IntraAlpha
Create free account Start free

Churchill Capital Corp XI Class A Ordinary Shares CCXI

i

Market datapartial · fetched 2026-11-04T00:46:05.411Z

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 · 2026-11-04T00:42:55.625442394Z

FundamentalsAlpha Vantage · unavailable

Share price$11.35
1D+17.7%
AH$9.35$9.90$10.45$10.99$11.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCCXI
Sold putSold callAH

Churchill Capital Corp XI Class A Ordinary Shares options

Live interpolated CCXI call and put midpoint premiums by absolute delta.Churchill Capital Corp XI Class A Ordinary Shares$0.11$5.32$10.54$15.76$20.98$7.42$9.24$11.06$12.88$14.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CCXI spot · $11.35CCXI PRICE$0.74$0.83$0.86$1.01$1.14$1.29$1.45$1.61$1.76$1.90$2.08$2.29$0.67$1.02$1.49$2.98$3.29$6.44$8.27$10.29$19.48
Puts——
Calls——
Skew——
Implied moveBearish±$7.73
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.68197.0%29.4%
25Δ19.25257.9%76.2%9.34209.6%26.7%
30Δ16.44223.4%52.1%9.93235.6%25.7%
35Δ14.31182.5%33.7%
40Δ13.52176.5%28.0%11.72285.4%22.9%
45Δ12.73167.3%22.2%12.49267.3%19.0%
50Δ12.12160.9%18.1%15.48365.3%20.3%
55Δ11.58155.5%14.8%17.58379.9%17.9%
60Δ11.04150.1%11.5%19.89388.1%15.4%
65Δ10.63141.4%9.1%29.16482.9%14.7%
70Δ10.22132.4%6.8%
75Δ9.83124.7%4.9%
80Δ9.47118.6%3.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.68
IV
197.0%
B/E move
29.4%

25Δ

Calls
Pseudo strike
19.25
IV
257.9%
B/E move
76.2%
Puts
Pseudo strike
9.34
IV
209.6%
B/E move
26.7%

30Δ

Calls
Pseudo strike
16.44
IV
223.4%
B/E move
52.1%
Puts
Pseudo strike
9.93
IV
235.6%
B/E move
25.7%

35Δ

Calls
Pseudo strike
14.31
IV
182.5%
B/E move
33.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
13.52
IV
176.5%
B/E move
28.0%
Puts
Pseudo strike
11.72
IV
285.4%
B/E move
22.9%

45Δ

Calls
Pseudo strike
12.73
IV
167.3%
B/E move
22.2%
Puts
Pseudo strike
12.49
IV
267.3%
B/E move
19.0%

50Δ

Calls
Pseudo strike
12.12
IV
160.9%
B/E move
18.1%
Puts
Pseudo strike
15.48
IV
365.3%
B/E move
20.3%

55Δ

Calls
Pseudo strike
11.58
IV
155.5%
B/E move
14.8%
Puts
Pseudo strike
17.58
IV
379.9%
B/E move
17.9%

60Δ

Calls
Pseudo strike
11.04
IV
150.1%
B/E move
11.5%
Puts
Pseudo strike
19.89
IV
388.1%
B/E move
15.4%

65Δ

Calls
Pseudo strike
10.63
IV
141.4%
B/E move
9.1%
Puts
Pseudo strike
29.16
IV
482.9%
B/E move
14.7%

70Δ

Calls
Pseudo strike
10.22
IV
132.4%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
9.83
IV
124.7%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
9.47
IV
118.6%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend169.99%
Daily EOD
CCXI103.6%143.1%182.5%2026-10-19: 109.06%2026-10-20: 115.07%2026-10-21: 119.29%2026-10-22: 121.28%2026-10-23: 120.56%2026-10-26: 141.15%2026-10-27: 150.00%2026-10-28: 158.55%2026-10-29: 177.04%2026-10-30: 169.99%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
109.06%
115.07%
119.29%
121.28%
120.56%
141.15%
150.00%
158.55%
177.04%
169.99%