IntraAlpha
Create free account Start free

Comstock Resources, Inc. CRK

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-12T17:47:10.584Z

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 · 2026-11-12T17:47:08.027442921Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T17:47:10.120745+00:00

Share price$15.40
1D+2.4%
$14.86$15.01$15.15$15.30$15.445:30 AM6:30 AM9:00 AM1:00 PMCRK
Sold putSold call

Comstock Resources, Inc. options

Live interpolated CRK call and put midpoint premiums by absolute delta.Comstock Resources, Inc.$0.09$0.52$0.96$1.39$1.82$12.55$13.89$15.22$16.56$17.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRK spot · $15.40CRK PRICE$0.14$0.18$0.22$0.28$0.34$0.40$0.47$0.53$0.60$0.66$0.79$0.94$1.09$0.15$0.19$0.22$0.27$0.36$0.44$0.53$0.61$0.70$0.78$1.00$1.35$1.69
PutsCheap0.74×
CallsCheap0.59×
SkewBearish+2.58 pp
Implied moveBearish±$1.00
TiltBearish11.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.6354.4%8.9%14.3257.0%8.0%
25Δ16.3953.7%7.6%14.5753.5%6.6%
30Δ16.1553.1%6.3%14.8249.9%5.2%
35Δ15.9452.4%5.3%15.0447.5%4.1%
40Δ15.7951.9%4.7%15.1948.1%3.7%
45Δ15.6451.3%4.2%15.3448.7%3.3%
50Δ15.4850.7%3.6%15.4849.3%2.9%
55Δ15.3350.1%3.0%15.6349.9%2.5%
60Δ15.1849.5%2.5%15.7850.5%2.1%
65Δ15.0348.9%1.9%15.9351.0%1.7%
70Δ14.8548.5%1.6%16.1955.2%1.4%
75Δ14.6648.1%1.3%16.5662.8%1.2%
80Δ14.4747.7%1.0%16.9470.4%1.0%

20Δ

Calls
Pseudo strike
16.63
IV
54.4%
B/E move
8.9%
Puts
Pseudo strike
14.32
IV
57.0%
B/E move
8.0%

25Δ

Calls
Pseudo strike
16.39
IV
53.7%
B/E move
7.6%
Puts
Pseudo strike
14.57
IV
53.5%
B/E move
6.6%

30Δ

Calls
Pseudo strike
16.15
IV
53.1%
B/E move
6.3%
Puts
Pseudo strike
14.82
IV
49.9%
B/E move
5.2%

35Δ

Calls
Pseudo strike
15.94
IV
52.4%
B/E move
5.3%
Puts
Pseudo strike
15.04
IV
47.5%
B/E move
4.1%

40Δ

Calls
Pseudo strike
15.79
IV
51.9%
B/E move
4.7%
Puts
Pseudo strike
15.19
IV
48.1%
B/E move
3.7%

45Δ

Calls
Pseudo strike
15.64
IV
51.3%
B/E move
4.2%
Puts
Pseudo strike
15.34
IV
48.7%
B/E move
3.3%

50Δ

Calls
Pseudo strike
15.48
IV
50.7%
B/E move
3.6%
Puts
Pseudo strike
15.48
IV
49.3%
B/E move
2.9%

55Δ

Calls
Pseudo strike
15.33
IV
50.1%
B/E move
3.0%
Puts
Pseudo strike
15.63
IV
49.9%
B/E move
2.5%

60Δ

Calls
Pseudo strike
15.18
IV
49.5%
B/E move
2.5%
Puts
Pseudo strike
15.78
IV
50.5%
B/E move
2.1%

65Δ

Calls
Pseudo strike
15.03
IV
48.9%
B/E move
1.9%
Puts
Pseudo strike
15.93
IV
51.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
14.85
IV
48.5%
B/E move
1.6%
Puts
Pseudo strike
16.19
IV
55.2%
B/E move
1.4%

75Δ

Calls
Pseudo strike
14.66
IV
48.1%
B/E move
1.3%
Puts
Pseudo strike
16.56
IV
62.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
14.47
IV
47.7%
B/E move
1.0%
Puts
Pseudo strike
16.94
IV
70.4%
B/E move
1.0%

Options history

IV · four-Friday blend58.86%
Daily EOD
CRK51.3%55.3%59.4%2026-10-19: 52.96%2026-10-20: 52.60%2026-10-21: 52.11%2026-10-22: 56.03%2026-10-23: 51.82%2026-10-26: 54.17%2026-10-27: 53.07%2026-10-28: 54.79%2026-10-29: 55.23%2026-10-30: 58.86%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
52.96%
52.60%
52.11%
56.03%
51.82%
54.17%
53.07%
54.79%
55.23%
58.86%