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Cerebras Systems Inc. Class A Common Stock CBRS

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-20T16:40:15.540Z

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 · 2026-10-20T16:39:50.967639426Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T16:40:14.933589+00:00

Share price$122.61
1D+4.5%
$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$0.84$4.25$7.65$11.06$14.46$107.30$114.95$122.59$130.23$137.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CBRS spot · $122.61CBRS PRICE$1.21$1.63$2.03$2.48$3.02$3.60$4.18$4.83$5.73$6.29$9.43$11.23$13.48$1.32$1.74$2.20$2.70$3.27$3.87$4.45$5.46$6.41$6.99$8.22$9.50$10.20
PutsCheap0.90×
CallsExpensive1.59×
SkewBullish-10.91 pp
Implied moveBearish±$8.64
TiltBullish2.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ133.12101.8%9.6%113.97101.7%8.1%
25Δ131.19103.0%8.3%115.8499.9%6.9%
30Δ129.20100.7%7.0%117.4998.7%6.0%
35Δ127.5199.6%6.0%118.9998.0%5.1%
40Δ126.02100.2%5.2%120.3897.8%4.5%
45Δ124.58100.6%4.5%121.7797.2%3.8%
50Δ123.1599.7%3.9%123.1194.9%3.2%
55Δ121.7699.0%3.3%124.5399.5%2.9%
60Δ120.32101.7%2.8%126.03100.6%2.4%
65Δ119.0297.0%2.2%127.2695.1%1.9%
70Δ116.12129.2%2.4%128.9196.7%1.6%
75Δ113.79134.7%2.0%130.6096.7%1.2%
80Δ111.02141.2%1.6%131.7789.7%0.8%

20Δ

Calls
Pseudo strike
133.12
IV
101.8%
B/E move
9.6%
Puts
Pseudo strike
113.97
IV
101.7%
B/E move
8.1%

25Δ

Calls
Pseudo strike
131.19
IV
103.0%
B/E move
8.3%
Puts
Pseudo strike
115.84
IV
99.9%
B/E move
6.9%

30Δ

Calls
Pseudo strike
129.20
IV
100.7%
B/E move
7.0%
Puts
Pseudo strike
117.49
IV
98.7%
B/E move
6.0%

35Δ

Calls
Pseudo strike
127.51
IV
99.6%
B/E move
6.0%
Puts
Pseudo strike
118.99
IV
98.0%
B/E move
5.1%

40Δ

Calls
Pseudo strike
126.02
IV
100.2%
B/E move
5.2%
Puts
Pseudo strike
120.38
IV
97.8%
B/E move
4.5%

45Δ

Calls
Pseudo strike
124.58
IV
100.6%
B/E move
4.5%
Puts
Pseudo strike
121.77
IV
97.2%
B/E move
3.8%

50Δ

Calls
Pseudo strike
123.15
IV
99.7%
B/E move
3.9%
Puts
Pseudo strike
123.11
IV
94.9%
B/E move
3.2%

55Δ

Calls
Pseudo strike
121.76
IV
99.0%
B/E move
3.3%
Puts
Pseudo strike
124.53
IV
99.5%
B/E move
2.9%

60Δ

Calls
Pseudo strike
120.32
IV
101.7%
B/E move
2.8%
Puts
Pseudo strike
126.03
IV
100.6%
B/E move
2.4%

65Δ

Calls
Pseudo strike
119.02
IV
97.0%
B/E move
2.2%
Puts
Pseudo strike
127.26
IV
95.1%
B/E move
1.9%

70Δ

Calls
Pseudo strike
116.12
IV
129.2%
B/E move
2.4%
Puts
Pseudo strike
128.91
IV
96.7%
B/E move
1.6%

75Δ

Calls
Pseudo strike
113.79
IV
134.7%
B/E move
2.0%
Puts
Pseudo strike
130.60
IV
96.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
111.02
IV
141.2%
B/E move
1.6%
Puts
Pseudo strike
131.77
IV
89.7%
B/E move
0.8%

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%