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Clarus Corporation Common Stock CLAR

CONSUMER CYCLICAL · LEISURE
i

Market dataready · fetched 2026-11-03T22:04:40.679Z

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 · 2026-11-03T21:00:00.942521812Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T22:04:40.052753+00:00

Share price$4.55
1D+1.6%
AH$4.45$4.49$4.53$4.56$4.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCLAR
Sold putSold callAH

Clarus Corporation Common Stock options

Live interpolated CLAR call and put midpoint premiums by absolute delta.Clarus Corporation Common Stock$0.28$0.41$0.54$0.67$0.80$3.32$3.84$4.37$4.90$5.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 CLAR spot · $4.55CLAR PRICE$0.29$0.35$0.41$0.47$0.52$0.58$0.64$0.76$0.38$0.41$0.45$0.48$0.52$0.55$0.59$0.62
Puts——
Calls——
Skew——
Implied moveBearish±$0.87
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ4.02167.0%20.0%
35Δ4.16155.9%17.7%
40Δ4.30144.7%15.4%
45Δ4.6976.8%9.6%4.44133.5%13.1%
50Δ4.5978.5%8.6%4.58122.3%10.8%
55Δ4.4880.2%7.5%4.72111.1%8.5%
60Δ4.3881.8%6.5%4.86100.0%6.2%
65Δ4.2883.5%5.5%5.0088.8%3.9%
70Δ4.1785.2%4.5%
75Δ4.0786.9%3.4%
80Δ3.9190.7%2.5%

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
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.02
IV
167.0%
B/E move
20.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.16
IV
155.9%
B/E move
17.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.30
IV
144.7%
B/E move
15.4%

45Δ

Calls
Pseudo strike
4.69
IV
76.8%
B/E move
9.6%
Puts
Pseudo strike
4.44
IV
133.5%
B/E move
13.1%

50Δ

Calls
Pseudo strike
4.59
IV
78.5%
B/E move
8.6%
Puts
Pseudo strike
4.58
IV
122.3%
B/E move
10.8%

55Δ

Calls
Pseudo strike
4.48
IV
80.2%
B/E move
7.5%
Puts
Pseudo strike
4.72
IV
111.1%
B/E move
8.5%

60Δ

Calls
Pseudo strike
4.38
IV
81.8%
B/E move
6.5%
Puts
Pseudo strike
4.86
IV
100.0%
B/E move
6.2%

65Δ

Calls
Pseudo strike
4.28
IV
83.5%
B/E move
5.5%
Puts
Pseudo strike
5.00
IV
88.8%
B/E move
3.9%

70Δ

Calls
Pseudo strike
4.17
IV
85.2%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
4.07
IV
86.9%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.91
IV
90.7%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend72.03%
Daily EOD
CLAR70.2%83.5%96.7%2026-10-19: 94.90%2026-10-20: 73.04%2026-10-23: 72.61%2026-10-27: 74.36%2026-10-30: 72.03%Oct 19Oct 23Oct 30
5 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
94.90%
73.04%
72.61%
74.36%
72.03%