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CS Disco, Inc. LAW

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Market datapartial · fetched 2026-10-22T10:30:12.712Z

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 · 2026-10-21T23:00:00.002861958Z

FundamentalsAlpha Vantage · unavailable

Share price$4.79
1D+3.7%
AH$4.60$4.66$4.72$4.77$4.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLAW
Sold putSold callAH

CS Disco, Inc. options

Live interpolated LAW call and put midpoint premiums by absolute delta.CS Disco, Inc.$0.36$1.00$1.65$2.30$2.94$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELAW PRICE$0.49$0.46$0.43$1.00$1.35$1.70$2.05$2.41$2.76
PutsExpensive2.13×
CallsExpensive2.75×
SkewBullish-42.56 pp
Implied move——
TiltBearish78.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ7.36210.8%63.9%
40Δ6.50166.7%45.3%
45Δ5.64122.7%26.7%
50Δ
55Δ5.40106.8%8.2%
60Δ5.80113.8%7.2%
65Δ6.20120.7%6.2%
70Δ6.60127.6%5.2%
75Δ7.00134.6%4.2%
80Δ7.40141.5%3.2%

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
7.36
IV
210.8%
B/E move
63.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
6.50
IV
166.7%
B/E move
45.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
5.64
IV
122.7%
B/E move
26.7%
Puts
Pseudo strike
IV
B/E move

50Δ

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

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.40
IV
106.8%
B/E move
8.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.80
IV
113.8%
B/E move
7.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.20
IV
120.7%
B/E move
6.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.60
IV
127.6%
B/E move
5.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.00
IV
134.6%
B/E move
4.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.40
IV
141.5%
B/E move
3.2%

Options history

No recorded observations