IntraAlpha
Create free account Start free

California Resources Corporation CRC

i

Market datapartial · fetched 2026-10-22T04:39:25.267Z

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 · 2026-10-21T23:00:00.002482045Z

FundamentalsAlpha Vantage · unavailable

Share price$53.54
1D-0.9%
AH$52.99$53.33$53.68$54.02$54.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRC
Sold putSold callAH

California Resources Corporation options

Live interpolated CRC call and put midpoint premiums by absolute delta.California Resources Corporation$0.63$2.05$3.47$4.89$6.31$45.40$49.56$53.71$57.87$62.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRC spot · $53.54CRC PRICE$0.79$1.19$1.09$1.39$1.69$2.00$2.39$2.77$3.17$4.06$4.95$5.49$5.90$1.30$0.96$1.24$1.53$1.82$2.32$2.82$3.32$3.82$4.30$4.79$5.28$5.77
PutsExpensive1.18×
CallsExpensive1.24×
SkewBullish-2.26 pp
Implied moveBearish±$5.21
TiltBearish3.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.7248.2%14.9%46.0571.6%16.4%
25Δ61.1358.1%16.4%50.0939.9%8.2%
30Δ57.3339.8%9.1%50.9139.8%7.2%
35Δ56.5140.5%8.2%51.7239.7%6.2%
40Δ55.7041.2%7.2%52.5439.6%5.3%
45Δ54.8941.8%6.3%53.3540.9%4.7%
50Δ54.0941.9%5.5%54.1542.2%4.1%
55Δ53.2942.0%4.7%54.9643.6%3.6%
60Δ52.4842.1%3.9%55.7842.6%3.0%
65Δ51.3946.3%3.6%56.5941.6%2.3%
70Δ50.3050.5%3.2%57.4140.6%1.7%
75Δ49.4648.8%2.6%58.1438.4%1.3%
80Δ48.7045.0%2.0%58.8536.0%0.9%

20Δ

Calls
Pseudo strike
60.72
IV
48.2%
B/E move
14.9%
Puts
Pseudo strike
46.05
IV
71.6%
B/E move
16.4%

25Δ

Calls
Pseudo strike
61.13
IV
58.1%
B/E move
16.4%
Puts
Pseudo strike
50.09
IV
39.9%
B/E move
8.2%

30Δ

Calls
Pseudo strike
57.33
IV
39.8%
B/E move
9.1%
Puts
Pseudo strike
50.91
IV
39.8%
B/E move
7.2%

35Δ

Calls
Pseudo strike
56.51
IV
40.5%
B/E move
8.2%
Puts
Pseudo strike
51.72
IV
39.7%
B/E move
6.2%

40Δ

Calls
Pseudo strike
55.70
IV
41.2%
B/E move
7.2%
Puts
Pseudo strike
52.54
IV
39.6%
B/E move
5.3%

45Δ

Calls
Pseudo strike
54.89
IV
41.8%
B/E move
6.3%
Puts
Pseudo strike
53.35
IV
40.9%
B/E move
4.7%

50Δ

Calls
Pseudo strike
54.09
IV
41.9%
B/E move
5.5%
Puts
Pseudo strike
54.15
IV
42.2%
B/E move
4.1%

55Δ

Calls
Pseudo strike
53.29
IV
42.0%
B/E move
4.7%
Puts
Pseudo strike
54.96
IV
43.6%
B/E move
3.6%

60Δ

Calls
Pseudo strike
52.48
IV
42.1%
B/E move
3.9%
Puts
Pseudo strike
55.78
IV
42.6%
B/E move
3.0%

65Δ

Calls
Pseudo strike
51.39
IV
46.3%
B/E move
3.6%
Puts
Pseudo strike
56.59
IV
41.6%
B/E move
2.3%

70Δ

Calls
Pseudo strike
50.30
IV
50.5%
B/E move
3.2%
Puts
Pseudo strike
57.41
IV
40.6%
B/E move
1.7%

75Δ

Calls
Pseudo strike
49.46
IV
48.8%
B/E move
2.6%
Puts
Pseudo strike
58.14
IV
38.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
48.70
IV
45.0%
B/E move
2.0%
Puts
Pseudo strike
58.85
IV
36.0%
B/E move
0.9%

Options history

No recorded observations