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Claritev Corporation CTEV

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Market datapartial · fetched 2026-10-22T03:54:28.475Z

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 · 2026-10-21T23:00:00.003248441Z

FundamentalsAlpha Vantage · unavailable

Share price$23.00
1D+1.2%
AH$22.55$22.69$22.82$22.95$23.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCTEV
Sold putSold callAH

Claritev Corporation options

Live interpolated CTEV call and put midpoint premiums by absolute delta.Claritev Corporation$0.72$3.99$7.26$10.54$13.81$12.19$17.84$23.48$29.13$34.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CTEV spot · $23.00CTEV PRICE$1.07$1.31$1.31$1.58$1.85$2.12$2.45$2.81$3.19$3.67$4.15$4.75$5.53$1.18$1.56$1.98$2.52$3.05$3.64$4.24$5.24$6.47$7.70$9.17$11.00$12.87
PutsExpensive1.48×
CallsExpensive1.52×
SkewBearish+9.32 pp
Implied moveBearish±$6.69
TiltBearish32.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.74180.3%81.8%18.00131.9%26.9%
25Δ35.64166.1%60.6%19.21128.9%23.2%
30Δ29.69123.8%34.8%20.37127.2%20.1%
35Δ28.27120.4%29.8%21.43128.0%17.8%
40Δ26.85116.9%24.8%22.50128.9%15.4%
45Δ25.43113.4%19.8%23.56127.2%13.4%
50Δ24.32111.6%16.4%24.62125.6%11.4%
55Δ23.35110.4%13.7%25.99127.4%9.8%
60Δ22.39109.3%11.2%27.53131.3%8.5%
65Δ21.48108.9%9.3%29.06135.1%7.1%
70Δ20.57108.4%7.5%30.83138.1%5.8%
75Δ19.59108.8%5.8%32.97139.6%4.5%
80Δ18.50110.7%4.5%35.13140.9%3.2%

20Δ

Calls
Pseudo strike
40.74
IV
180.3%
B/E move
81.8%
Puts
Pseudo strike
18.00
IV
131.9%
B/E move
26.9%

25Δ

Calls
Pseudo strike
35.64
IV
166.1%
B/E move
60.6%
Puts
Pseudo strike
19.21
IV
128.9%
B/E move
23.2%

30Δ

Calls
Pseudo strike
29.69
IV
123.8%
B/E move
34.8%
Puts
Pseudo strike
20.37
IV
127.2%
B/E move
20.1%

35Δ

Calls
Pseudo strike
28.27
IV
120.4%
B/E move
29.8%
Puts
Pseudo strike
21.43
IV
128.0%
B/E move
17.8%

40Δ

Calls
Pseudo strike
26.85
IV
116.9%
B/E move
24.8%
Puts
Pseudo strike
22.50
IV
128.9%
B/E move
15.4%

45Δ

Calls
Pseudo strike
25.43
IV
113.4%
B/E move
19.8%
Puts
Pseudo strike
23.56
IV
127.2%
B/E move
13.4%

50Δ

Calls
Pseudo strike
24.32
IV
111.6%
B/E move
16.4%
Puts
Pseudo strike
24.62
IV
125.6%
B/E move
11.4%

55Δ

Calls
Pseudo strike
23.35
IV
110.4%
B/E move
13.7%
Puts
Pseudo strike
25.99
IV
127.4%
B/E move
9.8%

60Δ

Calls
Pseudo strike
22.39
IV
109.3%
B/E move
11.2%
Puts
Pseudo strike
27.53
IV
131.3%
B/E move
8.5%

65Δ

Calls
Pseudo strike
21.48
IV
108.9%
B/E move
9.3%
Puts
Pseudo strike
29.06
IV
135.1%
B/E move
7.1%

70Δ

Calls
Pseudo strike
20.57
IV
108.4%
B/E move
7.5%
Puts
Pseudo strike
30.83
IV
138.1%
B/E move
5.8%

75Δ

Calls
Pseudo strike
19.59
IV
108.8%
B/E move
5.8%
Puts
Pseudo strike
32.97
IV
139.6%
B/E move
4.5%

80Δ

Calls
Pseudo strike
18.50
IV
110.7%
B/E move
4.5%
Puts
Pseudo strike
35.13
IV
140.9%
B/E move
3.2%

Options history

No recorded observations