IntraAlpha
Create free account Start free

CuriosityStream Inc. Class A Common Stock CURI

COMMUNICATION SERVICES · BROADCASTING
i

Market dataready · fetched 2026-11-03T23:06:33.156Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-03T21:29:12.500117084Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T23:06:32.356346+00:00

Share price$2.55
1D+0.4%
AH$2.50$2.52$2.54$2.56$2.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCURI
Sold putSold callAH

CuriosityStream Inc. Class A Common Stock options

Live interpolated CURI call and put midpoint premiums by absolute delta.CuriosityStream Inc. Class A Common Stock$0.20$0.79$1.38$1.97$2.56$1.84$2.21$2.58$2.94$3.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CURI spot · $2.55CURI PRICE$0.27$0.29$0.30$0.32$0.34$0.40$0.65$0.90$1.14$1.39$1.64$1.89$2.14$2.39
Puts——
Calls——
Skew——
Implied moveBearish±$1.21
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ4.54188.2%88.6%
40Δ4.12168.1%72.8%2.53116.5%16.5%
45Δ3.70148.1%57.1%2.82121.1%14.9%
50Δ3.28128.0%41.3%3.11125.8%13.3%
55Δ2.86107.9%25.5%3.39130.4%11.8%
60Δ3.68135.0%10.2%
65Δ3.97139.7%8.6%
70Δ4.26144.3%7.0%
75Δ4.55149.0%5.4%
80Δ4.84153.6%3.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.54
IV
188.2%
B/E move
88.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.12
IV
168.1%
B/E move
72.8%
Puts
Pseudo strike
2.53
IV
116.5%
B/E move
16.5%

45Δ

Calls
Pseudo strike
3.70
IV
148.1%
B/E move
57.1%
Puts
Pseudo strike
2.82
IV
121.1%
B/E move
14.9%

50Δ

Calls
Pseudo strike
3.28
IV
128.0%
B/E move
41.3%
Puts
Pseudo strike
3.11
IV
125.8%
B/E move
13.3%

55Δ

Calls
Pseudo strike
2.86
IV
107.9%
B/E move
25.5%
Puts
Pseudo strike
3.39
IV
130.4%
B/E move
11.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.68
IV
135.0%
B/E move
10.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.97
IV
139.7%
B/E move
8.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.26
IV
144.3%
B/E move
7.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.55
IV
149.0%
B/E move
5.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.84
IV
153.6%
B/E move
3.8%

Options history

IV · four-Friday blend136.11%
Daily EOD
CURI136.0%136.1%136.2%2026-10-30: 136.11%Oct 30
1 observations2026-10-30 — 2026-10-30
Table
DateIV (%)
136.11%