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CuriosityStream Inc. Class A Common Stock CURI

i

Market dataready · fetched 2026-11-11T13:59:39.732Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T13:58:14.662268142Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-11T13:59:38.313923+00:00

Share price$2.44
1D+0.0%
$2.43$2.44$2.44$2.44$2.455:30 AM6:30 AM9:00 AM1:00 PMCURI
Sold putSold call

CuriosityStream Inc. Class A Common Stock options

Live interpolated CURI call and put midpoint premiums by absolute delta.CuriosityStream Inc. Class A Common Stock$0.18$0.81$1.45$2.08$2.71$1.75$2.09$2.44$2.78$3.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICELive CURI spot · $2.44CURI PRICE$0.25$0.25$0.25$0.25$0.33$0.70$1.07$1.43$1.80$2.16$2.53
Puts——
Calls——
Skew——
Implied moveBearish±$0.58
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ4.43207.1%91.7%
40Δ3.88173.4%69.4%
45Δ3.34139.7%47.0%
50Δ2.79106.0%24.7%2.5975.7%7.6%
55Δ2.9793.1%7.0%
60Δ3.35110.5%6.4%
65Δ3.73128.0%5.8%
70Δ4.11145.4%5.1%
75Δ4.49162.8%4.5%
80Δ4.87180.2%3.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.43
IV
207.1%
B/E move
91.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
3.88
IV
173.4%
B/E move
69.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
3.34
IV
139.7%
B/E move
47.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
2.79
IV
106.0%
B/E move
24.7%
Puts
Pseudo strike
2.59
IV
75.7%
B/E move
7.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.97
IV
93.1%
B/E move
7.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.35
IV
110.5%
B/E move
6.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.73
IV
128.0%
B/E move
5.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.11
IV
145.4%
B/E move
5.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.49
IV
162.8%
B/E move
4.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.87
IV
180.2%
B/E move
3.9%

Options history

IV · four-Friday blend136.11%
Daily EOD
CURI136.0%136.1%136.2%2026-10-30: 136.11%Oct 30
1 observations2026-10-30 — 2026-10-30
Table
DateIV (%)
136.11%