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Compass Inc COMP

REAL ESTATE · REAL ESTATE SERVICES
i

Market dataready · fetched 2026-10-22T03:52:41.247Z

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 · 2026-10-21T23:00:00.002133137Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T03:52:27.530581+00:00

Share price$9.72
1D-0.6%
AH$9.62$9.69$9.75$9.82$9.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOMP
Sold putSold callAH

Compass Inc options

Live interpolated COMP call and put midpoint premiums by absolute delta.Compass Inc$0.16$0.74$1.32$1.91$2.49$7.17$8.46$9.75$11.05$12.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COMP spot · $9.72COMP PRICE$0.22$0.29$0.37$0.45$0.51$0.58$0.68$0.84$1.01$1.18$1.39$1.66$1.93$0.27$0.37$0.47$0.58$0.71$0.84$0.97$1.13$1.30$1.47$1.67$2.00$2.32
PutsExpensive1.08×
CallsExpensive1.14×
SkewBullish-2.37 pp
Implied moveBearish±$1.64
TiltBearish11.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.1579.4%27.3%8.3074.8%17.4%
25Δ11.6577.5%22.9%8.6075.7%15.3%
30Δ11.2677.6%19.7%8.8976.7%13.3%
35Δ10.8976.4%16.7%9.1776.7%11.6%
40Δ10.5672.6%13.9%9.4476.2%10.2%
45Δ10.2368.7%11.2%9.7175.7%8.7%
50Δ9.9267.1%9.0%9.9875.3%7.3%
55Δ9.6670.6%8.1%10.2574.1%6.2%
60Δ9.4174.1%7.2%10.5272.9%5.1%
65Δ9.1577.6%6.3%10.7971.7%4.1%
70Δ8.8581.0%5.3%11.0970.8%3.1%
75Δ8.4984.3%4.4%11.4871.4%2.4%
80Δ8.1287.7%3.5%11.8771.9%1.7%

20Δ

Calls
Pseudo strike
12.15
IV
79.4%
B/E move
27.3%
Puts
Pseudo strike
8.30
IV
74.8%
B/E move
17.4%

25Δ

Calls
Pseudo strike
11.65
IV
77.5%
B/E move
22.9%
Puts
Pseudo strike
8.60
IV
75.7%
B/E move
15.3%

30Δ

Calls
Pseudo strike
11.26
IV
77.6%
B/E move
19.7%
Puts
Pseudo strike
8.89
IV
76.7%
B/E move
13.3%

35Δ

Calls
Pseudo strike
10.89
IV
76.4%
B/E move
16.7%
Puts
Pseudo strike
9.17
IV
76.7%
B/E move
11.6%

40Δ

Calls
Pseudo strike
10.56
IV
72.6%
B/E move
13.9%
Puts
Pseudo strike
9.44
IV
76.2%
B/E move
10.2%

45Δ

Calls
Pseudo strike
10.23
IV
68.7%
B/E move
11.2%
Puts
Pseudo strike
9.71
IV
75.7%
B/E move
8.7%

50Δ

Calls
Pseudo strike
9.92
IV
67.1%
B/E move
9.0%
Puts
Pseudo strike
9.98
IV
75.3%
B/E move
7.3%

55Δ

Calls
Pseudo strike
9.66
IV
70.6%
B/E move
8.1%
Puts
Pseudo strike
10.25
IV
74.1%
B/E move
6.2%

60Δ

Calls
Pseudo strike
9.41
IV
74.1%
B/E move
7.2%
Puts
Pseudo strike
10.52
IV
72.9%
B/E move
5.1%

65Δ

Calls
Pseudo strike
9.15
IV
77.6%
B/E move
6.3%
Puts
Pseudo strike
10.79
IV
71.7%
B/E move
4.1%

70Δ

Calls
Pseudo strike
8.85
IV
81.0%
B/E move
5.3%
Puts
Pseudo strike
11.09
IV
70.8%
B/E move
3.1%

75Δ

Calls
Pseudo strike
8.49
IV
84.3%
B/E move
4.4%
Puts
Pseudo strike
11.48
IV
71.4%
B/E move
2.4%

80Δ

Calls
Pseudo strike
8.12
IV
87.7%
B/E move
3.5%
Puts
Pseudo strike
11.87
IV
71.9%
B/E move
1.7%

Options history

No recorded observations