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Commerce.com, Inc. Series 1 Common Stock CMRC

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Market datapartial · fetched 2026-10-22T21:53:19.352Z

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 · 2026-10-22T20:00:00.408365436Z

FundamentalsAlpha Vantage · unavailable

Share price$3.67
1D+0.3%
AH$3.62$3.64$3.66$3.68$3.715:30 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$0.14$0.45$0.76$1.07$1.38$1.50$2.44$3.37$4.30$5.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CMRC spot · $3.67CMRC PRICE$0.17$0.25$0.33$0.41$0.48$0.56$0.64$0.72$0.80$0.88$0.96$1.03$0.40$0.47$0.55$0.62$0.70$0.77$0.84$0.92$0.99$1.07$1.14$1.21$1.29
PutsExpensive1.90×
CallsExpensive1.21×
SkewBearish+57.95 pp
Implied moveBearish±$1.41
TiltBearish20.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.56245.4%41.1%
25Δ4.95122.0%39.6%2.75233.7%38.1%
30Δ4.77121.1%36.8%2.93221.9%35.0%
35Δ4.59120.2%33.9%3.12210.1%32.0%
40Δ4.40119.2%31.1%3.30198.4%29.0%
45Δ4.22118.3%28.2%3.49186.6%26.0%
50Δ4.04117.3%25.4%3.67174.8%22.9%
55Δ3.86116.4%22.6%3.86163.0%19.9%
60Δ3.67115.5%19.7%4.04151.3%16.9%
65Δ3.49114.5%16.9%4.23139.5%13.9%
70Δ3.31113.6%14.0%4.41127.7%10.8%
75Δ3.12112.6%11.2%4.60116.0%7.8%
80Δ2.94111.7%8.4%4.78104.2%4.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.56
IV
245.4%
B/E move
41.1%

25Δ

Calls
Pseudo strike
4.95
IV
122.0%
B/E move
39.6%
Puts
Pseudo strike
2.75
IV
233.7%
B/E move
38.1%

30Δ

Calls
Pseudo strike
4.77
IV
121.1%
B/E move
36.8%
Puts
Pseudo strike
2.93
IV
221.9%
B/E move
35.0%

35Δ

Calls
Pseudo strike
4.59
IV
120.2%
B/E move
33.9%
Puts
Pseudo strike
3.12
IV
210.1%
B/E move
32.0%

40Δ

Calls
Pseudo strike
4.40
IV
119.2%
B/E move
31.1%
Puts
Pseudo strike
3.30
IV
198.4%
B/E move
29.0%

45Δ

Calls
Pseudo strike
4.22
IV
118.3%
B/E move
28.2%
Puts
Pseudo strike
3.49
IV
186.6%
B/E move
26.0%

50Δ

Calls
Pseudo strike
4.04
IV
117.3%
B/E move
25.4%
Puts
Pseudo strike
3.67
IV
174.8%
B/E move
22.9%

55Δ

Calls
Pseudo strike
3.86
IV
116.4%
B/E move
22.6%
Puts
Pseudo strike
3.86
IV
163.0%
B/E move
19.9%

60Δ

Calls
Pseudo strike
3.67
IV
115.5%
B/E move
19.7%
Puts
Pseudo strike
4.04
IV
151.3%
B/E move
16.9%

65Δ

Calls
Pseudo strike
3.49
IV
114.5%
B/E move
16.9%
Puts
Pseudo strike
4.23
IV
139.5%
B/E move
13.9%

70Δ

Calls
Pseudo strike
3.31
IV
113.6%
B/E move
14.0%
Puts
Pseudo strike
4.41
IV
127.7%
B/E move
10.8%

75Δ

Calls
Pseudo strike
3.12
IV
112.6%
B/E move
11.2%
Puts
Pseudo strike
4.60
IV
116.0%
B/E move
7.8%

80Δ

Calls
Pseudo strike
2.94
IV
111.7%
B/E move
8.4%
Puts
Pseudo strike
4.78
IV
104.2%
B/E move
4.8%

Options history

No recorded observations