2.10
IV
50.9%
B/E move
14.1%
Puts
Pseudo strike
1.66
IV
214.1%
B/E move
29.1%

35Δ

Calls
Pseudo strike
1.99
IV
44.1%
B/E move
8.9%
Puts
Pseudo strike
1.82
IV
221.2%
B/E move
26.2%

40Δ

Calls
Pseudo strike
1.95
IV
45.9%
B/E move
8.2%
Puts
Pseudo strike
1.97
IV
228.3%
B/E move
23.3%

45Δ

Calls
Pseudo strike
1.91
IV
47.8%
B/E move
7.5%
Puts
Pseudo strike
2.07
IV
216.4%
B/E move
20.4%

50Δ

Calls
Pseudo strike
1.86
IV
49.6%
B/E move
6.8%
Puts
Pseudo strike
2.16
IV
200.8%
B/E move
17.5%

55Δ

Calls
Pseudo strike
1.82
IV
51.5%
B/E move
6.1%
Puts
Pseudo strike
2.24
IV
185.2%
B/E move
14.6%

60Δ

Calls
Pseudo strike
1.77
IV
53.3%
B/E move
5.4%
Puts
Pseudo strike
2.32
IV
169.6%
B/E move
11.6%

65Δ

Calls
Pseudo strike
1.73
IV
55.2%
B/E move
4.7%
Puts
Pseudo strike
2.41
IV
154.0%
B/E move
8.7%

70Δ

Calls
Pseudo strike
1.69
IV
57.0%
B/E move
4.0%
Puts
Pseudo strike
2.49
IV
138.4%
B/E move
5.8%

75Δ

Calls
Pseudo strike
1.64
IV
58.9%
B/E move
3.3%
Puts
Pseudo strike
6.76
IV
368.9%
B/E move
8.8%

80Δ

Calls
Pseudo strike
1.60
IV
60.7%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations