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Cerebras Systems Inc. Class A Common Stock CBRS

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-11-09T20:54:10.953Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-09T20:54:08.524282539Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-09T20:54:10.383852+00:00

Share price$96.03
1D+7.2%
$88$90$93$95$985:30 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$1.32$6.23$11.15$16.07$20.98$77.93$85.60$93.26$100.92$108.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive CBRS spot · $96.03CBRS PRICE$1.85$2.46$3.10$3.88$4.72$5.80$6.66$8.00$9.50$2.40$3.22$4.10$5.16$6.16$8.75$10.05$12.60$14.45$19.57
Puts——
Calls——
Skew——
Implied moveBearish±$15.40
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.55179.4%21.2%82.73192.8%16.3%
25Δ110.96179.4%18.1%85.53193.2%14.3%
30Δ107.76177.9%15.4%88.20192.1%12.4%
35Δ105.21181.1%13.6%90.69193.8%10.9%
40Δ102.66182.8%11.8%93.16190.6%9.4%
45Δ100.49190.9%10.7%
50Δ97.90186.6%8.9%97.99191.3%7.1%
55Δ95.59194.5%7.9%100.38188.0%5.9%
60Δ93.10201.6%6.8%103.52200.5%5.3%
65Δ
70Δ107.47174.3%3.1%
75Δ112.96198.5%2.7%
80Δ

20Δ

Calls
Pseudo strike
114.55
IV
179.4%
B/E move
21.2%
Puts
Pseudo strike
82.73
IV
192.8%
B/E move
16.3%

25Δ

Calls
Pseudo strike
110.96
IV
179.4%
B/E move
18.1%
Puts
Pseudo strike
85.53
IV
193.2%
B/E move
14.3%

30Δ

Calls
Pseudo strike
107.76
IV
177.9%
B/E move
15.4%
Puts
Pseudo strike
88.20
IV
192.1%
B/E move
12.4%

35Δ

Calls
Pseudo strike
105.21
IV
181.1%
B/E move
13.6%
Puts
Pseudo strike
90.69
IV
193.8%
B/E move
10.9%

40Δ

Calls
Pseudo strike
102.66
IV
182.8%
B/E move
11.8%
Puts
Pseudo strike
93.16
IV
190.6%
B/E move
9.4%

45Δ

Calls
Pseudo strike
100.49
IV
190.9%
B/E move
10.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
97.90
IV
186.6%
B/E move
8.9%
Puts
Pseudo strike
97.99
IV
191.3%
B/E move
7.1%

55Δ

Calls
Pseudo strike
95.59
IV
194.5%
B/E move
7.9%
Puts
Pseudo strike
100.38
IV
188.0%
B/E move
5.9%

60Δ

Calls
Pseudo strike
93.10
IV
201.6%
B/E move
6.8%
Puts
Pseudo strike
103.52
IV
200.5%
B/E move
5.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
107.47
IV
174.3%
B/E move
3.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
112.96
IV
198.5%
B/E move
2.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend104.31%
Daily close
CBRS59.0%108.2%157.4%2026-08-11: 130.67%2026-08-12: 150.65%2026-08-13: 107.17%2026-08-14: 93.72%2026-08-17: 109.06%2026-08-18: 106.28%2026-08-19: 100.55%2026-08-20: 97.75%2026-08-21: 87.91%2026-08-24: 94.23%2026-08-25: 90.19%2026-08-26: 92.04%2026-08-27: 89.08%2026-08-28: 70.47%2026-08-31: 74.02%2026-09-01: 72.56%2026-09-02: 74.76%2026-09-03: 72.67%2026-09-04: 73.44%2026-09-08: 78.43%2026-09-09: 75.23%2026-09-10: 75.21%2026-09-11: 69.54%2026-09-14: 73.75%2026-09-15: 73.06%2026-09-16: 78.03%2026-09-17: 73.78%2026-09-18: 67.49%2026-09-21: 74.87%2026-09-22: 74.44%2026-09-23: 76.19%2026-09-24: 71.65%2026-09-25: 74.06%2026-09-28: 78.87%2026-09-29: 82.41%2026-09-30: 70.51%2026-10-01: 72.08%2026-10-02: 66.10%2026-10-05: 72.03%2026-10-06: 71.12%2026-10-07: 69.64%2026-10-08: 70.18%2026-10-09: 65.79%2026-10-12: 71.91%2026-10-13: 73.78%2026-10-14: 77.72%2026-10-15: 82.52%2026-10-16: 87.48%2026-10-19: 92.02%2026-10-20: 91.07%2026-10-21: 88.89%2026-10-22: 96.81%2026-10-23: 91.99%2026-10-26: 96.51%2026-10-27: 104.78%2026-10-28: 113.20%2026-10-29: 106.76%2026-10-30: 104.31%Aug 11Sep 21Oct 30
58 observations2026-08-11 — 2026-10-30
Table
DateIV (%)
130.67%
150.65%
107.17%
93.72%
109.06%
106.28%
100.55%
97.75%
87.91%
94.23%
90.19%
92.04%
89.08%
70.47%
74.02%
72.56%
74.76%
72.67%
73.44%
78.43%
75.23%
75.21%
69.54%
73.75%
73.06%
78.03%
73.78%
67.49%
74.87%
74.44%
76.19%
71.65%
74.06%
78.87%
82.41%
70.51%
72.08%
66.10%
72.03%
71.12%
69.64%
70.18%
65.79%
71.91%
73.78%
77.72%
82.52%
87.48%
92.02%
91.07%
88.89%
96.81%
91.99%
96.51%
104.78%
113.20%
106.76%
104.31%