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Claritev Corporation CTEV

i

Market dataready · fetched 2026-11-11T14:04:48.108Z

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 · 2026-11-11T00:00:00.003249244Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:04:47.759412+00:00

Share price$28.67
1D+27.7%
AH$23$25$27$29$305:30 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$0.74$2.26$3.78$5.29$6.81$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICECTEV PRICE$1.07$1.10$1.19$1.31$1.43$0.91$1.21$1.54$1.87$2.20$2.54$2.87$3.24$3.87$4.49$5.12$5.75$6.37
PutsExpensive1.11×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.84252.7%56.7%24.12150.9%19.1%
25Δ37.09189.4%33.2%25.03158.1%16.9%
30Δ34.16159.1%23.3%25.88153.8%15.1%
35Δ32.66143.2%18.5%26.73149.6%13.3%
40Δ31.15127.3%13.7%27.58145.4%11.5%
45Δ28.43141.2%9.7%
50Δ29.27137.0%7.9%
55Δ30.13133.0%6.2%
60Δ31.00130.8%5.4%
65Δ31.87128.6%4.5%
70Δ32.74126.3%3.7%
75Δ33.61124.1%2.8%
80Δ34.48121.9%2.0%

20Δ

Calls
Pseudo strike
43.84
IV
252.7%
B/E move
56.7%
Puts
Pseudo strike
24.12
IV
150.9%
B/E move
19.1%

25Δ

Calls
Pseudo strike
37.09
IV
189.4%
B/E move
33.2%
Puts
Pseudo strike
25.03
IV
158.1%
B/E move
16.9%

30Δ

Calls
Pseudo strike
34.16
IV
159.1%
B/E move
23.3%
Puts
Pseudo strike
25.88
IV
153.8%
B/E move
15.1%

35Δ

Calls
Pseudo strike
32.66
IV
143.2%
B/E move
18.5%
Puts
Pseudo strike
26.73
IV
149.6%
B/E move
13.3%

40Δ

Calls
Pseudo strike
31.15
IV
127.3%
B/E move
13.7%
Puts
Pseudo strike
27.58
IV
145.4%
B/E move
11.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.43
IV
141.2%
B/E move
9.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.27
IV
137.0%
B/E move
7.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.13
IV
133.0%
B/E move
6.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.00
IV
130.8%
B/E move
5.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.87
IV
128.6%
B/E move
4.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.74
IV
126.3%
B/E move
3.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.61
IV
124.1%
B/E move
2.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.48
IV
121.9%
B/E move
2.0%

Options history

IV · four-Friday blend116.34%
Daily EOD
CTEV106.7%112.9%119.1%2026-10-19: 111.09%2026-10-20: 109.33%2026-10-21: 107.58%2026-10-22: 110.93%2026-10-23: 112.35%2026-10-26: 112.97%2026-10-27: 114.23%2026-10-28: 117.02%2026-10-29: 118.25%2026-10-30: 116.34%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
111.09%
109.33%
107.58%
110.93%
112.35%
112.97%
114.23%
117.02%
118.25%
116.34%