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Coursera COUR 3.74 -0.01 -0.27%

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ATM IV
0.6
Put Call Ratio (OI)
0.225
Put Call Ratio (Vol)
0.104
IV Rank
8.55
IV Percentile
35.8
Max pain
5

Delta exposure (2026-11-06)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
14.0
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-16.3
16.3
View values by strike
COUR · Delta exposure · 2026-11-06. Delta-weighted share equivalents.
StrikeCallsPuts
2.00 1.86 K -113
3.00 517 K -42 K
4.00 388 K -67.9 K
5.00 603 K -695 K
6.00 66.7 K -41.5 K
7.00 216 K -13.9 K
7.50 2.15 K 0
8.00 63.2 K -183
9.00 8.21 K 0
10.00 37 K -1.2 K
11.00 1.36 K 0
12.00 28.1 K 0
15.00 32.9 K 0
17.00 302 0
20.00 527 0