Share price$52.96
1D-1.7%
Sold putSold callAH
California Resources Corporation CRC
i
Market datapartial · fetched 2026-10-22T21:10:38.972Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:10:00.001761382Z
FundamentalsAlpha Vantage · unavailable
California Resources Corporation options
PutsExpensive1.15×
CallsExpensive1.39×
SkewBullish-7.70 pp
Implied moveBearish±$4.96
TiltBalanced0.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 64.86 | 74.6% | 24.6% | 48.15 | 44.1% | 10.6% |
| 25Δ | 59.95 | 54.7% | 15.3% | 49.26 | 42.8% | 8.9% |
| 30Δ | 57.06 | 43.0% | 9.9% | 50.27 | 41.7% | 7.5% |
| 35Δ | 56.15 | 43.4% | 8.8% | 51.09 | 40.9% | 6.5% |
| 40Δ | 55.24 | 43.8% | 7.6% | 51.91 | 40.2% | 5.5% |
| 45Δ | 54.39 | 43.6% | 6.6% | 52.71 | 39.5% | 4.6% |
| 50Δ | 53.55 | 43.2% | 5.7% | 53.44 | 39.0% | 3.9% |
| 55Δ | 52.72 | 42.8% | 4.8% | 54.17 | 38.5% | 3.2% |
| 60Δ | 51.82 | 43.8% | 4.1% | 54.90 | 38.0% | 2.6% |
| 65Δ | 50.91 | 45.4% | 3.6% | 55.74 | 37.9% | 2.1% |
| 70Δ | 50.00 | 47.0% | 3.0% | 56.59 | 38.0% | 1.6% |
| 75Δ | 48.61 | 48.8% | 2.5% | 57.44 | 38.0% | 1.2% |
| 80Δ | 47.23 | 50.5% | 2.0% | 60.07 | 45.7% | 1.0% |
20Δ
- Pseudo strike
- 64.86
- IV
- 74.6%
- B/E move
- 24.6%
- Pseudo strike
- 48.15
- IV
- 44.1%
- B/E move
- 10.6%
25Δ
- Pseudo strike
- 59.95
- IV
- 54.7%
- B/E move
- 15.3%
- Pseudo strike
- 49.26
- IV
- 42.8%
- B/E move
- 8.9%
30Δ
- Pseudo strike
- 57.06
- IV
- 43.0%
- B/E move
- 9.9%
- Pseudo strike
- 50.27
- IV
- 41.7%
- B/E move
- 7.5%
35Δ
- Pseudo strike
- 56.15
- IV
- 43.4%
- B/E move
- 8.8%
- Pseudo strike
- 51.09
- IV
- 40.9%
- B/E move
- 6.5%
40Δ
- Pseudo strike
- 55.24
- IV
- 43.8%
- B/E move
- 7.6%
- Pseudo strike
- 51.91
- IV
- 40.2%
- B/E move
- 5.5%
45Δ
- Pseudo strike
- 54.39
- IV
- 43.6%
- B/E move
- 6.6%
- Pseudo strike
- 52.71
- IV
- 39.5%
- B/E move
- 4.6%
50Δ
- Pseudo strike
- 53.55
- IV
- 43.2%
- B/E move
- 5.7%
- Pseudo strike
- 53.44
- IV
- 39.0%
- B/E move
- 3.9%
55Δ
- Pseudo strike
- 52.72
- IV
- 42.8%
- B/E move
- 4.8%
- Pseudo strike
- 54.17
- IV
- 38.5%
- B/E move
- 3.2%
60Δ
- Pseudo strike
- 51.82
- IV
- 43.8%
- B/E move
- 4.1%
- Pseudo strike
- 54.90
- IV
- 38.0%
- B/E move
- 2.6%
65Δ
- Pseudo strike
- 50.91
- IV
- 45.4%
- B/E move
- 3.6%
- Pseudo strike
- 55.74
- IV
- 37.9%
- B/E move
- 2.1%
70Δ
- Pseudo strike
- 50.00
- IV
- 47.0%
- B/E move
- 3.0%
- Pseudo strike
- 56.59
- IV
- 38.0%
- B/E move
- 1.6%
75Δ
- Pseudo strike
- 48.61
- IV
- 48.8%
- B/E move
- 2.5%
- Pseudo strike
- 57.44
- IV
- 38.0%
- B/E move
- 1.2%
80Δ
- Pseudo strike
- 47.23
- IV
- 50.5%
- B/E move
- 2.0%
- Pseudo strike
- 60.07
- IV
- 45.7%
- B/E move
- 1.0%
Options history
Table
| Date | IV |
|---|---|
| 37.98% | |
| 38.56% |