Share price$167.81
1D+2.6%
Sold putSold callAH
Commvault Systems, Inc. Common Stock CVLT
i
Market datapartial · fetched 2026-10-23T00:41:24.347Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:00:02.019717587Z
FundamentalsAlpha Vantage · unavailable
Commvault Systems, Inc. Common Stock options
PutsExpensive1.57×
CallsExpensive1.41×
SkewBearish+1.69 pp
Implied moveBearish±$24.81
TiltBearish12.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 197.61 | 61.1% | 19.5% | 145.47 | 69.6% | 15.7% |
| 25Δ | 192.73 | 62.8% | 17.3% | 150.44 | 69.0% | 13.6% |
| 30Δ | 187.99 | 63.6% | 15.1% | 154.95 | 68.7% | 11.8% |
| 35Δ | 183.25 | 63.5% | 13.1% | 159.42 | 65.7% | 9.8% |
| 40Δ | 179.38 | 65.1% | 11.6% | 163.39 | 66.2% | 8.6% |
| 45Δ | 174.62 | 61.4% | 9.4% | 167.34 | 66.8% | 7.5% |
| 50Δ | 170.94 | 62.2% | 8.2% | 171.32 | 66.6% | 6.4% |
| 55Δ | 167.21 | 64.4% | 7.2% | 175.31 | 65.8% | 5.3% |
| 60Δ | 163.33 | 66.6% | 6.3% | 179.54 | 66.0% | 4.5% |
| 65Δ | 159.28 | 67.6% | 5.3% | 183.64 | 64.7% | 3.6% |
| 70Δ | 155.29 | 66.4% | 4.2% | 188.47 | 64.9% | 2.8% |
| 75Δ | 150.89 | 66.7% | 3.4% | 193.29 | 64.0% | 2.1% |
| 80Δ | 145.88 | 67.9% | 2.6% | 198.79 | 63.3% | 1.5% |
20Δ
- Pseudo strike
- 197.61
- IV
- 61.1%
- B/E move
- 19.5%
- Pseudo strike
- 145.47
- IV
- 69.6%
- B/E move
- 15.7%
25Δ
- Pseudo strike
- 192.73
- IV
- 62.8%
- B/E move
- 17.3%
- Pseudo strike
- 150.44
- IV
- 69.0%
- B/E move
- 13.6%
30Δ
- Pseudo strike
- 187.99
- IV
- 63.6%
- B/E move
- 15.1%
- Pseudo strike
- 154.95
- IV
- 68.7%
- B/E move
- 11.8%
35Δ
- Pseudo strike
- 183.25
- IV
- 63.5%
- B/E move
- 13.1%
- Pseudo strike
- 159.42
- IV
- 65.7%
- B/E move
- 9.8%
40Δ
- Pseudo strike
- 179.38
- IV
- 65.1%
- B/E move
- 11.6%
- Pseudo strike
- 163.39
- IV
- 66.2%
- B/E move
- 8.6%
45Δ
- Pseudo strike
- 174.62
- IV
- 61.4%
- B/E move
- 9.4%
- Pseudo strike
- 167.34
- IV
- 66.8%
- B/E move
- 7.5%
50Δ
- Pseudo strike
- 170.94
- IV
- 62.2%
- B/E move
- 8.2%
- Pseudo strike
- 171.32
- IV
- 66.6%
- B/E move
- 6.4%
55Δ
- Pseudo strike
- 167.21
- IV
- 64.4%
- B/E move
- 7.2%
- Pseudo strike
- 175.31
- IV
- 65.8%
- B/E move
- 5.3%
60Δ
- Pseudo strike
- 163.33
- IV
- 66.6%
- B/E move
- 6.3%
- Pseudo strike
- 179.54
- IV
- 66.0%
- B/E move
- 4.5%
65Δ
- Pseudo strike
- 159.28
- IV
- 67.6%
- B/E move
- 5.3%
- Pseudo strike
- 183.64
- IV
- 64.7%
- B/E move
- 3.6%
70Δ
- Pseudo strike
- 155.29
- IV
- 66.4%
- B/E move
- 4.2%
- Pseudo strike
- 188.47
- IV
- 64.9%
- B/E move
- 2.8%
75Δ
- Pseudo strike
- 150.89
- IV
- 66.7%
- B/E move
- 3.4%
- Pseudo strike
- 193.29
- IV
- 64.0%
- B/E move
- 2.1%
80Δ
- Pseudo strike
- 145.88
- IV
- 67.9%
- B/E move
- 2.6%
- Pseudo strike
- 198.79
- IV
- 63.3%
- B/E move
- 1.5%
Options history
Table
| Date | IV |
|---|---|
| 53.61% | |
| 54.19% |