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CorVel Corp. Common Stock CRVL

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Market datapartial · fetched 2026-10-22T10:49:18.064Z

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 · 2026-10-21T23:55:23.252926891Z

FundamentalsAlpha Vantage · unavailable

Share price$81.00
1D-0.4%
AH$79.81$80.25$80.69$81.13$81.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRVL
Sold putSold callAH

CorVel Corp. Common Stock options

Live interpolated CRVL call and put midpoint premiums by absolute delta.CorVel Corp. Common Stock$2.31$4.05$5.79$7.53$9.27$68.97$74.75$80.53$86.31$92.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRVL spot · $81.00CRVL PRICE$2.50$2.50$2.59$2.83$3.07$3.32$3.69$4.41$5.14$5.86$6.59$2.50$2.50$2.51$2.53$2.54$2.85$3.31$3.77$4.23$4.70$5.44$7.11$8.77
PutsExpensive1.60×
CallsExpensive1.30×
SkewBearish+4.09 pp
Implied moveBearish±$6.38
TiltBearish10.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.9487.2%19.2%
25Δ72.5667.5%13.5%
30Δ90.7962.8%15.2%75.6854.0%9.7%
35Δ87.1450.8%10.7%77.5145.8%7.4%
40Δ84.5742.5%7.6%79.3537.6%5.2%
45Δ83.3539.5%6.4%80.6034.1%4.0%
50Δ82.1336.5%5.2%81.5233.3%3.4%
55Δ80.9133.6%4.0%82.4432.4%2.9%
60Δ79.7331.4%3.0%83.3731.5%2.3%
65Δ78.6831.5%2.6%84.2930.7%1.7%
70Δ77.6331.6%2.2%85.4430.6%1.2%
75Δ76.5831.8%1.8%87.3133.3%1.0%
80Δ75.5331.9%1.4%89.1836.0%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.94
IV
87.2%
B/E move
19.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.56
IV
67.5%
B/E move
13.5%

30Δ

Calls
Pseudo strike
90.79
IV
62.8%
B/E move
15.2%
Puts
Pseudo strike
75.68
IV
54.0%
B/E move
9.7%

35Δ

Calls
Pseudo strike
87.14
IV
50.8%
B/E move
10.7%
Puts
Pseudo strike
77.51
IV
45.8%
B/E move
7.4%

40Δ

Calls
Pseudo strike
84.57
IV
42.5%
B/E move
7.6%
Puts
Pseudo strike
79.35
IV
37.6%
B/E move
5.2%

45Δ

Calls
Pseudo strike
83.35
IV
39.5%
B/E move
6.4%
Puts
Pseudo strike
80.60
IV
34.1%
B/E move
4.0%

50Δ

Calls
Pseudo strike
82.13
IV
36.5%
B/E move
5.2%
Puts
Pseudo strike
81.52
IV
33.3%
B/E move
3.4%

55Δ

Calls
Pseudo strike
80.91
IV
33.6%
B/E move
4.0%
Puts
Pseudo strike
82.44
IV
32.4%
B/E move
2.9%

60Δ

Calls
Pseudo strike
79.73
IV
31.4%
B/E move
3.0%
Puts
Pseudo strike
83.37
IV
31.5%
B/E move
2.3%

65Δ

Calls
Pseudo strike
78.68
IV
31.5%
B/E move
2.6%
Puts
Pseudo strike
84.29
IV
30.7%
B/E move
1.7%

70Δ

Calls
Pseudo strike
77.63
IV
31.6%
B/E move
2.2%
Puts
Pseudo strike
85.44
IV
30.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
76.58
IV
31.8%
B/E move
1.8%
Puts
Pseudo strike
87.31
IV
33.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
75.53
IV
31.9%
B/E move
1.4%
Puts
Pseudo strike
89.18
IV
36.0%
B/E move
0.7%

Options history

No recorded observations