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CeriBell, Inc. Common Stock CBLL

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Market datapartial · fetched 2026-10-22T05:13:53.971Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:36:18.053783601Z

FundamentalsAlpha Vantage · unavailable

Share price$27.14
1D-1.7%
AH$26.93$27.21$27.50$27.78$28.065:30 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$0.79$1.98$3.17$4.35$5.54$19.82$23.41$27.00$30.59$34.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CBLL spot · $27.14CBLL PRICE$0.92$1.12$1.48$1.84$2.20$2.56$2.93$3.29$3.73$4.46$5.20$1.18$1.32$1.47$1.67$1.88$2.09$2.31$2.52$2.74$2.95$3.17
PutsExpensive1.55×
CallsExpensive1.36×
SkewBearish+3.58 pp
Implied moveBearish±$4.51
TiltBullish12.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.67117.7%24.5%
25Δ23.29100.6%19.0%
30Δ31.2172.2%18.4%24.5688.9%14.9%
35Δ29.5162.0%12.8%25.3982.1%12.6%
40Δ28.8464.4%11.7%25.9977.8%11.2%
45Δ28.1866.9%10.6%26.5873.5%9.8%
50Δ27.5269.4%9.5%27.1869.2%8.4%
55Δ26.8571.8%8.4%27.7765.0%7.0%
60Δ26.1974.3%7.3%28.3760.7%5.6%
65Δ25.5376.8%6.2%28.9656.4%4.2%
70Δ24.8079.3%5.1%29.5652.1%2.8%
75Δ23.8282.3%4.2%
80Δ22.8485.3%3.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.67
IV
117.7%
B/E move
24.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.29
IV
100.6%
B/E move
19.0%

30Δ

Calls
Pseudo strike
31.21
IV
72.2%
B/E move
18.4%
Puts
Pseudo strike
24.56
IV
88.9%
B/E move
14.9%

35Δ

Calls
Pseudo strike
29.51
IV
62.0%
B/E move
12.8%
Puts
Pseudo strike
25.39
IV
82.1%
B/E move
12.6%

40Δ

Calls
Pseudo strike
28.84
IV
64.4%
B/E move
11.7%
Puts
Pseudo strike
25.99
IV
77.8%
B/E move
11.2%

45Δ

Calls
Pseudo strike
28.18
IV
66.9%
B/E move
10.6%
Puts
Pseudo strike
26.58
IV
73.5%
B/E move
9.8%

50Δ

Calls
Pseudo strike
27.52
IV
69.4%
B/E move
9.5%
Puts
Pseudo strike
27.18
IV
69.2%
B/E move
8.4%

55Δ

Calls
Pseudo strike
26.85
IV
71.8%
B/E move
8.4%
Puts
Pseudo strike
27.77
IV
65.0%
B/E move
7.0%

60Δ

Calls
Pseudo strike
26.19
IV
74.3%
B/E move
7.3%
Puts
Pseudo strike
28.37
IV
60.7%
B/E move
5.6%

65Δ

Calls
Pseudo strike
25.53
IV
76.8%
B/E move
6.2%
Puts
Pseudo strike
28.96
IV
56.4%
B/E move
4.2%

70Δ

Calls
Pseudo strike
24.80
IV
79.3%
B/E move
5.1%
Puts
Pseudo strike
29.56
IV
52.1%
B/E move
2.8%

75Δ

Calls
Pseudo strike
23.82
IV
82.3%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
22.84
IV
85.3%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations