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Compass, Inc. COMP

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Market datapartial · fetched 2026-10-22T04:43:11.228Z

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 · unavailable

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$1.90$2.48$7.12$8.44$9.75$11.07$12.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION 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$1.99$2.32
PutsExpensive1.11×
CallsExpensive1.18×
SkewBullish-2.52 pp
Implied moveBearish±$1.64
TiltBearish11.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.1580.6%27.3%8.3076.1%17.4%
25Δ11.6578.9%22.9%8.6077.0%15.3%
30Δ11.2679.0%19.7%8.8977.9%13.3%
35Δ10.8977.8%16.6%9.1777.9%11.6%
40Δ10.5673.8%13.9%9.4477.5%10.2%
45Δ10.2369.9%11.2%9.7177.0%8.7%
50Δ9.9268.3%9.0%9.9876.5%7.3%
55Δ9.6671.9%8.1%10.2575.3%6.2%
60Δ9.4175.4%7.2%10.5274.1%5.2%
65Δ9.1579.0%6.2%10.7972.8%4.1%
70Δ8.8582.4%5.3%11.0872.0%3.1%
75Δ8.4985.9%4.4%11.4872.5%2.4%
80Δ8.1289.3%3.5%11.8773.0%1.7%

20Δ

Calls
Pseudo strike
12.15
IV
80.6%
B/E move
27.3%
Puts
Pseudo strike
8.30
IV
76.1%
B/E move
17.4%

25Δ

Calls
Pseudo strike
11.65
IV
78.9%
B/E move
22.9%
Puts
Pseudo strike
8.60
IV
77.0%
B/E move
15.3%

30Δ

Calls
Pseudo strike
11.26
IV
79.0%
B/E move
19.7%
Puts
Pseudo strike
8.89
IV
77.9%
B/E move
13.3%

35Δ

Calls
Pseudo strike
10.89
IV
77.8%
B/E move
16.6%
Puts
Pseudo strike
9.17
IV
77.9%
B/E move
11.6%

40Δ

Calls
Pseudo strike
10.56
IV
73.8%
B/E move
13.9%
Puts
Pseudo strike
9.44
IV
77.5%
B/E move
10.2%

45Δ

Calls
Pseudo strike
10.23
IV
69.9%
B/E move
11.2%
Puts
Pseudo strike
9.71
IV
77.0%
B/E move
8.7%

50Δ

Calls
Pseudo strike
9.92
IV
68.3%
B/E move
9.0%
Puts
Pseudo strike
9.98
IV
76.5%
B/E move
7.3%

55Δ

Calls
Pseudo strike
9.66
IV
71.9%
B/E move
8.1%
Puts
Pseudo strike
10.25
IV
75.3%
B/E move
6.2%

60Δ

Calls
Pseudo strike
9.41
IV
75.4%
B/E move
7.2%
Puts
Pseudo strike
10.52
IV
74.1%
B/E move
5.2%

65Δ

Calls
Pseudo strike
9.15
IV
79.0%
B/E move
6.2%
Puts
Pseudo strike
10.79
IV
72.8%
B/E move
4.1%

70Δ

Calls
Pseudo strike
8.85
IV
82.4%
B/E move
5.3%
Puts
Pseudo strike
11.08
IV
72.0%
B/E move
3.1%

75Δ

Calls
Pseudo strike
8.49
IV
85.9%
B/E move
4.4%
Puts
Pseudo strike
11.48
IV
72.5%
B/E move
2.4%

80Δ

Calls
Pseudo strike
8.12
IV
89.3%
B/E move
3.5%
Puts
Pseudo strike
11.87
IV
73.0%
B/E move
1.7%

Options history

No recorded observations