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Csquare, Inc. CSQR

i

Market dataready · fetched 2026-11-13T16:10:06.816Z

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 · 2026-11-13T16:10:00.402149044Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T16:10:06.017017+00:00

Share price$16.66
1D-3.4%
$16.48$16.69$16.90$17.11$17.325:30 AM6:30 AM9:00 AM1:00 PMCSQR
Sold putSold call

Csquare, Inc. options

Live interpolated CSQR call and put midpoint premiums by absolute delta.Csquare, Inc.$1.29$2.11$2.94$3.76$4.59$13.34$14.99$16.64$18.29$19.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 CSQR spot · $16.66CSQR PRICE$1.38$1.38$1.41$1.46$1.56$1.78$2.01$2.23$2.45$3.30$4.35$1.38$1.38$1.38$1.43$1.50$1.58$1.66$1.73
Puts——
Calls——
Skew——
Implied moveBearish±$3.22
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.15398.2%35.4%
25Δ13.47322.5%27.4%
30Δ26.68406.4%68.4%14.66257.7%20.3%
35Δ21.89314.8%39.7%15.36224.2%16.4%
40Δ19.65259.8%26.4%15.86203.4%13.8%
45Δ18.40223.6%19.2%16.36182.6%11.3%
50Δ17.34196.1%13.5%16.87161.8%8.7%
55Δ16.79191.0%11.5%17.37141.0%6.1%
60Δ16.24185.9%9.5%
65Δ15.68180.8%7.5%
70Δ15.13175.7%5.5%
75Δ14.16208.2%4.8%
80Δ13.07252.2%4.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.15
IV
398.2%
B/E move
35.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.47
IV
322.5%
B/E move
27.4%

30Δ

Calls
Pseudo strike
26.68
IV
406.4%
B/E move
68.4%
Puts
Pseudo strike
14.66
IV
257.7%
B/E move
20.3%

35Δ

Calls
Pseudo strike
21.89
IV
314.8%
B/E move
39.7%
Puts
Pseudo strike
15.36
IV
224.2%
B/E move
16.4%

40Δ

Calls
Pseudo strike
19.65
IV
259.8%
B/E move
26.4%
Puts
Pseudo strike
15.86
IV
203.4%
B/E move
13.8%

45Δ

Calls
Pseudo strike
18.40
IV
223.6%
B/E move
19.2%
Puts
Pseudo strike
16.36
IV
182.6%
B/E move
11.3%

50Δ

Calls
Pseudo strike
17.34
IV
196.1%
B/E move
13.5%
Puts
Pseudo strike
16.87
IV
161.8%
B/E move
8.7%

55Δ

Calls
Pseudo strike
16.79
IV
191.0%
B/E move
11.5%
Puts
Pseudo strike
17.37
IV
141.0%
B/E move
6.1%

60Δ

Calls
Pseudo strike
16.24
IV
185.9%
B/E move
9.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
15.68
IV
180.8%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
15.13
IV
175.7%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
14.16
IV
208.2%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
13.07
IV
252.2%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend103.23%
Daily EOD
CSQR76.4%90.8%105.2%2026-10-19: 78.34%2026-10-20: 85.20%2026-10-21: 82.29%2026-10-22: 83.84%2026-10-23: 82.08%2026-10-26: 90.29%2026-10-27: 93.95%2026-10-28: 86.86%2026-10-29: 87.15%2026-10-30: 103.23%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
78.34%
85.20%
82.29%
83.84%
82.08%
90.29%
93.95%
86.86%
87.15%
103.23%