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California Resources Corporation CRC

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-11T14:05:11.449Z

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 · 2026-11-11T13:34:09.723764556Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:05:10.674660+00:00

Share price$47.81
1D+0.0%
$47.79$47.80$47.81$47.82$47.835:30 AM6:30 AM9:00 AM1:00 PMCRC
Sold putSold call

California Resources Corporation options

Live interpolated CRC call and put midpoint premiums by absolute delta.California Resources Corporation$0.00$4.52$9.04$13.57$18.09$40.57$44.46$48.35$52.24$56.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CRC spot · $47.81CRC PRICE$0.45$0.69$0.93$1.17$1.41$1.66$1.90$2.04$2.19$2.34$2.48$2.63$0.57$0.72$0.90$1.09$1.27$1.47$1.94$2.42$2.90$3.56$5.16$7.77$16.78
PutsExpensive1.28×
Calls——
Skew——
Implied moveBearish±$3.60
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.0064.8%9.2%
25Δ49.8436.9%5.2%45.0660.9%7.3%
30Δ49.4540.4%4.9%45.6759.3%6.4%
35Δ49.0643.8%4.6%46.2957.6%5.5%
40Δ48.6747.2%4.3%46.9156.0%4.6%
45Δ48.2850.6%3.9%47.5254.5%3.7%
50Δ47.8954.1%3.6%48.1757.8%3.3%
55Δ47.5157.5%3.3%48.8161.1%3.0%
60Δ47.1653.7%2.9%49.4664.4%2.6%
65Δ46.8149.9%2.5%50.2769.7%2.3%
70Δ46.4646.0%2.1%51.9085.2%2.2%
75Δ46.1142.2%1.6%54.52108.5%2.2%
80Δ45.7638.3%1.2%63.33178.0%2.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.00
IV
64.8%
B/E move
9.2%

25Δ

Calls
Pseudo strike
49.84
IV
36.9%
B/E move
5.2%
Puts
Pseudo strike
45.06
IV
60.9%
B/E move
7.3%

30Δ

Calls
Pseudo strike
49.45
IV
40.4%
B/E move
4.9%
Puts
Pseudo strike
45.67
IV
59.3%
B/E move
6.4%

35Δ

Calls
Pseudo strike
49.06
IV
43.8%
B/E move
4.6%
Puts
Pseudo strike
46.29
IV
57.6%
B/E move
5.5%

40Δ

Calls
Pseudo strike
48.67
IV
47.2%
B/E move
4.3%
Puts
Pseudo strike
46.91
IV
56.0%
B/E move
4.6%

45Δ

Calls
Pseudo strike
48.28
IV
50.6%
B/E move
3.9%
Puts
Pseudo strike
47.52
IV
54.5%
B/E move
3.7%

50Δ

Calls
Pseudo strike
47.89
IV
54.1%
B/E move
3.6%
Puts
Pseudo strike
48.17
IV
57.8%
B/E move
3.3%

55Δ

Calls
Pseudo strike
47.51
IV
57.5%
B/E move
3.3%
Puts
Pseudo strike
48.81
IV
61.1%
B/E move
3.0%

60Δ

Calls
Pseudo strike
47.16
IV
53.7%
B/E move
2.9%
Puts
Pseudo strike
49.46
IV
64.4%
B/E move
2.6%

65Δ

Calls
Pseudo strike
46.81
IV
49.9%
B/E move
2.5%
Puts
Pseudo strike
50.27
IV
69.7%
B/E move
2.3%

70Δ

Calls
Pseudo strike
46.46
IV
46.0%
B/E move
2.1%
Puts
Pseudo strike
51.90
IV
85.2%
B/E move
2.2%

75Δ

Calls
Pseudo strike
46.11
IV
42.2%
B/E move
1.6%
Puts
Pseudo strike
54.52
IV
108.5%
B/E move
2.2%

80Δ

Calls
Pseudo strike
45.76
IV
38.3%
B/E move
1.2%
Puts
Pseudo strike
63.33
IV
178.0%
B/E move
2.6%

Options history

IV · four-Friday blend40.90%
Daily EOD
CRC37.5%39.3%41.2%2026-10-19: 37.76%2026-10-20: 37.98%2026-10-21: 38.56%2026-10-22: 38.54%2026-10-23: 40.60%2026-10-26: 39.96%2026-10-27: 40.76%2026-10-28: 40.30%2026-10-29: 39.54%2026-10-30: 40.90%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.76%
37.98%
38.56%
38.54%
40.60%
39.96%
40.76%
40.30%
39.54%
40.90%