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CS Disco, Inc. LAW

i

Market dataready · fetched 2026-11-03T19:58:38.367Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-11-03T19:58:32.795736531Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-03T19:58:36.746366+00:00

Share price$5.22
1D+0.9%
$4.97$5.04$5.12$5.20$5.275:30 AM6:30 AM9:00 AM1:00 PMLAW
Sold putSold call

CS Disco, Inc. options

Live interpolated LAW call and put midpoint premiums by absolute delta.CS Disco, Inc.$0.42$0.82$1.23$1.63$2.03$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELAW PRICE$0.47$0.56$0.66$0.76$0.86$0.95$1.10$1.37$1.64$1.92$0.47$0.60$0.73$0.86
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.6890.4%38.3%
25Δ4.1088.0%32.8%
30Δ4.5285.7%27.2%
35Δ7.1575.4%46.1%4.9483.3%21.7%
40Δ6.7874.7%40.8%
45Δ6.4074.0%35.4%
50Δ6.0373.2%30.1%
55Δ5.6572.5%24.8%
60Δ5.2771.8%19.4%
65Δ4.9071.6%15.0%
70Δ4.5173.0%12.8%
75Δ4.1374.5%10.7%
80Δ3.7475.9%8.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.68
IV
90.4%
B/E move
38.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.10
IV
88.0%
B/E move
32.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.52
IV
85.7%
B/E move
27.2%

35Δ

Calls
Pseudo strike
7.15
IV
75.4%
B/E move
46.1%
Puts
Pseudo strike
4.94
IV
83.3%
B/E move
21.7%

40Δ

Calls
Pseudo strike
6.78
IV
74.7%
B/E move
40.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
6.40
IV
74.0%
B/E move
35.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
6.03
IV
73.2%
B/E move
30.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
5.65
IV
72.5%
B/E move
24.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
5.27
IV
71.8%
B/E move
19.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
4.90
IV
71.6%
B/E move
15.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
4.51
IV
73.0%
B/E move
12.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
4.13
IV
74.5%
B/E move
10.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.74
IV
75.9%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend98.79%
Daily EOD
LAW86.5%93.1%99.7%2026-10-22: 98.20%2026-10-23: 87.43%2026-10-26: 96.57%2026-10-27: 94.16%2026-10-28: 98.79%Oct 22Oct 26Oct 28
5 observations2026-10-22 — 2026-10-28
Table
DateIV (%)
98.20%
87.43%
96.57%
94.16%
98.79%