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Csquare, Inc. CSQR

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Market datapartial · fetched 2026-10-23T05:12:19.174Z

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 · 2026-10-22T23:00:00.001605926Z

FundamentalsAlpha Vantage · unavailable

Share price$14.90
1D-6.8%
AH$13.93$14.61$15.29$15.97$16.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCSQR
Sold putSold callAH

Csquare, Inc. options

Live interpolated CSQR call and put midpoint premiums by absolute delta.Csquare, Inc.$1.07$2.22$3.37$4.52$5.67$8.41$11.81$15.21$18.62$22.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CSQR spot · $14.90CSQR PRICE$1.30$1.38$1.40$1.55$1.76$1.96$2.22$2.49$2.77$3.04$3.73$1.20$1.67$1.88$1.83$1.79$1.76$2.04$2.31$2.59$2.86$3.14$4.22$5.34
PutsExpensive1.62×
CallsExpensive2.09×
SkewBullish-15.07 pp
Implied moveBearish±$3.80
TiltBearish16.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.22176.9%32.7%
25Δ12.09190.3%30.1%
30Δ24.89218.7%75.8%12.87183.0%26.2%
35Δ21.24184.9%51.8%13.60156.4%21.1%
40Δ18.34148.1%32.5%14.32129.9%15.9%
45Δ16.91134.5%23.9%15.03104.6%11.0%
50Δ16.08130.4%19.7%15.52101.2%9.5%
55Δ15.24126.3%15.5%16.0197.8%8.1%
60Δ14.57122.5%12.7%16.5094.4%6.6%
65Δ13.96118.8%10.4%16.9991.0%5.2%
70Δ13.35115.2%8.2%17.4887.6%3.8%
75Δ12.74111.5%5.9%18.6695.5%3.1%
80Δ11.84119.3%4.5%19.88103.9%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.22
IV
176.9%
B/E move
32.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.09
IV
190.3%
B/E move
30.1%

30Δ

Calls
Pseudo strike
24.89
IV
218.7%
B/E move
75.8%
Puts
Pseudo strike
12.87
IV
183.0%
B/E move
26.2%

35Δ

Calls
Pseudo strike
21.24
IV
184.9%
B/E move
51.8%
Puts
Pseudo strike
13.60
IV
156.4%
B/E move
21.1%

40Δ

Calls
Pseudo strike
18.34
IV
148.1%
B/E move
32.5%
Puts
Pseudo strike
14.32
IV
129.9%
B/E move
15.9%

45Δ

Calls
Pseudo strike
16.91
IV
134.5%
B/E move
23.9%
Puts
Pseudo strike
15.03
IV
104.6%
B/E move
11.0%

50Δ

Calls
Pseudo strike
16.08
IV
130.4%
B/E move
19.7%
Puts
Pseudo strike
15.52
IV
101.2%
B/E move
9.5%

55Δ

Calls
Pseudo strike
15.24
IV
126.3%
B/E move
15.5%
Puts
Pseudo strike
16.01
IV
97.8%
B/E move
8.1%

60Δ

Calls
Pseudo strike
14.57
IV
122.5%
B/E move
12.7%
Puts
Pseudo strike
16.50
IV
94.4%
B/E move
6.6%

65Δ

Calls
Pseudo strike
13.96
IV
118.8%
B/E move
10.4%
Puts
Pseudo strike
16.99
IV
91.0%
B/E move
5.2%

70Δ

Calls
Pseudo strike
13.35
IV
115.2%
B/E move
8.2%
Puts
Pseudo strike
17.48
IV
87.6%
B/E move
3.8%

75Δ

Calls
Pseudo strike
12.74
IV
111.5%
B/E move
5.9%
Puts
Pseudo strike
18.66
IV
95.5%
B/E move
3.1%

80Δ

Calls
Pseudo strike
11.84
IV
119.3%
B/E move
4.5%
Puts
Pseudo strike
19.88
IV
103.9%
B/E move
2.4%

Options history

CSQR82.0583.7485.442026-10-20: 85.20%2026-10-21: 82.29%Oct 20Oct 21
Table
DateIV
85.20%
82.29%