Share price$13.97
1D+1.1%
Sold putSold callAH
Comstock Resources Inc CRK
ENERGY · OIL & GAS E&Pi
Market dataready · fetched 2026-10-23T06:08:09.275Z
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 · 2026-10-22T23:00:00.002031588Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:08:08.835384+00:00
Comstock Resources Inc options
PutsFair1.05×
CallsFair0.96×
SkewBearish+4.54 pp
Implied moveBearish±$1.98
TiltBearish16.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.38 | 59.9% | 19.0% | 12.33 | 59.2% | 13.7% |
| 25Δ | 15.90 | 59.8% | 16.1% | 12.69 | 58.6% | 11.8% |
| 30Δ | 15.50 | 58.5% | 13.8% | 13.05 | 58.3% | 10.0% |
| 35Δ | 15.10 | 57.3% | 11.5% | 13.34 | 59.9% | 9.0% |
| 40Δ | 14.78 | 57.5% | 10.0% | 13.63 | 61.6% | 8.0% |
| 45Δ | 14.49 | 58.3% | 8.9% | 13.92 | 63.2% | 7.0% |
| 50Δ | 14.20 | 59.1% | 7.7% | 14.25 | 64.4% | 6.1% |
| 55Δ | 13.91 | 59.4% | 6.5% | 14.59 | 65.3% | 5.3% |
| 60Δ | 13.63 | 58.8% | 5.6% | 14.94 | 66.3% | 4.4% |
| 65Δ | 13.34 | 58.1% | 4.6% | 15.28 | 65.1% | 3.6% |
| 70Δ | 13.05 | 57.5% | 3.6% | 15.62 | 63.5% | 2.8% |
| 75Δ | 12.75 | 56.3% | 2.9% | 15.96 | 61.8% | 2.0% |
| 80Δ | 12.43 | 55.0% | 2.2% | 16.72 | 67.4% | 1.5% |
20Δ
- Pseudo strike
- 16.38
- IV
- 59.9%
- B/E move
- 19.0%
- Pseudo strike
- 12.33
- IV
- 59.2%
- B/E move
- 13.7%
25Δ
- Pseudo strike
- 15.90
- IV
- 59.8%
- B/E move
- 16.1%
- Pseudo strike
- 12.69
- IV
- 58.6%
- B/E move
- 11.8%
30Δ
- Pseudo strike
- 15.50
- IV
- 58.5%
- B/E move
- 13.8%
- Pseudo strike
- 13.05
- IV
- 58.3%
- B/E move
- 10.0%
35Δ
- Pseudo strike
- 15.10
- IV
- 57.3%
- B/E move
- 11.5%
- Pseudo strike
- 13.34
- IV
- 59.9%
- B/E move
- 9.0%
40Δ
- Pseudo strike
- 14.78
- IV
- 57.5%
- B/E move
- 10.0%
- Pseudo strike
- 13.63
- IV
- 61.6%
- B/E move
- 8.0%
45Δ
- Pseudo strike
- 14.49
- IV
- 58.3%
- B/E move
- 8.9%
- Pseudo strike
- 13.92
- IV
- 63.2%
- B/E move
- 7.0%
50Δ
- Pseudo strike
- 14.20
- IV
- 59.1%
- B/E move
- 7.7%
- Pseudo strike
- 14.25
- IV
- 64.4%
- B/E move
- 6.1%
55Δ
- Pseudo strike
- 13.91
- IV
- 59.4%
- B/E move
- 6.5%
- Pseudo strike
- 14.59
- IV
- 65.3%
- B/E move
- 5.3%
60Δ
- Pseudo strike
- 13.63
- IV
- 58.8%
- B/E move
- 5.6%
- Pseudo strike
- 14.94
- IV
- 66.3%
- B/E move
- 4.4%
65Δ
- Pseudo strike
- 13.34
- IV
- 58.1%
- B/E move
- 4.6%
- Pseudo strike
- 15.28
- IV
- 65.1%
- B/E move
- 3.6%
70Δ
- Pseudo strike
- 13.05
- IV
- 57.5%
- B/E move
- 3.6%
- Pseudo strike
- 15.62
- IV
- 63.5%
- B/E move
- 2.8%
75Δ
- Pseudo strike
- 12.75
- IV
- 56.3%
- B/E move
- 2.9%
- Pseudo strike
- 15.96
- IV
- 61.8%
- B/E move
- 2.0%
80Δ
- Pseudo strike
- 12.43
- IV
- 55.0%
- B/E move
- 2.2%
- Pseudo strike
- 16.72
- IV
- 67.4%
- B/E move
- 1.5%
Options history
Table
| Date | IV |
|---|---|
| 52.60% | |
| 52.11% |