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Compass, Inc. COMP

REAL ESTATE · REAL ESTATE SERVICES
i

Market dataready · fetched 2026-11-11T13:47:13.839Z

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 · 2026-11-11T11:23:40.471117969Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:47:13.505721+00:00

Share price$10.00
1D
Price history unavailable.

Compass, Inc. options

Live interpolated COMP call and put midpoint premiums by absolute delta.Compass, Inc.$0.07$0.62$1.17$1.72$2.27$7.94$8.93$9.93$10.92$11.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COMP spot · $10.00COMP PRICE$0.13$0.17$0.22$0.26$0.31$0.36$0.40$0.48$0.60$0.71$0.83$0.94$1.06$0.15$0.20$0.26$0.31$0.37$0.42$0.58$0.84$1.09$1.35$1.60$1.86$2.11
PutsCheap0.72×
CallsCheap0.75×
SkewBearish+4.07 pp
Implied moveBearish±$0.99
TiltBearish26.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.2176.5%13.4%9.0877.9%10.7%
25Δ10.9374.9%11.0%9.2477.0%9.6%
30Δ10.7673.5%9.8%9.4176.0%8.5%
35Δ10.5972.1%8.6%9.5875.1%7.3%
40Δ10.4270.7%7.3%9.7574.1%6.2%
45Δ10.2569.2%6.1%9.9273.1%5.0%
50Δ10.0867.8%4.9%10.1673.2%4.3%
55Δ9.9267.9%4.0%10.4674.2%3.8%
60Δ9.7569.4%3.5%10.7675.3%3.4%
65Δ9.5970.9%3.0%11.0676.3%2.9%
70Δ9.4272.4%2.5%11.3677.4%2.5%
75Δ9.2673.9%2.0%11.6678.4%2.0%
80Δ9.0975.4%1.5%11.9679.4%1.6%

20Δ

Calls
Pseudo strike
11.21
IV
76.5%
B/E move
13.4%
Puts
Pseudo strike
9.08
IV
77.9%
B/E move
10.7%

25Δ

Calls
Pseudo strike
10.93
IV
74.9%
B/E move
11.0%
Puts
Pseudo strike
9.24
IV
77.0%
B/E move
9.6%

30Δ

Calls
Pseudo strike
10.76
IV
73.5%
B/E move
9.8%
Puts
Pseudo strike
9.41
IV
76.0%
B/E move
8.5%

35Δ

Calls
Pseudo strike
10.59
IV
72.1%
B/E move
8.6%
Puts
Pseudo strike
9.58
IV
75.1%
B/E move
7.3%

40Δ

Calls
Pseudo strike
10.42
IV
70.7%
B/E move
7.3%
Puts
Pseudo strike
9.75
IV
74.1%
B/E move
6.2%

45Δ

Calls
Pseudo strike
10.25
IV
69.2%
B/E move
6.1%
Puts
Pseudo strike
9.92
IV
73.1%
B/E move
5.0%

50Δ

Calls
Pseudo strike
10.08
IV
67.8%
B/E move
4.9%
Puts
Pseudo strike
10.16
IV
73.2%
B/E move
4.3%

55Δ

Calls
Pseudo strike
9.92
IV
67.9%
B/E move
4.0%
Puts
Pseudo strike
10.46
IV
74.2%
B/E move
3.8%

60Δ

Calls
Pseudo strike
9.75
IV
69.4%
B/E move
3.5%
Puts
Pseudo strike
10.76
IV
75.3%
B/E move
3.4%

65Δ

Calls
Pseudo strike
9.59
IV
70.9%
B/E move
3.0%
Puts
Pseudo strike
11.06
IV
76.3%
B/E move
2.9%

70Δ

Calls
Pseudo strike
9.42
IV
72.4%
B/E move
2.5%
Puts
Pseudo strike
11.36
IV
77.4%
B/E move
2.5%

75Δ

Calls
Pseudo strike
9.26
IV
73.9%
B/E move
2.0%
Puts
Pseudo strike
11.66
IV
78.4%
B/E move
2.0%

80Δ

Calls
Pseudo strike
9.09
IV
75.4%
B/E move
1.5%
Puts
Pseudo strike
11.96
IV
79.4%
B/E move
1.6%

Options history

IV · four-Friday blend75.67%
Daily EOD
COMP64.6%70.5%76.5%2026-10-19: 68.13%2026-10-20: 67.85%2026-10-21: 65.38%2026-10-22: 68.38%2026-10-23: 68.10%2026-10-26: 69.99%2026-10-27: 69.02%2026-10-28: 71.74%2026-10-29: 70.17%2026-10-30: 75.67%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
68.13%
67.85%
65.38%
68.38%
68.10%
69.99%
69.02%
71.74%
70.17%
75.67%