Clarus Corporation (CLAR) Options Chain
The options chain displays all available contracts with end-of-day quotes, Greeks, volume, and open interest for each strike and expiration, and streams live quotes for traders who connect a broker. It is the primary tool for options trade selection.
Clarus Corporation (CLAR) operates in the Consumer Cyclical sector, specifically the Leisure industry, with a market capitalization near $136.1M, listed on NASDAQ, employing roughly 390 people, carrying a beta of 1.10 to the broader market. Clarus Corporation is a global enterprise specializing in the design, production, and supply of outdoor gear and lifestyle goods for consumer markets spanning the United States, Canada, Europe, the Middle East, Asia, Australia, New Zealand, Africa, and South America. Led by Warren Kanders, public since 1998-05-27.
Snapshot as of Oct 14, 2026.
- Spot Price
- $3.45
- Total OI
- 4.1K
- Total Volume
- 0
- Front Expiration
- 37 days
- Second Expiration
- 65 days
- ATM IV
- 94.1%
- Avg Bid/Ask Spread
- 66.90%
As of Oct 14, 2026, Clarus Corporation (CLAR) has 4.1K open contracts and 0 contracts traded. The nearest expiration is 37 days out, followed by 65 days. ATM implied volatility is 94.1%. Average bid/ask spread across the chain is 66.90%: wider spreads, size positions conservatively. The options chain aggregates every listed strike and expiration, letting traders evaluate skew, term structure, and liquidity in a single view.
How CLAR options chain Data Feeds Strategy Selection
Strategy selection on Clarus Corporation options does not derive from any single metric in isolation. The options chain view above sits inside a broader read: ATM IV currently sits at 94.1% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the options chain data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.
How to read the CLAR chain depth
The listed-expirations table below shows every expiration available for Clarus Corporation options with its days-to-expiration count and ATM implied volatility. Front-month expirations carry the most volume, the highest gamma, and the tightest bid-ask spreads; longer-dated tenors carry less liquidity but more vega exposure. CLAR front expiration sits at 37 days - the typical hedging horizon for monthly options. The backwardated slope of -0.056 means near-dated IV is pricing acute event risk.
CLAR chain mechanics and execution
Options are listed at standardized strike intervals (typically $1 for sub-$25 underlyings, $2.50-$5 for mid-cap, $10-$50 for large-cap), and the deltas of each listed strike are determined by where IV lies relative to the strike's moneyness. Average bid/ask spread on the CLAR chain is 66.90% - a measure of liquidity. Tighter spreads on liquid strikes mean lower transaction costs; wider spreads on long-dated or far-OTM strikes mean execution drag can dominate the math. The chain table on the SPA side shows the full per-strike, per-expiration grid; this SSR page summarizes the listed expirations and the front-month context to anchor the structural read.
Using the CLAR chain to build structures
Strategy selection starts with the chain: directional theses use single-leg calls or puts, range-bound theses use credit spreads or iron condors, vol theses use straddles or strangles, calendar theses use diagonal spreads. CLAR's current 26.98% expected move anchors wing placement - structures with wings at the implied band collect the modal-outcome premium under lognormal assumptions. Cross-reference with the gamma-exposure profile to understand where dealer hedging will reinforce or fight your position, and with the volatility-skew chart to confirm the strikes you're trading sit at the IV levels your strategy assumes.
Learn how the options chain is reported and how to read the data →
CLAR listed expirations
Per-expiration ATM implied volatility for CLAR options. Each row is one listed expiration with its days-to-expiration count and ATM IV pulled from the same term-structure feed that powers the SPA's expiration filter. Front-month expirations carry the highest gamma, the tightest bid-ask spreads, and the most volume; longer-dated tenors carry less liquidity but more vega.
| Expiration | DTE | ATM IV |
|---|---|---|
| Oct 16, 2026 | 2 | 21.9% |
| Nov 20, 2026 | 37 | 94.1% |
| Dec 18, 2026 | 65 | 88.5% |
| Feb 19, 2027 | 128 | 63.6% |
| May 21, 2027 | 219 | 58.2% |
Frequently asked CLAR options chain questions
- What does the CLAR options chain show right now?
- As of Oct 14, 2026, Clarus Corporation (CLAR) has 4.1K contracts outstanding and 0 traded today, with ATM IV of 94.1%. The full chain spans every listed strike and expiration with bid/ask, Greeks, volume, and open interest per contract.
- What expirations are available for CLAR options?
- The nearest expiration is 37 days out, followed by 65 days. Listed expirations typically extend monthly with weeklies between, plus LEAPS one to two years out for liquid names.
- How tight are CLAR options bid/ask spreads?
- Average bid/ask spread across the chain is 66.90%. Wider spreads warrant conservative sizing; mid-market fills are unreliable for retail-size orders.