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Corvex, Inc. Common Stock MOVE

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Market datapartial · fetched 2026-10-22T15:47:51.635Z

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 · 2026-10-22T15:40:26.146253652Z

FundamentalsAlpha Vantage · unavailable

Share price$7.67
1D-7.1%
$7.62$7.79$7.97$8.14$8.315:30 AM6:30 AM9:00 AM1:00 PMMOVE
Sold putSold call

Corvex, Inc. Common Stock options

Live interpolated MOVE call and put midpoint premiums by absolute delta.Corvex, Inc. Common Stock$1.05$1.82$2.58$3.34$4.11$2.34$5.32$8.30$11.28$14.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MOVE spot · $7.67MOVE PRICE$1.13$1.29$1.45$1.57$1.69$2.04$2.65$3.27$3.89$1.21$1.34$1.47$1.60$1.73$1.85$1.98$2.10$2.22$2.34$2.47$2.59
PutsExpensive1.36×
CallsExpensive1.95×
SkewBullish-58.38 pp
Implied moveBearish±$3.42
TiltBearish9.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.31315.4%46.6%
25Δ5.96283.2%39.8%
30Δ6.61251.0%33.0%
35Δ7.27218.8%26.2%
40Δ12.42267.2%76.7%7.71199.3%22.0%
45Δ11.08256.3%61.4%8.03186.7%19.4%
50Δ9.83243.9%47.0%8.36174.1%16.8%
55Δ8.91224.8%36.6%8.68161.6%14.2%
60Δ7.99205.7%26.2%9.00149.0%11.6%
65Δ7.13211.9%19.5%9.33136.5%9.0%
70Δ6.33247.4%17.1%9.65123.9%6.3%
75Δ5.53282.9%14.7%9.97111.4%3.7%
80Δ4.72318.5%12.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.31
IV
315.4%
B/E move
46.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.96
IV
283.2%
B/E move
39.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.61
IV
251.0%
B/E move
33.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.27
IV
218.8%
B/E move
26.2%

40Δ

Calls
Pseudo strike
12.42
IV
267.2%
B/E move
76.7%
Puts
Pseudo strike
7.71
IV
199.3%
B/E move
22.0%

45Δ

Calls
Pseudo strike
11.08
IV
256.3%
B/E move
61.4%
Puts
Pseudo strike
8.03
IV
186.7%
B/E move
19.4%

50Δ

Calls
Pseudo strike
9.83
IV
243.9%
B/E move
47.0%
Puts
Pseudo strike
8.36
IV
174.1%
B/E move
16.8%

55Δ

Calls
Pseudo strike
8.91
IV
224.8%
B/E move
36.6%
Puts
Pseudo strike
8.68
IV
161.6%
B/E move
14.2%

60Δ

Calls
Pseudo strike
7.99
IV
205.7%
B/E move
26.2%
Puts
Pseudo strike
9.00
IV
149.0%
B/E move
11.6%

65Δ

Calls
Pseudo strike
7.13
IV
211.9%
B/E move
19.5%
Puts
Pseudo strike
9.33
IV
136.5%
B/E move
9.0%

70Δ

Calls
Pseudo strike
6.33
IV
247.4%
B/E move
17.1%
Puts
Pseudo strike
9.65
IV
123.9%
B/E move
6.3%

75Δ

Calls
Pseudo strike
5.53
IV
282.9%
B/E move
14.7%
Puts
Pseudo strike
9.97
IV
111.4%
B/E move
3.7%

80Δ

Calls
Pseudo strike
4.72
IV
318.5%
B/E move
12.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations