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CorVel Corp. Common Stock CRVL

FINANCIAL SERVICES · INSURANCE BROKERS
i

Market dataready · fetched 2026-11-11T15:59:19.210Z

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 · 2026-11-11T15:52:33.554778495Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:57:37.844817+00:00

Share price$83.34
1D-0.2%
$83.27$83.50$83.73$83.96$84.195:30 AM6:30 AM9:00 AM1:00 PMCRVL
Sold putSold call

CorVel Corp. Common Stock options

Live interpolated CRVL call and put midpoint premiums by absolute delta.CorVel Corp. Common Stock$2.40$3.35$4.30$5.25$6.20$73.49$78.66$83.84$89.02$94.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CRVL spot · $83.34CRVL PRICE$2.50$2.50$2.50$2.54$2.83$3.11$3.40$3.68$3.96$4.25$5.93$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50
Puts——
Calls——
Skew——
Implied moveBullish±$5.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.18150.6%18.8%
25Δ74.99115.2%13.0%
30Δ93.02109.6%14.6%77.6994.6%9.8%
35Δ89.1688.0%10.0%80.1275.9%6.9%
40Δ86.9073.1%7.3%80.9568.1%5.9%
45Δ84.8760.0%4.9%81.7860.3%4.9%
50Δ84.0656.9%4.3%82.6252.4%3.9%
55Δ83.2553.8%3.6%83.4544.6%2.9%
60Δ82.4450.7%3.0%84.2836.7%1.9%
65Δ81.6347.6%2.4%
70Δ80.8244.5%1.7%
75Δ80.0141.5%1.1%
80Δ78.1847.6%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
70.18
IV
150.6%
B/E move
18.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.99
IV
115.2%
B/E move
13.0%

30Δ

Calls
Pseudo strike
93.02
IV
109.6%
B/E move
14.6%
Puts
Pseudo strike
77.69
IV
94.6%
B/E move
9.8%

35Δ

Calls
Pseudo strike
89.16
IV
88.0%
B/E move
10.0%
Puts
Pseudo strike
80.12
IV
75.9%
B/E move
6.9%

40Δ

Calls
Pseudo strike
86.90
IV
73.1%
B/E move
7.3%
Puts
Pseudo strike
80.95
IV
68.1%
B/E move
5.9%

45Δ

Calls
Pseudo strike
84.87
IV
60.0%
B/E move
4.9%
Puts
Pseudo strike
81.78
IV
60.3%
B/E move
4.9%

50Δ

Calls
Pseudo strike
84.06
IV
56.9%
B/E move
4.3%
Puts
Pseudo strike
82.62
IV
52.4%
B/E move
3.9%

55Δ

Calls
Pseudo strike
83.25
IV
53.8%
B/E move
3.6%
Puts
Pseudo strike
83.45
IV
44.6%
B/E move
2.9%

60Δ

Calls
Pseudo strike
82.44
IV
50.7%
B/E move
3.0%
Puts
Pseudo strike
84.28
IV
36.7%
B/E move
1.9%

65Δ

Calls
Pseudo strike
81.63
IV
47.6%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
80.82
IV
44.5%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
80.01
IV
41.5%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
78.18
IV
47.6%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend34.49%
Daily EOD
CRVL30.7%32.7%34.8%2026-10-19: 31.10%2026-10-20: 31.16%2026-10-21: 31.33%2026-10-22: 31.00%2026-10-23: 31.15%2026-10-26: 31.25%2026-10-27: 33.01%2026-10-28: 33.19%2026-10-29: 32.90%2026-10-30: 34.49%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
31.10%
31.16%
31.33%
31.00%
31.15%
31.25%
33.01%
33.19%
32.90%
34.49%