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Coursera, Inc. COUR

i

Market dataready · fetched 2026-11-11T05:54:38.985Z

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 · 2026-11-11T00:33:30.101172129Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T05:54:38.491524+00:00

Share price$3.80
1D+0.0%
AH$3.68$3.71$3.75$3.78$3.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOUR
Sold putSold callAH

Coursera, Inc. options

Live interpolated COUR call and put midpoint premiums by absolute delta.Coursera, Inc.$0.02$0.28$0.54$0.80$1.06$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICECOUR PRICE$0.05$0.06$0.07$0.09$0.11$0.13$0.16$0.18$0.21$0.23$0.26$0.28$0.34$0.55$0.77$0.99
PutsCheap0.84×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.5189.2%20.1%3.22102.0%17.5%
25Δ4.3078.5%14.8%3.3199.1%15.9%
30Δ4.0967.8%9.6%3.4096.1%14.2%
35Δ3.4893.2%12.5%
40Δ3.5790.3%10.8%
45Δ3.6687.3%9.1%
50Δ3.7584.4%7.4%
55Δ3.8481.4%5.7%
60Δ3.9378.5%4.0%
65Δ4.0478.7%2.6%
70Δ4.2793.4%2.3%
75Δ4.50108.1%2.0%
80Δ4.72122.8%1.7%

20Δ

Calls
Pseudo strike
4.51
IV
89.2%
B/E move
20.1%
Puts
Pseudo strike
3.22
IV
102.0%
B/E move
17.5%

25Δ

Calls
Pseudo strike
4.30
IV
78.5%
B/E move
14.8%
Puts
Pseudo strike
3.31
IV
99.1%
B/E move
15.9%

30Δ

Calls
Pseudo strike
4.09
IV
67.8%
B/E move
9.6%
Puts
Pseudo strike
3.40
IV
96.1%
B/E move
14.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.48
IV
93.2%
B/E move
12.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.57
IV
90.3%
B/E move
10.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.66
IV
87.3%
B/E move
9.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.75
IV
84.4%
B/E move
7.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.84
IV
81.4%
B/E move
5.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.93
IV
78.5%
B/E move
4.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.04
IV
78.7%
B/E move
2.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.27
IV
93.4%
B/E move
2.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.50
IV
108.1%
B/E move
2.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.72
IV
122.8%
B/E move
1.7%

Options history

IV · four-Friday blend83.09%
Daily EOD
COUR71.0%77.5%84.0%2026-10-19: 74.47%2026-10-20: 71.93%2026-10-21: 73.60%2026-10-22: 76.39%2026-10-23: 76.73%2026-10-26: 77.38%2026-10-27: 74.68%2026-10-28: 77.55%2026-10-29: 83.09%Oct 19Oct 23Oct 29
9 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
74.47%
71.93%
73.60%
76.39%
76.73%
77.38%
74.68%
77.55%
83.09%