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Compass Diversified CODI

i

Market dataready · fetched 2026-11-04T00:49:55.991Z

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 · 2026-11-04T00:00:00.003848026Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T00:49:55.451441+00:00

Share price$12.02
1D+3.0%
AH$11.64$11.74$11.85$11.96$12.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCODI
Sold putSold callAH

Compass Diversified options

Live interpolated CODI call and put midpoint premiums by absolute delta.Compass Diversified$0.14$0.55$0.97$1.38$1.79$9.36$10.58$11.79$13.01$14.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CODI spot · $12.02CODI PRICE$0.19$0.25$0.32$0.40$0.50$0.60$0.69$0.79$0.88$0.97$1.06$1.15$1.34$0.24$0.31$0.41$0.52$0.62$0.73$0.82$0.91$1.00$1.09$1.17$1.39$1.67
PutsExpensive1.43×
CallsExpensive1.20×
SkewBearish+0.88 pp
Implied moveBearish±$1.52
TiltBearish8.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.8168.2%16.5%10.5975.7%14.0%
25Δ13.4968.1%14.3%10.9474.1%11.6%
30Δ13.1768.0%12.2%11.2174.0%10.2%
35Δ12.8968.6%10.5%11.4674.2%9.0%
40Δ12.6669.7%9.4%11.7074.4%7.8%
45Δ12.4270.9%8.3%11.9574.6%6.6%
50Δ12.1972.1%7.2%12.1671.8%5.7%
55Δ11.9672.4%6.1%12.3568.2%4.8%
60Δ11.7669.1%5.2%12.5564.6%3.9%
65Δ11.5665.7%4.3%12.7461.0%3.0%
70Δ11.3662.4%3.3%12.9457.4%2.1%
75Δ11.1659.0%2.4%13.2356.9%1.5%
80Δ10.8859.2%1.7%13.5557.8%1.1%

20Δ

Calls
Pseudo strike
13.81
IV
68.2%
B/E move
16.5%
Puts
Pseudo strike
10.59
IV
75.7%
B/E move
14.0%

25Δ

Calls
Pseudo strike
13.49
IV
68.1%
B/E move
14.3%
Puts
Pseudo strike
10.94
IV
74.1%
B/E move
11.6%

30Δ

Calls
Pseudo strike
13.17
IV
68.0%
B/E move
12.2%
Puts
Pseudo strike
11.21
IV
74.0%
B/E move
10.2%

35Δ

Calls
Pseudo strike
12.89
IV
68.6%
B/E move
10.5%
Puts
Pseudo strike
11.46
IV
74.2%
B/E move
9.0%

40Δ

Calls
Pseudo strike
12.66
IV
69.7%
B/E move
9.4%
Puts
Pseudo strike
11.70
IV
74.4%
B/E move
7.8%

45Δ

Calls
Pseudo strike
12.42
IV
70.9%
B/E move
8.3%
Puts
Pseudo strike
11.95
IV
74.6%
B/E move
6.6%

50Δ

Calls
Pseudo strike
12.19
IV
72.1%
B/E move
7.2%
Puts
Pseudo strike
12.16
IV
71.8%
B/E move
5.7%

55Δ

Calls
Pseudo strike
11.96
IV
72.4%
B/E move
6.1%
Puts
Pseudo strike
12.35
IV
68.2%
B/E move
4.8%

60Δ

Calls
Pseudo strike
11.76
IV
69.1%
B/E move
5.2%
Puts
Pseudo strike
12.55
IV
64.6%
B/E move
3.9%

65Δ

Calls
Pseudo strike
11.56
IV
65.7%
B/E move
4.3%
Puts
Pseudo strike
12.74
IV
61.0%
B/E move
3.0%

70Δ

Calls
Pseudo strike
11.36
IV
62.4%
B/E move
3.3%
Puts
Pseudo strike
12.94
IV
57.4%
B/E move
2.1%

75Δ

Calls
Pseudo strike
11.16
IV
59.0%
B/E move
2.4%
Puts
Pseudo strike
13.23
IV
56.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
10.88
IV
59.2%
B/E move
1.7%
Puts
Pseudo strike
13.55
IV
57.8%
B/E move
1.1%

Options history

IV · four-Friday blend77.17%
Daily EOD
CODI49.5%64.4%79.2%2026-10-19: 53.18%2026-10-20: 52.85%2026-10-21: 55.55%2026-10-22: 52.09%2026-10-23: 54.25%2026-10-26: 51.95%2026-10-27: 55.33%2026-10-28: 51.59%2026-10-29: 54.12%2026-10-30: 77.17%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
53.18%
52.85%
55.55%
52.09%
54.25%
51.95%
55.33%
51.59%
54.12%
77.17%