Clear Secure, Inc. YOU
TECHNOLOGY · SOFTWARE - APPLICATIONi
Market dataready · fetched 2026-11-05T15:36:23.276Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-05T15:36:20.19576229Z
FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-05T15:36:22.095230+00:00
Clear Secure, Inc. options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 65.07 | 55.0% | 11.9% | 53.50 | 56.0% | 10.3% |
| 25Δ | 64.02 | 54.3% | 10.6% | 54.91 | 54.9% | 8.3% |
| 30Δ | 63.00 | 53.6% | 9.3% | 55.78 | 54.2% | 7.4% |
| 35Δ | 61.98 | 53.0% | 8.0% | 56.61 | 53.6% | 6.5% |
| 40Δ | 60.97 | 52.3% | 6.7% | 57.44 | 52.9% | 5.7% |
| 45Δ | 59.96 | 51.7% | 5.4% | 58.27 | 52.2% | 4.8% |
| 50Δ | 59.14 | 52.0% | 4.8% | 59.10 | 51.5% | 4.0% |
| 55Δ | 58.31 | 52.4% | 4.2% | 59.93 | 50.8% | 3.1% |
| 60Δ | 57.49 | 52.7% | 3.6% | 60.86 | 50.8% | 2.7% |
| 65Δ | 56.66 | 53.0% | 3.0% | 61.80 | 50.8% | 2.3% |
| 70Δ | 55.84 | 53.3% | 2.5% | 62.75 | 50.7% | 1.8% |
| 75Δ | 55.01 | 53.6% | 1.9% | 63.69 | 50.7% | 1.4% |
| 80Δ | 53.16 | 60.2% | 1.5% | 64.63 | 50.7% | 1.0% |
20Δ
- Pseudo strike
- 65.07
- IV
- 55.0%
- B/E move
- 11.9%
- Pseudo strike
- 53.50
- IV
- 56.0%
- B/E move
- 10.3%
25Δ
- Pseudo strike
- 64.02
- IV
- 54.3%
- B/E move
- 10.6%
- Pseudo strike
- 54.91
- IV
- 54.9%
- B/E move
- 8.3%
30Δ
- Pseudo strike
- 63.00
- IV
- 53.6%
- B/E move
- 9.3%
- Pseudo strike
- 55.78
- IV
- 54.2%
- B/E move
- 7.4%
35Δ
- Pseudo strike
- 61.98
- IV
- 53.0%
- B/E move
- 8.0%
- Pseudo strike
- 56.61
- IV
- 53.6%
- B/E move
- 6.5%
40Δ
- Pseudo strike
- 60.97
- IV
- 52.3%
- B/E move
- 6.7%
- Pseudo strike
- 57.44
- IV
- 52.9%
- B/E move
- 5.7%
45Δ
- Pseudo strike
- 59.96
- IV
- 51.7%
- B/E move
- 5.4%
- Pseudo strike
- 58.27
- IV
- 52.2%
- B/E move
- 4.8%
50Δ
- Pseudo strike
- 59.14
- IV
- 52.0%
- B/E move
- 4.8%
- Pseudo strike
- 59.10
- IV
- 51.5%
- B/E move
- 4.0%
55Δ
- Pseudo strike
- 58.31
- IV
- 52.4%
- B/E move
- 4.2%
- Pseudo strike
- 59.93
- IV
- 50.8%
- B/E move
- 3.1%
60Δ
- Pseudo strike
- 57.49
- IV
- 52.7%
- B/E move
- 3.6%
- Pseudo strike
- 60.86
- IV
- 50.8%
- B/E move
- 2.7%
65Δ
- Pseudo strike
- 56.66
- IV
- 53.0%
- B/E move
- 3.0%
- Pseudo strike
- 61.80
- IV
- 50.8%
- B/E move
- 2.3%
70Δ
- Pseudo strike
- 55.84
- IV
- 53.3%
- B/E move
- 2.5%
- Pseudo strike
- 62.75
- IV
- 50.7%
- B/E move
- 1.8%
75Δ
- Pseudo strike
- 55.01
- IV
- 53.6%
- B/E move
- 1.9%
- Pseudo strike
- 63.69
- IV
- 50.7%
- B/E move
- 1.4%
80Δ
- Pseudo strike
- 53.16
- IV
- 60.2%
- B/E move
- 1.5%
- Pseudo strike
- 64.63
- IV
- 50.7%
- B/E move
- 1.0%
Options history
Table
| Date | IV (%) |
|---|---|
| 53.72% | |
| 54.11% | |
| 52.98% | |
| 54.34% | |
| 51.66% | |
| 49.95% | |
| 50.86% | |
| 49.93% | |
| 52.53% | |
| 55.47% | |
| 50.92% | |
| 51.69% | |
| 51.43% | |
| 50.70% | |
| 50.96% | |
| 51.31% | |
| 50.76% | |
| 50.15% | |
| 49.40% | |
| 49.96% | |
| 51.46% | |
| 50.44% | |
| 52.01% | |
| 51.59% | |
| 50.87% | |
| 53.25% | |
| 54.29% | |
| 58.66% | |
| 57.46% | |
| 57.66% | |
| 57.16% | |
| 57.75% | |
| 57.48% | |
| 56.79% | |
| 57.69% | |
| 55.17% | |
| 57.69% | |
| 56.97% | |
| 58.55% |