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Cerebras Systems Inc. Class A Common Stock CBRS

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-20T16:02:06.959Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday expirations. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-20T16:01:57.976684541Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T16:02:06.305783+00:00

Share price$123.40
1D+5.2%
$117$119$121$124$1265:30 AM6:30 AM9:00 AM1:00 PMCBRS
Sold putSold call

Cerebras Systems Inc. Class A Common Stock options

Live interpolated CBRS call and put midpoint premiums by absolute delta.Cerebras Systems Inc. Class A Common Stock$0.85$4.05$7.25$10.45$13.66$108.16$115.56$122.96$130.36$137.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CBRS spot · $123.40CBRS PRICE$1.19$1.57$1.99$2.46$2.99$3.59$4.13$4.85$5.48$6.42$7.50$8.17$11.98$1.40$1.82$2.37$2.85$3.38$4.21$4.73$5.83$6.85$7.59$8.94$10.70$12.73
PutsFair0.97×
CallsExpensive1.47×
SkewBearish+4.45 pp
Implied moveBearish±$8.87
TiltBearish8.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ133.7599.7%9.4%114.27107.2%8.5%
25Δ131.6398.5%7.9%116.32104.3%7.2%
30Δ129.8498.0%6.8%117.94105.5%6.3%
35Δ128.2397.7%5.9%119.59102.8%5.4%
40Δ126.7798.6%5.2%121.13100.5%4.6%
45Δ125.3699.6%4.5%122.53104.6%4.1%
50Δ123.9397.8%3.8%123.95100.1%3.4%
55Δ122.5498.5%3.2%125.50104.9%3.0%
60Δ121.2096.5%2.7%127.08106.3%2.6%
65Δ119.7498.3%2.2%128.45102.2%2.1%
70Δ118.18100.2%1.8%130.27103.9%1.7%
75Δ116.9294.9%1.4%132.43107.2%1.3%
80Δ113.08123.0%1.3%134.87109.6%1.0%

20Δ

Calls
Pseudo strike
133.75
IV
99.7%
B/E move
9.4%
Puts
Pseudo strike
114.27
IV
107.2%
B/E move
8.5%

25Δ

Calls
Pseudo strike
131.63
IV
98.5%
B/E move
7.9%
Puts
Pseudo strike
116.32
IV
104.3%
B/E move
7.2%

30Δ

Calls
Pseudo strike
129.84
IV
98.0%
B/E move
6.8%
Puts
Pseudo strike
117.94
IV
105.5%
B/E move
6.3%

35Δ

Calls
Pseudo strike
128.23
IV
97.7%
B/E move
5.9%
Puts
Pseudo strike
119.59
IV
102.8%
B/E move
5.4%

40Δ

Calls
Pseudo strike
126.77
IV
98.6%
B/E move
5.2%
Puts
Pseudo strike
121.13
IV
100.5%
B/E move
4.6%

45Δ

Calls
Pseudo strike
125.36
IV
99.6%
B/E move
4.5%
Puts
Pseudo strike
122.53
IV
104.6%
B/E move
4.1%

50Δ

Calls
Pseudo strike
123.93
IV
97.8%
B/E move
3.8%
Puts
Pseudo strike
123.95
IV
100.1%
B/E move
3.4%

55Δ

Calls
Pseudo strike
122.54
IV
98.5%
B/E move
3.2%
Puts
Pseudo strike
125.50
IV
104.9%
B/E move
3.0%

60Δ

Calls
Pseudo strike
121.20
IV
96.5%
B/E move
2.7%
Puts
Pseudo strike
127.08
IV
106.3%
B/E move
2.6%

65Δ

Calls
Pseudo strike
119.74
IV
98.3%
B/E move
2.2%
Puts
Pseudo strike
128.45
IV
102.2%
B/E move
2.1%

70Δ

Calls
Pseudo strike
118.18
IV
100.2%
B/E move
1.8%
Puts
Pseudo strike
130.27
IV
103.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
116.92
IV
94.9%
B/E move
1.4%
Puts
Pseudo strike
132.43
IV
107.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
113.08
IV
123.0%
B/E move
1.3%
Puts
Pseudo strike
134.87
IV
109.6%
B/E move
1.0%

Options history

CBRS58.70108.99159.282026-07-22: 131.10%2026-07-23: 136.21%2026-07-24: 125.46%2026-07-27: 134.69%2026-07-28: 136.54%2026-07-29: 134.65%2026-07-30: 135.91%2026-07-31: 125.07%2026-08-03: 136.72%2026-08-04: 136.27%2026-08-05: 131.69%2026-08-06: 129.50%2026-08-07: 128.35%2026-08-10: 136.68%2026-08-11: 129.93%2026-08-12: 152.34%2026-08-13: 108.58%2026-08-14: 93.63%2026-08-17: 109.25%2026-08-18: 106.61%2026-08-19: 98.72%2026-08-20: 96.47%2026-08-21: 87.44%2026-08-24: 93.65%2026-08-25: 90.14%2026-08-26: 90.96%2026-08-27: 87.36%2026-08-28: 69.95%2026-08-31: 73.38%2026-09-01: 72.73%2026-09-02: 74.38%2026-09-03: 72.11%2026-09-04: 74.05%2026-09-08: 79.53%2026-09-09: 75.02%2026-09-10: 74.75%2026-09-11: 67.52%2026-09-14: 73.71%2026-09-15: 73.08%2026-09-16: 77.26%2026-09-17: 72.80%2026-09-18: 67.48%2026-09-21: 74.73%2026-09-22: 74.02%2026-09-23: 75.97%2026-09-24: 72.33%2026-09-25: 73.49%2026-09-28: 78.78%2026-09-29: 82.01%2026-09-30: 70.99%2026-10-01: 71.99%2026-10-02: 66.53%2026-10-05: 71.59%2026-10-06: 71.28%2026-10-07: 69.39%2026-10-08: 71.21%2026-10-09: 65.64%2026-10-12: 71.98%2026-10-13: 73.13%2026-10-14: 77.84%2026-10-15: 82.07%2026-10-16: 86.98%2026-10-19: 92.04%Jul 22Oct 19
Table
DateIV
131.10%
136.21%
125.46%
134.69%
136.54%
134.65%
135.91%
125.07%
136.72%
136.27%
131.69%
129.50%
128.35%
136.68%
129.93%
152.34%
108.58%
93.63%
109.25%
106.61%
98.72%
96.47%
87.44%
93.65%
90.14%
90.96%
87.36%
69.95%
73.38%
72.73%
74.38%
72.11%
74.05%
79.53%
75.02%
74.75%
67.52%
73.71%
73.08%
77.26%
72.80%
67.48%
74.73%
74.02%
75.97%
72.33%
73.49%
78.78%
82.01%
70.99%
71.99%
66.53%
71.59%
71.28%
69.39%
71.21%
65.64%
71.98%
73.13%
77.84%
82.07%
86.98%
92.04%