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Commvault Systems, Inc. Common Stock CVLT

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-12T02:37:51.372Z

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 · 2026-11-11T22:06:28.144712894Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:37:50.982774+00:00

Share price$166.00
1D-2.6%
AH$166$168$169$170$1725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCVLT
Sold putSold callAH

Commvault Systems, Inc. Common Stock options

Live interpolated CVLT call and put midpoint premiums by absolute delta.Commvault Systems, Inc. Common Stock$1.10$5.00$8.90$12.81$16.71$147.37$156.76$166.16$175.55$184.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CVLT spot · $166.00CVLT PRICE$1.60$2.17$2.75$3.45$4.15$4.91$5.71$6.53$7.82$9.11$10.80$12.81$15.59$1.52$2.08$2.65$3.22$3.80$4.38$5.13$5.88$6.63$7.62$8.70$9.78$11.16
PutsCheap0.80×
CallsExpensive1.14×
SkewBullish-13.04 pp
Implied moveBullish±$10.85
TiltBullish9.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ179.9957.4%9.4%156.1948.6%6.8%
25Δ177.5057.7%8.2%158.0149.8%6.1%
30Δ175.0158.0%7.1%159.8451.0%5.3%
35Δ172.9258.2%6.2%161.5949.9%4.6%
40Δ170.8258.4%5.4%163.3348.6%3.9%
45Δ168.8358.2%4.7%165.0747.3%3.2%
50Δ166.8957.6%4.0%166.5746.5%2.8%
55Δ164.9657.0%3.3%168.0645.6%2.3%
60Δ162.9458.3%2.9%169.5644.8%1.8%
65Δ160.9159.6%2.4%171.1344.1%1.5%
70Δ158.5761.5%2.0%172.7243.4%1.2%
75Δ155.9663.9%1.7%174.3142.7%0.9%
80Δ152.6367.7%1.3%176.1241.7%0.6%

20Δ

Calls
Pseudo strike
179.99
IV
57.4%
B/E move
9.4%
Puts
Pseudo strike
156.19
IV
48.6%
B/E move
6.8%

25Δ

Calls
Pseudo strike
177.50
IV
57.7%
B/E move
8.2%
Puts
Pseudo strike
158.01
IV
49.8%
B/E move
6.1%

30Δ

Calls
Pseudo strike
175.01
IV
58.0%
B/E move
7.1%
Puts
Pseudo strike
159.84
IV
51.0%
B/E move
5.3%

35Δ

Calls
Pseudo strike
172.92
IV
58.2%
B/E move
6.2%
Puts
Pseudo strike
161.59
IV
49.9%
B/E move
4.6%

40Δ

Calls
Pseudo strike
170.82
IV
58.4%
B/E move
5.4%
Puts
Pseudo strike
163.33
IV
48.6%
B/E move
3.9%

45Δ

Calls
Pseudo strike
168.83
IV
58.2%
B/E move
4.7%
Puts
Pseudo strike
165.07
IV
47.3%
B/E move
3.2%

50Δ

Calls
Pseudo strike
166.89
IV
57.6%
B/E move
4.0%
Puts
Pseudo strike
166.57
IV
46.5%
B/E move
2.8%

55Δ

Calls
Pseudo strike
164.96
IV
57.0%
B/E move
3.3%
Puts
Pseudo strike
168.06
IV
45.6%
B/E move
2.3%

60Δ

Calls
Pseudo strike
162.94
IV
58.3%
B/E move
2.9%
Puts
Pseudo strike
169.56
IV
44.8%
B/E move
1.8%

65Δ

Calls
Pseudo strike
160.91
IV
59.6%
B/E move
2.4%
Puts
Pseudo strike
171.13
IV
44.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
158.57
IV
61.5%
B/E move
2.0%
Puts
Pseudo strike
172.72
IV
43.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
155.96
IV
63.9%
B/E move
1.7%
Puts
Pseudo strike
174.31
IV
42.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
152.63
IV
67.7%
B/E move
1.3%
Puts
Pseudo strike
176.12
IV
41.7%
B/E move
0.6%

Options history

IV · four-Friday blend47.93%
Daily EOD
CVLT44.3%53.4%62.5%2026-10-19: 54.53%2026-10-20: 53.61%2026-10-21: 54.19%2026-10-22: 56.43%2026-10-23: 56.09%2026-10-26: 61.28%2026-10-27: 47.64%2026-10-28: 46.04%2026-10-29: 45.56%2026-10-30: 47.93%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
54.53%
53.61%
54.19%
56.43%
56.09%
61.28%
47.64%
46.04%
45.56%
47.93%