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Corvex, Inc. Common Stock MOVE

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Market datapartial · fetched 2026-10-22T16:44:35.315Z

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 · 2026-10-22T16:43:06.515474081Z

FundamentalsAlpha Vantage · unavailable

Share price$7.75
1D-6.2%
$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$1.02$1.62$2.23$2.84$3.44$2.62$5.34$8.07$10.79$13.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MOVE spot · $7.75MOVE PRICE$1.08$1.13$1.22$1.35$1.50$1.65$1.84$2.10$2.35$2.61$1.22$1.36$1.49$1.62$1.75$1.88$2.00$2.13$2.25$2.38$2.50$2.77$3.27
PutsExpensive1.42×
CallsExpensive1.69×
SkewBullish-29.17 pp
Implied moveBearish±$3.35
TiltBearish22.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.35315.9%46.7%
25Δ6.03283.1%39.7%
30Δ6.70250.2%32.8%
35Δ16.84320.8%131.2%7.37217.4%25.9%
40Δ12.39262.3%74.4%7.77200.6%22.3%
45Δ10.60233.0%52.5%8.11187.7%19.6%
50Δ9.50216.3%40.0%8.45174.7%16.8%
55Δ8.74206.1%32.1%8.79161.8%14.1%
60Δ7.98195.9%24.3%9.12148.9%11.3%
65Δ7.32187.6%18.2%9.46135.9%8.6%
70Δ6.82182.5%15.0%9.80123.0%5.8%
75Δ6.32177.4%11.9%10.23113.4%3.8%
80Δ5.82172.2%8.7%10.80108.7%2.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.35
IV
315.9%
B/E move
46.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.03
IV
283.1%
B/E move
39.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.70
IV
250.2%
B/E move
32.8%

35Δ

Calls
Pseudo strike
16.84
IV
320.8%
B/E move
131.2%
Puts
Pseudo strike
7.37
IV
217.4%
B/E move
25.9%

40Δ

Calls
Pseudo strike
12.39
IV
262.3%
B/E move
74.4%
Puts
Pseudo strike
7.77
IV
200.6%
B/E move
22.3%

45Δ

Calls
Pseudo strike
10.60
IV
233.0%
B/E move
52.5%
Puts
Pseudo strike
8.11
IV
187.7%
B/E move
19.6%

50Δ

Calls
Pseudo strike
9.50
IV
216.3%
B/E move
40.0%
Puts
Pseudo strike
8.45
IV
174.7%
B/E move
16.8%

55Δ

Calls
Pseudo strike
8.74
IV
206.1%
B/E move
32.1%
Puts
Pseudo strike
8.79
IV
161.8%
B/E move
14.1%

60Δ

Calls
Pseudo strike
7.98
IV
195.9%
B/E move
24.3%
Puts
Pseudo strike
9.12
IV
148.9%
B/E move
11.3%

65Δ

Calls
Pseudo strike
7.32
IV
187.6%
B/E move
18.2%
Puts
Pseudo strike
9.46
IV
135.9%
B/E move
8.6%

70Δ

Calls
Pseudo strike
6.82
IV
182.5%
B/E move
15.0%
Puts
Pseudo strike
9.80
IV
123.0%
B/E move
5.8%

75Δ

Calls
Pseudo strike
6.32
IV
177.4%
B/E move
11.9%
Puts
Pseudo strike
10.23
IV
113.4%
B/E move
3.8%

80Δ

Calls
Pseudo strike
5.82
IV
172.2%
B/E move
8.7%
Puts
Pseudo strike
10.80
IV
108.7%
B/E move
2.9%

Options history

No recorded observations