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CS Disco LLC LAW

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-22T15:10:35.354Z

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 · 2026-10-22T15:09:40.534520991Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T15:10:33.930982+00:00

Share price$4.86
1D+0.5%
$4.82$4.85$4.87$4.89$4.915:30 AM6:30 AM9:00 AM1:00 PMLAW
Sold putSold call

CS Disco LLC options

Live interpolated LAW call and put midpoint premiums by absolute delta.CS Disco LLC$0.47$0.55$0.63$0.71$0.79$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELAW PRICE$0.50$0.49$0.48$0.48$0.47$0.53$0.59$0.65$0.71$0.77
PutsExpensive3.39×
CallsExpensive2.58×
SkewBearish+40.44 pp
Implied move——
TiltBearish31.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.12266.0%45.5%
25Δ3.49239.3%39.2%
30Δ3.85212.5%32.8%
35Δ7.39209.1%62.4%4.22185.8%26.5%
40Δ6.67175.5%47.6%4.59159.0%20.2%
45Δ5.96141.9%32.7%4.95132.3%13.8%
50Δ5.24108.3%17.8%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.12
IV
266.0%
B/E move
45.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.49
IV
239.3%
B/E move
39.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.85
IV
212.5%
B/E move
32.8%

35Δ

Calls
Pseudo strike
7.39
IV
209.1%
B/E move
62.4%
Puts
Pseudo strike
4.22
IV
185.8%
B/E move
26.5%

40Δ

Calls
Pseudo strike
6.67
IV
175.5%
B/E move
47.6%
Puts
Pseudo strike
4.59
IV
159.0%
B/E move
20.2%

45Δ

Calls
Pseudo strike
5.96
IV
141.9%
B/E move
32.7%
Puts
Pseudo strike
4.95
IV
132.3%
B/E move
13.8%

50Δ

Calls
Pseudo strike
5.24
IV
108.3%
B/E move
17.8%
Puts
Pseudo strike
IV
B/E move

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

No recorded observations