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Claritev Corporation CTEV

HEALTHCARE · HEALTH INFORMATION SERVICES
i

Market dataready · fetched 2026-11-03T14:44:01.655Z

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 · 2026-11-03T14:35:40.080977938Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T14:44:01.183213+00:00

Share price$23.38
1D+1.8%
$22.94$23.06$23.17$23.29$23.415:30 AM6:30 AM9:00 AM1:00 PMCTEV
Sold putSold call

Claritev Corporation options

Live interpolated CTEV call and put midpoint premiums by absolute delta.Claritev Corporation$0.53$3.52$6.51$9.49$12.48$13.29$18.37$23.46$28.54$33.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CTEV spot · $23.38CTEV PRICE$0.85$1.19$1.53$1.88$2.05$2.22$2.48$2.91$3.34$3.86$4.40$4.99$5.77$1.52$1.70$1.97$2.30$2.66$3.11$3.55$4.28$5.28$6.28$7.28$9.14$11.62
PutsExpensive2.17×
CallsExpensive2.01×
SkewBullish-3.07 pp
Implied moveBearish±$6.04
TiltBearish23.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.20168.5%49.9%17.66211.7%31.0%
25Δ32.83177.3%45.5%19.31184.2%24.7%
30Δ31.46186.0%41.1%20.63167.5%20.2%
35Δ30.10194.8%36.7%21.70158.7%17.0%
40Δ28.18177.9%29.3%22.73151.1%14.2%
45Δ26.23159.0%21.7%23.64147.0%12.2%
50Δ24.65147.7%16.0%24.55143.0%10.2%
55Δ23.69149.2%13.8%25.64142.5%8.6%
60Δ22.74150.7%11.6%26.92145.5%7.5%
65Δ21.77151.3%9.6%28.19148.5%6.3%
70Δ20.79151.7%7.8%29.46151.5%5.1%
75Δ19.79152.0%6.0%31.56158.6%4.1%
80Δ18.68151.9%4.6%34.26168.5%3.2%

20Δ

Calls
Pseudo strike
34.20
IV
168.5%
B/E move
49.9%
Puts
Pseudo strike
17.66
IV
211.7%
B/E move
31.0%

25Δ

Calls
Pseudo strike
32.83
IV
177.3%
B/E move
45.5%
Puts
Pseudo strike
19.31
IV
184.2%
B/E move
24.7%

30Δ

Calls
Pseudo strike
31.46
IV
186.0%
B/E move
41.1%
Puts
Pseudo strike
20.63
IV
167.5%
B/E move
20.2%

35Δ

Calls
Pseudo strike
30.10
IV
194.8%
B/E move
36.7%
Puts
Pseudo strike
21.70
IV
158.7%
B/E move
17.0%

40Δ

Calls
Pseudo strike
28.18
IV
177.9%
B/E move
29.3%
Puts
Pseudo strike
22.73
IV
151.1%
B/E move
14.2%

45Δ

Calls
Pseudo strike
26.23
IV
159.0%
B/E move
21.7%
Puts
Pseudo strike
23.64
IV
147.0%
B/E move
12.2%

50Δ

Calls
Pseudo strike
24.65
IV
147.7%
B/E move
16.0%
Puts
Pseudo strike
24.55
IV
143.0%
B/E move
10.2%

55Δ

Calls
Pseudo strike
23.69
IV
149.2%
B/E move
13.8%
Puts
Pseudo strike
25.64
IV
142.5%
B/E move
8.6%

60Δ

Calls
Pseudo strike
22.74
IV
150.7%
B/E move
11.6%
Puts
Pseudo strike
26.92
IV
145.5%
B/E move
7.5%

65Δ

Calls
Pseudo strike
21.77
IV
151.3%
B/E move
9.6%
Puts
Pseudo strike
28.19
IV
148.5%
B/E move
6.3%

70Δ

Calls
Pseudo strike
20.79
IV
151.7%
B/E move
7.8%
Puts
Pseudo strike
29.46
IV
151.5%
B/E move
5.1%

75Δ

Calls
Pseudo strike
19.79
IV
152.0%
B/E move
6.0%
Puts
Pseudo strike
31.56
IV
158.6%
B/E move
4.1%

80Δ

Calls
Pseudo strike
18.68
IV
151.9%
B/E move
4.6%
Puts
Pseudo strike
34.26
IV
168.5%
B/E move
3.2%

Options history

IV · four-Friday blend116.34%
Daily EOD
CTEV106.7%112.9%119.1%2026-10-19: 111.09%2026-10-20: 109.33%2026-10-21: 107.58%2026-10-22: 110.93%2026-10-23: 112.35%2026-10-26: 112.97%2026-10-27: 114.23%2026-10-28: 117.02%2026-10-29: 118.25%2026-10-30: 116.34%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
111.09%
109.33%
107.58%
110.93%
112.35%
112.97%
114.23%
117.02%
118.25%
116.34%