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Calumet, Inc. Common Stock CLMT

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Market dataready · fetched 2026-11-06T21:47:41.613Z

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 · 2026-11-06T21:41:29.292520978Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T21:47:40.450355+00:00

Share price$39.80
1D-11.3%
AH$39$41$43$45$475:30 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$0.35$2.53$4.72$6.90$9.08$28.95$35.62$42.30$48.98$55.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CLMT spot · $39.80CLMT PRICE$0.59$0.73$0.92$1.03$1.28$1.51$1.69$1.98$2.30$2.68$3.05$3.39$3.86$0.62$0.79$1.07$1.36$1.65$2.02$2.44$2.93$3.34$4.15$4.95$6.52$8.45
PutsCheap0.69×
CallsCheap0.67×
SkewBearish+12.16 pp
Implied moveBearish±$4.13
TiltBearish23.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.4271.6%15.6%35.9967.2%11.1%
25Δ43.9567.4%12.3%36.9363.6%9.2%
30Δ43.0366.2%10.4%37.5666.1%8.3%
35Δ41.9959.8%8.1%38.1968.3%7.4%
40Δ41.3961.4%7.2%38.8768.4%6.5%
45Δ40.7861.3%6.2%39.5669.7%5.7%
50Δ40.1358.3%5.1%40.2671.5%5.0%
55Δ39.5458.3%4.3%41.0173.3%4.3%
60Δ38.9759.0%3.7%41.7271.8%3.6%
65Δ38.3559.7%3.1%42.7276.3%3.1%
70Δ37.7659.3%2.5%43.7478.6%2.6%
75Δ37.1857.5%1.9%45.4686.7%2.2%
80Δ36.5256.5%1.5%47.5992.7%1.7%

20Δ

Calls
Pseudo strike
45.42
IV
71.6%
B/E move
15.6%
Puts
Pseudo strike
35.99
IV
67.2%
B/E move
11.1%

25Δ

Calls
Pseudo strike
43.95
IV
67.4%
B/E move
12.3%
Puts
Pseudo strike
36.93
IV
63.6%
B/E move
9.2%

30Δ

Calls
Pseudo strike
43.03
IV
66.2%
B/E move
10.4%
Puts
Pseudo strike
37.56
IV
66.1%
B/E move
8.3%

35Δ

Calls
Pseudo strike
41.99
IV
59.8%
B/E move
8.1%
Puts
Pseudo strike
38.19
IV
68.3%
B/E move
7.4%

40Δ

Calls
Pseudo strike
41.39
IV
61.4%
B/E move
7.2%
Puts
Pseudo strike
38.87
IV
68.4%
B/E move
6.5%

45Δ

Calls
Pseudo strike
40.78
IV
61.3%
B/E move
6.2%
Puts
Pseudo strike
39.56
IV
69.7%
B/E move
5.7%

50Δ

Calls
Pseudo strike
40.13
IV
58.3%
B/E move
5.1%
Puts
Pseudo strike
40.26
IV
71.5%
B/E move
5.0%

55Δ

Calls
Pseudo strike
39.54
IV
58.3%
B/E move
4.3%
Puts
Pseudo strike
41.01
IV
73.3%
B/E move
4.3%

60Δ

Calls
Pseudo strike
38.97
IV
59.0%
B/E move
3.7%
Puts
Pseudo strike
41.72
IV
71.8%
B/E move
3.6%

65Δ

Calls
Pseudo strike
38.35
IV
59.7%
B/E move
3.1%
Puts
Pseudo strike
42.72
IV
76.3%
B/E move
3.1%

70Δ

Calls
Pseudo strike
37.76
IV
59.3%
B/E move
2.5%
Puts
Pseudo strike
43.74
IV
78.6%
B/E move
2.6%

75Δ

Calls
Pseudo strike
37.18
IV
57.5%
B/E move
1.9%
Puts
Pseudo strike
45.46
IV
86.7%
B/E move
2.2%

80Δ

Calls
Pseudo strike
36.52
IV
56.5%
B/E move
1.5%
Puts
Pseudo strike
47.59
IV
92.7%
B/E move
1.7%

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%