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California Resources Corporation CRC

i

Market dataready · fetched 2026-11-04T04:24:41.236Z

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 · 2026-11-04T00:00:00.002233839Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T04:24:40.452409+00:00

Share price$51.38
1D-3.4%
AH$50.99$51.68$52.37$53.06$53.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRC
Sold putSold callAH

California Resources Corporation options

Live interpolated CRC call and put midpoint premiums by absolute delta.California Resources Corporation$0.48$2.20$3.93$5.65$7.38$45.98$49.04$52.10$55.15$58.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CRC spot · $51.38CRC PRICE$0.75$0.66$0.90$1.13$1.37$1.62$1.95$2.28$2.60$3.21$4.40$5.62$6.88$0.68$0.86$1.05$1.25$1.39$1.52$1.65$1.78$1.91$2.43$3.01$3.58
Puts——
CallsExpensive1.41×
Skew——
Implied moveBullish±$3.60
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.4064.0%15.1%47.0452.4%9.8%
25Δ54.9041.4%8.1%48.0949.2%8.1%
30Δ54.2642.4%7.4%48.9347.2%6.8%
35Δ53.6343.4%6.6%49.7745.2%5.6%
40Δ52.9944.5%5.8%50.3842.5%4.7%
45Δ52.3645.3%5.1%50.8939.5%3.9%
50Δ51.7245.5%4.5%51.4136.6%3.2%
55Δ51.0845.7%3.8%51.9233.6%2.4%
60Δ50.4345.9%3.2%52.4330.6%1.7%
65Δ49.6049.3%2.8%53.1131.9%1.4%
70Δ48.3759.5%2.7%53.8033.7%1.1%
75Δ47.0668.3%2.5%54.5035.6%0.9%
80Δ45.5673.3%2.1%

20Δ

Calls
Pseudo strike
58.40
IV
64.0%
B/E move
15.1%
Puts
Pseudo strike
47.04
IV
52.4%
B/E move
9.8%

25Δ

Calls
Pseudo strike
54.90
IV
41.4%
B/E move
8.1%
Puts
Pseudo strike
48.09
IV
49.2%
B/E move
8.1%

30Δ

Calls
Pseudo strike
54.26
IV
42.4%
B/E move
7.4%
Puts
Pseudo strike
48.93
IV
47.2%
B/E move
6.8%

35Δ

Calls
Pseudo strike
53.63
IV
43.4%
B/E move
6.6%
Puts
Pseudo strike
49.77
IV
45.2%
B/E move
5.6%

40Δ

Calls
Pseudo strike
52.99
IV
44.5%
B/E move
5.8%
Puts
Pseudo strike
50.38
IV
42.5%
B/E move
4.7%

45Δ

Calls
Pseudo strike
52.36
IV
45.3%
B/E move
5.1%
Puts
Pseudo strike
50.89
IV
39.5%
B/E move
3.9%

50Δ

Calls
Pseudo strike
51.72
IV
45.5%
B/E move
4.5%
Puts
Pseudo strike
51.41
IV
36.6%
B/E move
3.2%

55Δ

Calls
Pseudo strike
51.08
IV
45.7%
B/E move
3.8%
Puts
Pseudo strike
51.92
IV
33.6%
B/E move
2.4%

60Δ

Calls
Pseudo strike
50.43
IV
45.9%
B/E move
3.2%
Puts
Pseudo strike
52.43
IV
30.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
49.60
IV
49.3%
B/E move
2.8%
Puts
Pseudo strike
53.11
IV
31.9%
B/E move
1.4%

70Δ

Calls
Pseudo strike
48.37
IV
59.5%
B/E move
2.7%
Puts
Pseudo strike
53.80
IV
33.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
47.06
IV
68.3%
B/E move
2.5%
Puts
Pseudo strike
54.50
IV
35.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
45.56
IV
73.3%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend40.90%
Daily EOD
CRC37.5%39.3%41.2%2026-10-19: 37.76%2026-10-20: 37.98%2026-10-21: 38.56%2026-10-22: 38.54%2026-10-23: 40.60%2026-10-26: 39.96%2026-10-27: 40.76%2026-10-28: 40.30%2026-10-29: 39.54%2026-10-30: 40.90%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.76%
37.98%
38.56%
38.54%
40.60%
39.96%
40.76%
40.30%
39.54%
40.90%