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Calumet, Inc. Common Stock CLMT

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Market dataready · fetched 2026-11-04T09:42:32.133Z

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 · 2026-11-03T22:46:43.799708579Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T09:42:31.652375+00:00

Share price$47.40
1D+1.6%
AH$46.37$46.67$46.96$47.26$47.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCLMT
Sold putSold callAH

Calumet, Inc. Common Stock options

Live interpolated CLMT call and put midpoint premiums by absolute delta.Calumet, Inc. Common Stock$0.52$4.58$8.64$12.70$16.76$34.96$41.30$47.65$54.00$60.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CLMT spot · $47.40CLMT PRICE$0.96$1.24$1.59$1.95$2.31$2.74$3.26$3.78$4.30$4.82$5.50$7.30$7.34$1.16$1.57$1.85$2.56$3.14$3.68$4.21$4.75$5.81$7.34$8.86$12.15$15.59
PutsExpensive1.15×
CallsExpensive1.18×
SkewBearish+7.98 pp
Implied moveBearish±$7.47
TiltBearish21.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.3493.4%23.0%40.9695.2%16.1%
25Δ55.0891.9%18.8%42.3395.5%14.0%
30Δ53.6391.1%16.5%43.8288.5%11.4%
35Δ52.2090.3%14.2%44.8497.1%10.8%
40Δ50.7889.6%12.0%45.9797.1%9.7%
45Δ49.4989.2%10.2%47.1394.7%8.3%
50Δ48.3689.1%8.9%48.2992.3%7.0%
55Δ47.2389.0%7.6%49.4689.9%5.7%
60Δ46.1088.9%6.3%50.9792.0%4.7%
65Δ44.9788.8%5.0%52.7898.0%4.1%
70Δ43.8288.5%4.1%54.60104.0%3.5%
75Δ41.94105.6%3.9%58.10118.4%3.0%
80Δ41.2890.6%2.6%61.85127.2%2.4%

20Δ

Calls
Pseudo strike
57.34
IV
93.4%
B/E move
23.0%
Puts
Pseudo strike
40.96
IV
95.2%
B/E move
16.1%

25Δ

Calls
Pseudo strike
55.08
IV
91.9%
B/E move
18.8%
Puts
Pseudo strike
42.33
IV
95.5%
B/E move
14.0%

30Δ

Calls
Pseudo strike
53.63
IV
91.1%
B/E move
16.5%
Puts
Pseudo strike
43.82
IV
88.5%
B/E move
11.4%

35Δ

Calls
Pseudo strike
52.20
IV
90.3%
B/E move
14.2%
Puts
Pseudo strike
44.84
IV
97.1%
B/E move
10.8%

40Δ

Calls
Pseudo strike
50.78
IV
89.6%
B/E move
12.0%
Puts
Pseudo strike
45.97
IV
97.1%
B/E move
9.7%

45Δ

Calls
Pseudo strike
49.49
IV
89.2%
B/E move
10.2%
Puts
Pseudo strike
47.13
IV
94.7%
B/E move
8.3%

50Δ

Calls
Pseudo strike
48.36
IV
89.1%
B/E move
8.9%
Puts
Pseudo strike
48.29
IV
92.3%
B/E move
7.0%

55Δ

Calls
Pseudo strike
47.23
IV
89.0%
B/E move
7.6%
Puts
Pseudo strike
49.46
IV
89.9%
B/E move
5.7%

60Δ

Calls
Pseudo strike
46.10
IV
88.9%
B/E move
6.3%
Puts
Pseudo strike
50.97
IV
92.0%
B/E move
4.7%

65Δ

Calls
Pseudo strike
44.97
IV
88.8%
B/E move
5.0%
Puts
Pseudo strike
52.78
IV
98.0%
B/E move
4.1%

70Δ

Calls
Pseudo strike
43.82
IV
88.5%
B/E move
4.1%
Puts
Pseudo strike
54.60
IV
104.0%
B/E move
3.5%

75Δ

Calls
Pseudo strike
41.94
IV
105.6%
B/E move
3.9%
Puts
Pseudo strike
58.10
IV
118.4%
B/E move
3.0%

80Δ

Calls
Pseudo strike
41.28
IV
90.6%
B/E move
2.6%
Puts
Pseudo strike
61.85
IV
127.2%
B/E move
2.4%

Options history

IV · four-Friday blend71.42%
Daily EOD
CLMT66.5%70.1%73.7%2026-10-19: 67.02%2026-10-20: 68.44%2026-10-21: 68.21%2026-10-22: 71.54%2026-10-23: 70.51%2026-10-26: 70.65%2026-10-27: 70.95%2026-10-28: 73.23%2026-10-29: 70.71%2026-10-30: 71.42%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
67.02%
68.44%
68.21%
71.54%
70.51%
70.65%
70.95%
73.23%
70.71%
71.42%