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Compass Diversified CODI

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Market datapartial · fetched 2026-10-22T04:41:57.151Z

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 · 2026-10-21T23:00:00.00371493Z

FundamentalsAlpha Vantage · unavailable

Share price$10.28
1D-1.9%
AH$10.16$10.22$10.29$10.35$10.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCODI
Sold putSold callAH

Compass Diversified options

Live interpolated CODI call and put midpoint premiums by absolute delta.Compass Diversified$0.13$0.54$0.95$1.36$1.76$8.29$9.28$10.27$11.25$12.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CODI spot · $10.28CODI PRICE$0.17$0.22$0.26$0.31$0.41$0.50$0.60$0.69$0.78$0.93$1.09$1.24$1.40$0.23$0.29$0.36$0.42$0.50$0.60$0.71$0.82$0.93$1.05$1.25$1.45$1.65
PutsExpensive1.65×
CallsExpensive1.63×
SkewBearish+0.97 pp
Implied moveBearish±$1.31
TiltBearish8.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.0158.4%18.5%9.0064.0%14.6%
25Δ11.6554.9%15.5%9.2761.4%12.7%
30Δ11.3051.5%12.5%9.5358.9%10.8%
35Δ10.9848.7%9.8%9.7956.4%8.9%
40Δ10.7950.1%8.9%10.0454.3%7.2%
45Δ10.6051.4%8.0%10.2453.8%6.3%
50Δ10.4152.7%7.0%10.4353.4%5.4%
55Δ10.2254.1%6.1%10.6353.0%4.6%
60Δ10.0355.4%5.2%10.8352.6%3.7%
65Δ9.8155.8%4.4%11.0452.2%2.9%
70Δ9.5856.0%3.7%11.2951.8%2.3%
75Δ9.3456.2%3.0%11.5551.4%1.8%
80Δ9.1156.5%2.3%11.8051.0%1.2%

20Δ

Calls
Pseudo strike
12.01
IV
58.4%
B/E move
18.5%
Puts
Pseudo strike
9.00
IV
64.0%
B/E move
14.6%

25Δ

Calls
Pseudo strike
11.65
IV
54.9%
B/E move
15.5%
Puts
Pseudo strike
9.27
IV
61.4%
B/E move
12.7%

30Δ

Calls
Pseudo strike
11.30
IV
51.5%
B/E move
12.5%
Puts
Pseudo strike
9.53
IV
58.9%
B/E move
10.8%

35Δ

Calls
Pseudo strike
10.98
IV
48.7%
B/E move
9.8%
Puts
Pseudo strike
9.79
IV
56.4%
B/E move
8.9%

40Δ

Calls
Pseudo strike
10.79
IV
50.1%
B/E move
8.9%
Puts
Pseudo strike
10.04
IV
54.3%
B/E move
7.2%

45Δ

Calls
Pseudo strike
10.60
IV
51.4%
B/E move
8.0%
Puts
Pseudo strike
10.24
IV
53.8%
B/E move
6.3%

50Δ

Calls
Pseudo strike
10.41
IV
52.7%
B/E move
7.0%
Puts
Pseudo strike
10.43
IV
53.4%
B/E move
5.4%

55Δ

Calls
Pseudo strike
10.22
IV
54.1%
B/E move
6.1%
Puts
Pseudo strike
10.63
IV
53.0%
B/E move
4.6%

60Δ

Calls
Pseudo strike
10.03
IV
55.4%
B/E move
5.2%
Puts
Pseudo strike
10.83
IV
52.6%
B/E move
3.7%

65Δ

Calls
Pseudo strike
9.81
IV
55.8%
B/E move
4.4%
Puts
Pseudo strike
11.04
IV
52.2%
B/E move
2.9%

70Δ

Calls
Pseudo strike
9.58
IV
56.0%
B/E move
3.7%
Puts
Pseudo strike
11.29
IV
51.8%
B/E move
2.3%

75Δ

Calls
Pseudo strike
9.34
IV
56.2%
B/E move
3.0%
Puts
Pseudo strike
11.55
IV
51.4%
B/E move
1.8%

80Δ

Calls
Pseudo strike
9.11
IV
56.5%
B/E move
2.3%
Puts
Pseudo strike
11.80
IV
51.0%
B/E move
1.2%

Options history

No recorded observations