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Corsair Gaming, Inc. Common Stock CRSR

TECHNOLOGY · COMPUTER HARDWARE
i

Market dataready · fetched 2026-11-11T15:57:50.798Z

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 · 2026-11-11T15:57:26.486400149Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:57:50.327178+00:00

Share price$13.22
1D+4.4%
$12.33$12.58$12.83$13.07$13.325:30 AM6:30 AM9:00 AM1:00 PMCRSR
Sold putSold call

Corsair Gaming, Inc. Common Stock options

Live interpolated CRSR call and put midpoint premiums by absolute delta.Corsair Gaming, Inc. Common Stock$0.08$0.79$1.49$2.20$2.90$9.10$11.31$13.52$15.73$17.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRSR spot · $13.22CRSR PRICE$0.16$0.21$0.26$0.32$0.40$0.48$0.55$0.63$0.70$0.78$0.85$0.95$1.47$0.19$0.23$0.30$0.41$0.51$0.61$0.72$0.82$0.93$1.03$1.37$1.86$2.70
PutsCheap0.49×
CallsCheap0.35×
SkewBearish+12.62 pp
Implied moveBearish±$1.27
TiltBearish20.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.5966.1%11.6%11.8679.4%11.7%
25Δ14.3466.9%10.0%12.2871.2%8.8%
30Δ14.0967.7%8.5%12.5967.3%7.0%
35Δ13.8967.3%7.5%12.7868.0%6.4%
40Δ13.7166.2%6.7%12.9768.7%5.7%
45Δ13.5465.1%6.0%13.1669.4%5.1%
50Δ13.3664.0%5.3%13.3570.1%4.4%
55Δ13.1962.9%4.5%13.5470.8%3.8%
60Δ13.0161.8%3.8%13.7471.5%3.1%
65Δ12.8460.7%3.0%13.9372.2%2.5%
70Δ12.6659.6%2.3%14.3180.8%2.1%
75Δ12.4759.0%1.5%14.8394.4%1.9%
80Δ11.9267.1%1.2%15.69114.9%1.7%

20Δ

Calls
Pseudo strike
14.59
IV
66.1%
B/E move
11.6%
Puts
Pseudo strike
11.86
IV
79.4%
B/E move
11.7%

25Δ

Calls
Pseudo strike
14.34
IV
66.9%
B/E move
10.0%
Puts
Pseudo strike
12.28
IV
71.2%
B/E move
8.8%

30Δ

Calls
Pseudo strike
14.09
IV
67.7%
B/E move
8.5%
Puts
Pseudo strike
12.59
IV
67.3%
B/E move
7.0%

35Δ

Calls
Pseudo strike
13.89
IV
67.3%
B/E move
7.5%
Puts
Pseudo strike
12.78
IV
68.0%
B/E move
6.4%

40Δ

Calls
Pseudo strike
13.71
IV
66.2%
B/E move
6.7%
Puts
Pseudo strike
12.97
IV
68.7%
B/E move
5.7%

45Δ

Calls
Pseudo strike
13.54
IV
65.1%
B/E move
6.0%
Puts
Pseudo strike
13.16
IV
69.4%
B/E move
5.1%

50Δ

Calls
Pseudo strike
13.36
IV
64.0%
B/E move
5.3%
Puts
Pseudo strike
13.35
IV
70.1%
B/E move
4.4%

55Δ

Calls
Pseudo strike
13.19
IV
62.9%
B/E move
4.5%
Puts
Pseudo strike
13.54
IV
70.8%
B/E move
3.8%

60Δ

Calls
Pseudo strike
13.01
IV
61.8%
B/E move
3.8%
Puts
Pseudo strike
13.74
IV
71.5%
B/E move
3.1%

65Δ

Calls
Pseudo strike
12.84
IV
60.7%
B/E move
3.0%
Puts
Pseudo strike
13.93
IV
72.2%
B/E move
2.5%

70Δ

Calls
Pseudo strike
12.66
IV
59.6%
B/E move
2.3%
Puts
Pseudo strike
14.31
IV
80.8%
B/E move
2.1%

75Δ

Calls
Pseudo strike
12.47
IV
59.0%
B/E move
1.5%
Puts
Pseudo strike
14.83
IV
94.4%
B/E move
1.9%

80Δ

Calls
Pseudo strike
11.92
IV
67.1%
B/E move
1.2%
Puts
Pseudo strike
15.69
IV
114.9%
B/E move
1.7%

Options history

IV · four-Friday blend79.45%
Daily EOD
CRSR71.2%76.3%81.3%2026-10-19: 72.37%2026-10-20: 71.93%2026-10-21: 77.00%2026-10-22: 76.41%2026-10-23: 76.88%2026-10-26: 76.46%2026-10-27: 77.26%2026-10-28: 80.64%2026-10-29: 78.81%2026-10-30: 79.45%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
72.37%
71.93%
77.00%
76.41%
76.88%
76.46%
77.26%
80.64%
78.81%
79.45%