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Compass Diversified CODI

i

Market dataready · fetched 2026-11-11T14:54:02.805Z

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 · 2026-11-11T14:45:52.629864618Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-11T14:54:01.886086+00:00

Share price$11.97
1D-1.3%
$11.96$12.01$12.05$12.10$12.145:30 AM6:30 AM9:00 AM1:00 PMCODI
Sold putSold call

Compass Diversified options

Live interpolated CODI call and put midpoint premiums by absolute delta.Compass Diversified$0.08$0.36$0.63$0.91$1.19$10.44$11.23$12.02$12.81$13.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CODI spot · $11.97CODI PRICE$0.11$0.15$0.20$0.24$0.28$0.32$0.37$0.48$0.60$0.73$0.86$0.98$1.11$0.15$0.18$0.21$0.24$0.27$0.30$0.34$0.45$0.57$0.68$0.80$0.91$1.03
PutsCheap0.80×
CallsCheap0.79×
SkewBullish-3.18 pp
Implied moveBullish±$0.70
TiltBullish2.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.8849.2%8.5%11.0167.6%9.3%
25Δ12.7449.5%7.7%11.1863.3%8.2%
30Δ12.6049.8%6.8%11.3459.0%7.0%
35Δ12.4550.1%6.0%11.5154.7%5.8%
40Δ12.3150.4%5.2%11.6850.4%4.7%
45Δ12.1750.7%4.3%11.8546.1%3.5%
50Δ12.0350.9%3.5%12.0242.4%2.5%
55Δ11.8653.2%3.1%12.1743.9%2.2%
60Δ11.7055.9%2.7%12.3145.3%1.9%
65Δ11.5358.6%2.4%12.4646.8%1.6%
70Δ11.3661.3%2.0%12.6148.2%1.3%
75Δ11.1964.0%1.7%12.7649.7%1.1%
80Δ11.0266.7%1.3%12.9151.1%0.8%

20Δ

Calls
Pseudo strike
12.88
IV
49.2%
B/E move
8.5%
Puts
Pseudo strike
11.01
IV
67.6%
B/E move
9.3%

25Δ

Calls
Pseudo strike
12.74
IV
49.5%
B/E move
7.7%
Puts
Pseudo strike
11.18
IV
63.3%
B/E move
8.2%

30Δ

Calls
Pseudo strike
12.60
IV
49.8%
B/E move
6.8%
Puts
Pseudo strike
11.34
IV
59.0%
B/E move
7.0%

35Δ

Calls
Pseudo strike
12.45
IV
50.1%
B/E move
6.0%
Puts
Pseudo strike
11.51
IV
54.7%
B/E move
5.8%

40Δ

Calls
Pseudo strike
12.31
IV
50.4%
B/E move
5.2%
Puts
Pseudo strike
11.68
IV
50.4%
B/E move
4.7%

45Δ

Calls
Pseudo strike
12.17
IV
50.7%
B/E move
4.3%
Puts
Pseudo strike
11.85
IV
46.1%
B/E move
3.5%

50Δ

Calls
Pseudo strike
12.03
IV
50.9%
B/E move
3.5%
Puts
Pseudo strike
12.02
IV
42.4%
B/E move
2.5%

55Δ

Calls
Pseudo strike
11.86
IV
53.2%
B/E move
3.1%
Puts
Pseudo strike
12.17
IV
43.9%
B/E move
2.2%

60Δ

Calls
Pseudo strike
11.70
IV
55.9%
B/E move
2.7%
Puts
Pseudo strike
12.31
IV
45.3%
B/E move
1.9%

65Δ

Calls
Pseudo strike
11.53
IV
58.6%
B/E move
2.4%
Puts
Pseudo strike
12.46
IV
46.8%
B/E move
1.6%

70Δ

Calls
Pseudo strike
11.36
IV
61.3%
B/E move
2.0%
Puts
Pseudo strike
12.61
IV
48.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
11.19
IV
64.0%
B/E move
1.7%
Puts
Pseudo strike
12.76
IV
49.7%
B/E move
1.1%

80Δ

Calls
Pseudo strike
11.02
IV
66.7%
B/E move
1.3%
Puts
Pseudo strike
12.91
IV
51.1%
B/E move
0.8%

Options history

IV · four-Friday blend77.17%
Daily EOD
CODI49.5%64.4%79.2%2026-10-19: 53.18%2026-10-20: 52.85%2026-10-21: 55.55%2026-10-22: 52.09%2026-10-23: 54.25%2026-10-26: 51.95%2026-10-27: 55.33%2026-10-28: 51.59%2026-10-29: 54.12%2026-10-30: 77.17%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
53.18%
52.85%
55.55%
52.09%
54.25%
51.95%
55.33%
51.59%
54.12%
77.17%