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Comstock Resources, Inc. CRK

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Market datapartial · fetched 2026-10-23T05:12:12.890Z

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 · 2026-10-22T23:00:00.002031588Z

FundamentalsAlpha Vantage · unavailable

Share price$13.97
1D+1.1%
AH$13.02$13.32$13.62$13.91$14.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRK
Sold putSold callAH

Comstock Resources, Inc. options

Live interpolated CRK call and put midpoint premiums by absolute delta.Comstock Resources, Inc.$0.16$0.92$1.67$2.43$3.19$10.94$12.44$13.94$15.44$16.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRK spot · $13.97CRK PRICE$0.24$0.32$0.40$0.48$0.59$0.72$0.84$0.97$1.12$1.27$1.42$1.63$1.85$0.28$0.37$0.47$0.63$0.78$0.94$1.14$1.36$1.58$1.81$2.04$2.27$2.97
PutsFair1.05×
CallsFair0.95×
SkewBearish+4.54 pp
Implied moveBearish±$1.98
TiltBearish16.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.3859.9%19.0%12.3359.2%13.7%
25Δ15.9059.8%16.1%12.6958.6%11.8%
30Δ15.5058.5%13.8%13.0558.3%10.0%
35Δ15.1057.3%11.5%13.3459.9%9.0%
40Δ14.7857.5%10.0%13.6361.6%8.0%
45Δ14.4958.3%8.9%13.9263.2%7.0%
50Δ14.2059.1%7.7%14.2564.4%6.1%
55Δ13.9159.4%6.5%14.5965.3%5.3%
60Δ13.6358.8%5.6%14.9466.3%4.4%
65Δ13.3458.1%4.6%15.2865.1%3.6%
70Δ13.0557.5%3.6%15.6263.5%2.8%
75Δ12.7556.3%2.9%15.9661.8%2.0%
80Δ12.4355.0%2.2%16.7267.4%1.5%

20Δ

Calls
Pseudo strike
16.38
IV
59.9%
B/E move
19.0%
Puts
Pseudo strike
12.33
IV
59.2%
B/E move
13.7%

25Δ

Calls
Pseudo strike
15.90
IV
59.8%
B/E move
16.1%
Puts
Pseudo strike
12.69
IV
58.6%
B/E move
11.8%

30Δ

Calls
Pseudo strike
15.50
IV
58.5%
B/E move
13.8%
Puts
Pseudo strike
13.05
IV
58.3%
B/E move
10.0%

35Δ

Calls
Pseudo strike
15.10
IV
57.3%
B/E move
11.5%
Puts
Pseudo strike
13.34
IV
59.9%
B/E move
9.0%

40Δ

Calls
Pseudo strike
14.78
IV
57.5%
B/E move
10.0%
Puts
Pseudo strike
13.63
IV
61.6%
B/E move
8.0%

45Δ

Calls
Pseudo strike
14.49
IV
58.3%
B/E move
8.9%
Puts
Pseudo strike
13.92
IV
63.2%
B/E move
7.0%

50Δ

Calls
Pseudo strike
14.20
IV
59.1%
B/E move
7.7%
Puts
Pseudo strike
14.25
IV
64.4%
B/E move
6.1%

55Δ

Calls
Pseudo strike
13.91
IV
59.4%
B/E move
6.5%
Puts
Pseudo strike
14.59
IV
65.3%
B/E move
5.3%

60Δ

Calls
Pseudo strike
13.63
IV
58.8%
B/E move
5.6%
Puts
Pseudo strike
14.94
IV
66.3%
B/E move
4.4%

65Δ

Calls
Pseudo strike
13.34
IV
58.1%
B/E move
4.6%
Puts
Pseudo strike
15.28
IV
65.1%
B/E move
3.6%

70Δ

Calls
Pseudo strike
13.05
IV
57.5%
B/E move
3.6%
Puts
Pseudo strike
15.62
IV
63.5%
B/E move
2.8%

75Δ

Calls
Pseudo strike
12.75
IV
56.3%
B/E move
2.9%
Puts
Pseudo strike
15.96
IV
61.8%
B/E move
2.0%

80Δ

Calls
Pseudo strike
12.43
IV
55.0%
B/E move
2.2%
Puts
Pseudo strike
16.72
IV
67.4%
B/E move
1.5%

Options history

CRK52.0652.3652.652026-10-20: 52.60%2026-10-21: 52.11%Oct 20Oct 21
Table
DateIV
52.60%
52.11%