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Compass, Inc. COMP

i

Market dataready · fetched 2026-11-03T22:02:13.259Z

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 · 2026-11-03T21:10:00.004227343Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-03T22:02:12.819998+00:00

Share price$9.32
1D-0.5%
AH$9.30$9.37$9.44$9.51$9.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOMP
Sold putSold callAH

Compass, Inc. options

Live interpolated COMP call and put midpoint premiums by absolute delta.Compass, Inc.$0.16$0.73$1.30$1.87$2.44$6.61$7.99$9.36$10.74$12.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COMP spot · $9.32COMP PRICE$0.22$0.29$0.37$0.47$0.56$0.67$0.79$0.91$1.03$1.25$1.48$1.71$2.00$0.29$0.39$0.50$0.61$0.73$0.90$1.08$1.25$1.45$1.65$1.86$2.06$2.27
PutsExpensive1.86×
CallsExpensive1.31×
SkewBullish-4.38 pp
Implied moveBearish±$1.86
TiltBearish12.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.62104.2%27.0%7.83111.0%19.1%
25Δ11.21105.9%23.4%8.16111.1%16.6%
30Δ10.84107.3%20.3%8.46110.4%14.6%
35Δ10.53108.6%18.0%8.75109.7%12.6%
40Δ10.21109.9%15.6%9.05109.3%10.7%
45Δ9.91110.8%13.4%9.34110.2%9.5%
50Δ9.62110.8%11.6%9.63111.2%8.3%
55Δ9.33110.9%9.9%9.92112.2%7.0%
60Δ9.04110.9%8.1%10.22110.9%5.9%
65Δ8.72115.2%6.9%10.52108.7%4.8%
70Δ8.39120.2%5.9%10.83106.5%3.8%
75Δ8.06125.2%4.8%11.12102.5%2.8%
80Δ7.67126.5%3.7%11.4096.0%2.1%

20Δ

Calls
Pseudo strike
11.62
IV
104.2%
B/E move
27.0%
Puts
Pseudo strike
7.83
IV
111.0%
B/E move
19.1%

25Δ

Calls
Pseudo strike
11.21
IV
105.9%
B/E move
23.4%
Puts
Pseudo strike
8.16
IV
111.1%
B/E move
16.6%

30Δ

Calls
Pseudo strike
10.84
IV
107.3%
B/E move
20.3%
Puts
Pseudo strike
8.46
IV
110.4%
B/E move
14.6%

35Δ

Calls
Pseudo strike
10.53
IV
108.6%
B/E move
18.0%
Puts
Pseudo strike
8.75
IV
109.7%
B/E move
12.6%

40Δ

Calls
Pseudo strike
10.21
IV
109.9%
B/E move
15.6%
Puts
Pseudo strike
9.05
IV
109.3%
B/E move
10.7%

45Δ

Calls
Pseudo strike
9.91
IV
110.8%
B/E move
13.4%
Puts
Pseudo strike
9.34
IV
110.2%
B/E move
9.5%

50Δ

Calls
Pseudo strike
9.62
IV
110.8%
B/E move
11.6%
Puts
Pseudo strike
9.63
IV
111.2%
B/E move
8.3%

55Δ

Calls
Pseudo strike
9.33
IV
110.9%
B/E move
9.9%
Puts
Pseudo strike
9.92
IV
112.2%
B/E move
7.0%

60Δ

Calls
Pseudo strike
9.04
IV
110.9%
B/E move
8.1%
Puts
Pseudo strike
10.22
IV
110.9%
B/E move
5.9%

65Δ

Calls
Pseudo strike
8.72
IV
115.2%
B/E move
6.9%
Puts
Pseudo strike
10.52
IV
108.7%
B/E move
4.8%

70Δ

Calls
Pseudo strike
8.39
IV
120.2%
B/E move
5.9%
Puts
Pseudo strike
10.83
IV
106.5%
B/E move
3.8%

75Δ

Calls
Pseudo strike
8.06
IV
125.2%
B/E move
4.8%
Puts
Pseudo strike
11.12
IV
102.5%
B/E move
2.8%

80Δ

Calls
Pseudo strike
7.67
IV
126.5%
B/E move
3.7%
Puts
Pseudo strike
11.40
IV
96.0%
B/E move
2.1%

Options history

IV · four-Friday blend75.67%
Daily EOD
COMP64.6%70.5%76.5%2026-10-19: 68.13%2026-10-20: 67.85%2026-10-21: 65.38%2026-10-22: 68.38%2026-10-23: 68.10%2026-10-26: 69.99%2026-10-27: 69.02%2026-10-28: 71.74%2026-10-29: 70.17%2026-10-30: 75.67%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
68.13%
67.85%
65.38%
68.38%
68.10%
69.99%
69.02%
71.74%
70.17%
75.67%