IntraAlpha
Create free account Start free

California Resources Corp CRC

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-24T04:22:36.469Z

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 · 2026-10-23T23:00:00.002626922Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:22:36.710630+00:00

Share price$54.53
1D+1.8%
AH$53.46$53.91$54.36$54.81$55.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRC
Sold putSold callAH

California Resources Corp options

Live interpolated CRC call and put midpoint premiums by absolute delta.California Resources Corp$0.67$2.53$4.40$6.26$8.12$46.05$50.47$54.89$59.32$63.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRC spot · $54.53CRC PRICE$0.97$1.24$1.43$1.63$1.89$2.22$2.55$2.91$3.27$3.63$4.52$5.53$6.23$0.87$1.10$1.37$1.65$2.03$2.41$2.80$3.33$3.87$4.47$5.35$6.23$7.58
PutsExpensive1.31×
CallsExpensive1.42×
SkewBullish-4.86 pp
Implied moveBearish±$5.35
TiltBearish6.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.6166.6%22.1%49.1649.7%11.5%
25Δ62.1460.2%16.2%50.5746.3%9.3%
30Δ60.2955.4%13.2%51.6045.0%7.9%
35Δ58.4350.5%10.1%52.6043.9%6.6%
40Δ57.0347.8%8.1%53.4343.8%5.7%
45Δ56.0847.1%6.9%54.2543.8%4.9%
50Δ55.1446.5%5.8%55.0843.7%4.1%
55Δ54.3045.3%4.9%55.9443.8%3.5%
60Δ53.4844.0%4.1%56.8143.9%2.9%
65Δ52.6642.6%3.2%57.7244.2%2.4%
70Δ51.5345.7%2.8%58.8545.1%1.9%
75Δ50.3249.8%2.4%59.9846.0%1.4%
80Δ49.3548.4%1.9%61.5547.3%1.0%

20Δ

Calls
Pseudo strike
65.61
IV
66.6%
B/E move
22.1%
Puts
Pseudo strike
49.16
IV
49.7%
B/E move
11.5%

25Δ

Calls
Pseudo strike
62.14
IV
60.2%
B/E move
16.2%
Puts
Pseudo strike
50.57
IV
46.3%
B/E move
9.3%

30Δ

Calls
Pseudo strike
60.29
IV
55.4%
B/E move
13.2%
Puts
Pseudo strike
51.60
IV
45.0%
B/E move
7.9%

35Δ

Calls
Pseudo strike
58.43
IV
50.5%
B/E move
10.1%
Puts
Pseudo strike
52.60
IV
43.9%
B/E move
6.6%

40Δ

Calls
Pseudo strike
57.03
IV
47.8%
B/E move
8.1%
Puts
Pseudo strike
53.43
IV
43.8%
B/E move
5.7%

45Δ

Calls
Pseudo strike
56.08
IV
47.1%
B/E move
6.9%
Puts
Pseudo strike
54.25
IV
43.8%
B/E move
4.9%

50Δ

Calls
Pseudo strike
55.14
IV
46.5%
B/E move
5.8%
Puts
Pseudo strike
55.08
IV
43.7%
B/E move
4.1%

55Δ

Calls
Pseudo strike
54.30
IV
45.3%
B/E move
4.9%
Puts
Pseudo strike
55.94
IV
43.8%
B/E move
3.5%

60Δ

Calls
Pseudo strike
53.48
IV
44.0%
B/E move
4.1%
Puts
Pseudo strike
56.81
IV
43.9%
B/E move
2.9%

65Δ

Calls
Pseudo strike
52.66
IV
42.6%
B/E move
3.2%
Puts
Pseudo strike
57.72
IV
44.2%
B/E move
2.4%

70Δ

Calls
Pseudo strike
51.53
IV
45.7%
B/E move
2.8%
Puts
Pseudo strike
58.85
IV
45.1%
B/E move
1.9%

75Δ

Calls
Pseudo strike
50.32
IV
49.8%
B/E move
2.4%
Puts
Pseudo strike
59.98
IV
46.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
49.35
IV
48.4%
B/E move
1.9%
Puts
Pseudo strike
61.55
IV
47.3%
B/E move
1.0%

Options history

CRC37.9338.2738.612026-10-20: 37.98%2026-10-21: 38.56%2026-10-22: 38.54%Oct 20Oct 22
Table
DateIV
37.98%
38.56%
38.54%