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Codexis, Inc. Common Stock CDXS

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Market dataready · fetched 2026-11-06T22:25:21.813Z

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 · 2026-11-06T22:08:43.578141268Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-06T22:25:20.075283+00:00

Share price$1.10
1D+6.8%
AH$1.02$1.04$1.06$1.08$1.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCDXS
Sold putSold callAH

Codexis, Inc. Common Stock options

Live interpolated CDXS call and put midpoint premiums by absolute delta.Codexis, Inc. Common Stock$0.34$0.58$0.82$1.06$1.30$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICECDXS PRICE$0.38$0.38$0.36$0.43$0.45$0.47$0.48$0.50$0.51$0.53$0.54$0.63$0.81$0.99$1.11$1.23
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ1.02639.5%48.8%
30Δ1.09589.8%43.4%
35Δ6.93800.0%563.9%1.16540.1%38.0%
40Δ5.65800.0%448.2%1.24490.5%32.6%
45Δ1.31440.8%27.2%
50Δ1.39391.1%21.9%
55Δ2.34702.4%145.8%1.46341.4%16.5%
60Δ2.18748.8%137.0%1.59321.8%12.8%
65Δ1.79335.6%11.0%
70Δ1.99349.4%9.2%
75Δ2.14333.1%7.2%
80Δ2.28315.7%5.3%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.02
IV
639.5%
B/E move
48.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.09
IV
589.8%
B/E move
43.4%

35Δ

Calls
Pseudo strike
6.93
IV
800.0%
B/E move
563.9%
Puts
Pseudo strike
1.16
IV
540.1%
B/E move
38.0%

40Δ

Calls
Pseudo strike
5.65
IV
800.0%
B/E move
448.2%
Puts
Pseudo strike
1.24
IV
490.5%
B/E move
32.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.31
IV
440.8%
B/E move
27.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.39
IV
391.1%
B/E move
21.9%

55Δ

Calls
Pseudo strike
2.34
IV
702.4%
B/E move
145.8%
Puts
Pseudo strike
1.46
IV
341.4%
B/E move
16.5%

60Δ

Calls
Pseudo strike
2.18
IV
748.8%
B/E move
137.0%
Puts
Pseudo strike
1.59
IV
321.8%
B/E move
12.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.79
IV
335.6%
B/E move
11.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.99
IV
349.4%
B/E move
9.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.14
IV
333.1%
B/E move
7.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.28
IV
315.7%
B/E move
5.3%

Options history

IV · four-Friday blend309.32%
Daily EOD
CDXS205.8%261.4%317.0%2026-10-19: 213.46%2026-10-20: 269.78%2026-10-21: 231.42%2026-10-22: 235.33%2026-10-23: 242.52%2026-10-26: 239.03%2026-10-27: 259.17%2026-10-28: 279.96%2026-10-29: 274.82%2026-10-30: 309.32%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
213.46%
269.78%
231.42%
235.33%
242.52%
239.03%
259.17%
279.96%
274.82%
309.32%