IntraAlpha
Create free account Start free

CeriBell, Inc. Common Stock CBLL

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-11T13:50:26.619Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-10T21:00:01.614041734Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:45:37.953615+00:00

Share price$27.48
1D-0.0%
AH$27.02$27.26$27.51$27.76$28.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCBLL
Sold putSold callAH

CeriBell, Inc. Common Stock options

Live interpolated CBLL call and put midpoint premiums by absolute delta.CeriBell, Inc. Common Stock$0.59$1.78$2.98$4.17$5.36$17.22$22.59$27.97$33.34$38.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CBLL spot · $27.48CBLL PRICE$0.72$1.00$1.28$1.56$1.84$2.11$2.39$2.67$2.95$3.24$4.20$1.12$1.24$1.38$1.59$1.79$2.00$2.20$2.41$2.62$2.82$3.03$3.86$5.02
PutsCheap0.66×
Calls——
Skew——
Implied moveBearish±$4.04
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.16196.8%23.4%
25Δ23.67168.6%18.4%
30Δ29.5979.1%10.3%25.01145.5%14.0%
35Δ29.0881.8%9.5%25.61138.4%12.6%
40Δ28.5784.4%8.6%26.21131.3%11.1%
45Δ28.0687.0%7.8%26.81124.1%9.7%
50Δ27.5589.7%6.9%27.40117.0%8.3%
55Δ27.0492.3%6.1%28.00109.9%6.9%
60Δ26.5394.9%5.2%28.60102.7%5.5%
65Δ26.0297.5%4.4%29.1995.6%4.0%
70Δ25.50100.2%3.5%29.7988.5%2.6%
75Δ24.99102.8%2.7%30.8389.0%1.8%
80Δ23.88103.6%2.2%32.1093.7%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.16
IV
196.8%
B/E move
23.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.67
IV
168.6%
B/E move
18.4%

30Δ

Calls
Pseudo strike
29.59
IV
79.1%
B/E move
10.3%
Puts
Pseudo strike
25.01
IV
145.5%
B/E move
14.0%

35Δ

Calls
Pseudo strike
29.08
IV
81.8%
B/E move
9.5%
Puts
Pseudo strike
25.61
IV
138.4%
B/E move
12.6%

40Δ

Calls
Pseudo strike
28.57
IV
84.4%
B/E move
8.6%
Puts
Pseudo strike
26.21
IV
131.3%
B/E move
11.1%

45Δ

Calls
Pseudo strike
28.06
IV
87.0%
B/E move
7.8%
Puts
Pseudo strike
26.81
IV
124.1%
B/E move
9.7%

50Δ

Calls
Pseudo strike
27.55
IV
89.7%
B/E move
6.9%
Puts
Pseudo strike
27.40
IV
117.0%
B/E move
8.3%

55Δ

Calls
Pseudo strike
27.04
IV
92.3%
B/E move
6.1%
Puts
Pseudo strike
28.00
IV
109.9%
B/E move
6.9%

60Δ

Calls
Pseudo strike
26.53
IV
94.9%
B/E move
5.2%
Puts
Pseudo strike
28.60
IV
102.7%
B/E move
5.5%

65Δ

Calls
Pseudo strike
26.02
IV
97.5%
B/E move
4.4%
Puts
Pseudo strike
29.19
IV
95.6%
B/E move
4.0%

70Δ

Calls
Pseudo strike
25.50
IV
100.2%
B/E move
3.5%
Puts
Pseudo strike
29.79
IV
88.5%
B/E move
2.6%

75Δ

Calls
Pseudo strike
24.99
IV
102.8%
B/E move
2.7%
Puts
Pseudo strike
30.83
IV
89.0%
B/E move
1.8%

80Δ

Calls
Pseudo strike
23.88
IV
103.6%
B/E move
2.2%
Puts
Pseudo strike
32.10
IV
93.7%
B/E move
1.4%

Options history

IV · four-Friday blend69.05%
Daily close
CBLL55.2%82.7%110.3%2026-08-13: 67.75%2026-08-14: 79.77%2026-08-17: 80.68%2026-08-18: 78.12%2026-08-20: 97.91%2026-08-21: 59.00%2026-08-24: 60.82%2026-08-25: 62.52%2026-08-26: 67.50%2026-08-27: 65.78%2026-08-28: 69.76%2026-08-31: 73.13%2026-09-01: 73.47%2026-09-02: 69.62%2026-09-03: 70.19%2026-09-04: 67.51%2026-09-08: 69.73%2026-09-09: 75.05%2026-09-11: 75.19%2026-09-14: 70.91%2026-09-15: 64.23%2026-09-16: 80.97%2026-09-17: 82.10%2026-09-18: 69.02%2026-09-21: 69.89%2026-09-22: 67.93%2026-09-23: 69.69%2026-09-24: 64.83%2026-09-25: 69.70%2026-09-28: 67.93%2026-09-30: 59.37%2026-10-01: 70.39%2026-10-02: 65.73%2026-10-05: 66.99%2026-10-06: 70.51%2026-10-07: 76.50%2026-10-08: 69.80%2026-10-09: 67.90%2026-10-12: 85.90%2026-10-14: 106.49%2026-10-19: 67.30%2026-10-20: 64.00%2026-10-21: 63.23%2026-10-22: 64.12%2026-10-23: 66.10%2026-10-26: 67.91%2026-10-27: 64.31%2026-10-28: 65.44%2026-10-29: 64.10%2026-10-30: 69.05%Aug 13Sep 21Oct 30
50 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
67.75%
79.77%
80.68%
78.12%
97.91%
59.00%
60.82%
62.52%
67.50%
65.78%
69.76%
73.13%
73.47%
69.62%
70.19%
67.51%
69.73%
75.05%
75.19%
70.91%
64.23%
80.97%
82.10%
69.02%
69.89%
67.93%
69.69%
64.83%
69.70%
67.93%
59.37%
70.39%
65.73%
66.99%
70.51%
76.50%
69.80%
67.90%
85.90%
106.49%
67.30%
64.00%
63.23%
64.12%
66.10%
67.91%
64.31%
65.44%
64.10%
69.05%