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Compass Therapeutics, Inc. Common Stock CMPX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-11T13:48:49.500Z

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 · 2026-11-11T12:29:06.99297189Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:48:49.063278+00:00

Share price$0.87
1D
Price history unavailable.

Compass Therapeutics, Inc. Common Stock options

Live interpolated CMPX call and put midpoint premiums by absolute delta.Compass Therapeutics, Inc. Common Stock$0.01$0.12$0.23$0.33$0.44$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICECMPX PRICE$0.03$0.03$0.05$0.08$0.12$0.15$0.19$0.23$0.26$0.30$0.33$0.37$0.41
Puts——
CallsExpensive2.01×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.48236.4%72.9%
25Δ1.13152.4%33.0%
30Δ0.97140.4%17.1%
35Δ0.93174.1%16.4%
40Δ0.89207.8%15.6%
45Δ0.85241.5%14.9%
50Δ0.81275.2%14.2%
55Δ0.76308.8%13.5%
60Δ0.72342.5%12.7%
65Δ0.68376.2%12.0%
70Δ0.64409.9%11.3%
75Δ0.59443.6%10.6%
80Δ0.55477.3%9.8%

20Δ

Calls
Pseudo strike
1.48
IV
236.4%
B/E move
72.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
1.13
IV
152.4%
B/E move
33.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
0.97
IV
140.4%
B/E move
17.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
0.93
IV
174.1%
B/E move
16.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
0.89
IV
207.8%
B/E move
15.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
0.85
IV
241.5%
B/E move
14.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
0.81
IV
275.2%
B/E move
14.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
0.76
IV
308.8%
B/E move
13.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
0.72
IV
342.5%
B/E move
12.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
0.68
IV
376.2%
B/E move
12.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
0.64
IV
409.9%
B/E move
11.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
0.59
IV
443.6%
B/E move
10.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
0.55
IV
477.3%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations