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Commerce.com, Inc. Series 1 Common Stock CMRC

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-12T02:46:03.540Z

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 · 2026-11-11T21:00:00.977435526Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:46:03.175865+00:00

Share price$3.66
1D-2.4%
AH$3.59$3.64$3.68$3.72$3.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCMRC
Sold putSold callAH

Commerce.com, Inc. Series 1 Common Stock options

Live interpolated CMRC call and put midpoint premiums by absolute delta.Commerce.com, Inc. Series 1 Common Stock$0.18$0.47$0.75$1.04$1.33$1.58$2.47$3.35$4.24$5.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CMRC spot · $3.66CMRC PRICE$0.21$0.28$0.34$0.40$0.47$0.53$0.59$0.65$0.72$0.78$0.84$0.91$0.97$0.37$0.45$0.52$0.59$0.66$0.74$0.81$0.88$0.95$1.03$1.10$1.17$1.24
PutsExpensive3.24×
CallsExpensive1.77×
SkewBearish+108.14 pp
Implied moveBearish±$1.40
TiltBearish15.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.67232.4%88.2%2.56427.0%40.3%
25Δ6.40226.7%82.5%2.74406.9%37.4%
30Δ6.13221.0%76.8%2.91386.8%34.6%
35Δ5.86215.3%71.0%3.09366.6%31.7%
40Δ5.58209.6%65.3%3.27346.5%28.9%
45Δ5.31203.9%59.5%3.44326.4%26.1%
50Δ5.04198.1%53.8%3.62306.3%23.2%
55Δ4.76192.4%48.1%3.80286.2%20.4%
60Δ4.49186.7%42.3%3.97266.0%17.5%
65Δ4.22181.0%36.6%4.15245.9%14.7%
70Δ3.95175.3%30.8%4.33225.8%11.8%
75Δ3.67169.6%25.1%4.50205.7%9.0%
80Δ3.40163.9%19.4%4.68185.6%6.1%

20Δ

Calls
Pseudo strike
6.67
IV
232.4%
B/E move
88.2%
Puts
Pseudo strike
2.56
IV
427.0%
B/E move
40.3%

25Δ

Calls
Pseudo strike
6.40
IV
226.7%
B/E move
82.5%
Puts
Pseudo strike
2.74
IV
406.9%
B/E move
37.4%

30Δ

Calls
Pseudo strike
6.13
IV
221.0%
B/E move
76.8%
Puts
Pseudo strike
2.91
IV
386.8%
B/E move
34.6%

35Δ

Calls
Pseudo strike
5.86
IV
215.3%
B/E move
71.0%
Puts
Pseudo strike
3.09
IV
366.6%
B/E move
31.7%

40Δ

Calls
Pseudo strike
5.58
IV
209.6%
B/E move
65.3%
Puts
Pseudo strike
3.27
IV
346.5%
B/E move
28.9%

45Δ

Calls
Pseudo strike
5.31
IV
203.9%
B/E move
59.5%
Puts
Pseudo strike
3.44
IV
326.4%
B/E move
26.1%

50Δ

Calls
Pseudo strike
5.04
IV
198.1%
B/E move
53.8%
Puts
Pseudo strike
3.62
IV
306.3%
B/E move
23.2%

55Δ

Calls
Pseudo strike
4.76
IV
192.4%
B/E move
48.1%
Puts
Pseudo strike
3.80
IV
286.2%
B/E move
20.4%

60Δ

Calls
Pseudo strike
4.49
IV
186.7%
B/E move
42.3%
Puts
Pseudo strike
3.97
IV
266.0%
B/E move
17.5%

65Δ

Calls
Pseudo strike
4.22
IV
181.0%
B/E move
36.6%
Puts
Pseudo strike
4.15
IV
245.9%
B/E move
14.7%

70Δ

Calls
Pseudo strike
3.95
IV
175.3%
B/E move
30.8%
Puts
Pseudo strike
4.33
IV
225.8%
B/E move
11.8%

75Δ

Calls
Pseudo strike
3.67
IV
169.6%
B/E move
25.1%
Puts
Pseudo strike
4.50
IV
205.7%
B/E move
9.0%

80Δ

Calls
Pseudo strike
3.40
IV
163.9%
B/E move
19.4%
Puts
Pseudo strike
4.68
IV
185.6%
B/E move
6.1%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations