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CS Disco, Inc. LAW

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-11T14:07:09.197Z

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 · 2026-11-11T00:00:00.003057412Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:05:27.460913+00:00

Share price$5.71
1D+1.6%
AH$5.54$5.58$5.63$5.68$5.725:30 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.$0.29$0.68$1.07$1.46$1.85$3.59$4.46$5.33$6.21$7.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive LAW spot · $5.71LAW PRICE$0.33$0.40$0.46$0.53$0.59$0.66$0.72$0.79$0.85$0.91$0.36$0.37$0.43$0.56$0.69$0.82$0.95$1.08$1.22$1.35$1.48$1.61$1.74
PutsExpensive2.57×
Calls——
Skew——
Implied moveBearish±$1.54
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.95364.1%37.2%
25Δ4.60261.6%25.9%
30Δ7.46231.1%36.5%5.08197.0%18.4%
35Δ7.19221.8%32.9%5.30192.5%16.9%
40Δ6.92212.4%29.3%5.52188.0%15.3%
45Δ6.65203.1%25.8%5.74183.4%13.8%
50Δ6.38193.7%22.2%5.96178.9%12.3%
55Δ6.12184.4%18.6%6.18174.4%10.7%
60Δ5.85175.1%15.0%6.40169.9%9.2%
65Δ5.58165.7%11.5%6.62165.3%7.7%
70Δ5.31156.4%7.9%6.84160.8%6.1%
75Δ5.04147.0%4.3%7.06156.3%4.6%
80Δ7.28151.7%3.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.95
IV
364.1%
B/E move
37.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.60
IV
261.6%
B/E move
25.9%

30Δ

Calls
Pseudo strike
7.46
IV
231.1%
B/E move
36.5%
Puts
Pseudo strike
5.08
IV
197.0%
B/E move
18.4%

35Δ

Calls
Pseudo strike
7.19
IV
221.8%
B/E move
32.9%
Puts
Pseudo strike
5.30
IV
192.5%
B/E move
16.9%

40Δ

Calls
Pseudo strike
6.92
IV
212.4%
B/E move
29.3%
Puts
Pseudo strike
5.52
IV
188.0%
B/E move
15.3%

45Δ

Calls
Pseudo strike
6.65
IV
203.1%
B/E move
25.8%
Puts
Pseudo strike
5.74
IV
183.4%
B/E move
13.8%

50Δ

Calls
Pseudo strike
6.38
IV
193.7%
B/E move
22.2%
Puts
Pseudo strike
5.96
IV
178.9%
B/E move
12.3%

55Δ

Calls
Pseudo strike
6.12
IV
184.4%
B/E move
18.6%
Puts
Pseudo strike
6.18
IV
174.4%
B/E move
10.7%

60Δ

Calls
Pseudo strike
5.85
IV
175.1%
B/E move
15.0%
Puts
Pseudo strike
6.40
IV
169.9%
B/E move
9.2%

65Δ

Calls
Pseudo strike
5.58
IV
165.7%
B/E move
11.5%
Puts
Pseudo strike
6.62
IV
165.3%
B/E move
7.7%

70Δ

Calls
Pseudo strike
5.31
IV
156.4%
B/E move
7.9%
Puts
Pseudo strike
6.84
IV
160.8%
B/E move
6.1%

75Δ

Calls
Pseudo strike
5.04
IV
147.0%
B/E move
4.3%
Puts
Pseudo strike
7.06
IV
156.3%
B/E move
4.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.28
IV
151.7%
B/E move
3.0%

Options history

IV · four-Friday blend98.79%
Daily EOD
LAW86.5%93.1%99.7%2026-10-22: 98.20%2026-10-23: 87.43%2026-10-26: 96.57%2026-10-27: 94.16%2026-10-28: 98.79%Oct 22Oct 26Oct 28
5 observations2026-10-22 — 2026-10-28
Table
DateIV (%)
98.20%
87.43%
96.57%
94.16%
98.79%