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Celularity Inc. Class A Common Stock CELU

i

Market dataready · fetched 2026-11-11T14:55:36.858Z

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 · 2026-11-11T14:52:19.225178951Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-11T14:53:11.276303+00:00

Share price$0.74
1D+2.8%
$0.71$0.72$0.73$0.74$0.755:30 AM6:30 AM9:00 AM1:00 PMCELU
Sold putSold call

Celularity Inc. Class A Common Stock options

Live interpolated CELU call and put midpoint premiums by absolute delta.Celularity Inc. Class A Common Stock$0.14$0.28$0.42$0.56$0.70$0.05$0.29$0.54$0.78$1.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CELU spot · $0.74CELU PRICE$0.38$0.38$0.38$0.38$0.38$0.15$0.19$0.22$0.26$0.29$0.33$0.37$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.43$0.48$0.54$0.60$0.66
PutsExpensive3.75×
Calls——
Skew——
Implied moveBearish±$0.53
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.91800.0%618.0%0.53772.8%78.3%
25Δ4.31800.0%536.0%0.60721.7%69.5%
30Δ3.71800.0%454.0%0.67670.7%60.6%
35Δ3.10800.0%372.1%0.73619.6%51.8%
40Δ2.50800.0%290.1%0.80568.6%42.9%
45Δ0.86517.5%34.1%
50Δ1.00488.6%55.9%0.93466.5%25.2%
55Δ0.92512.9%50.0%0.99415.4%16.4%
60Δ0.84537.2%44.1%1.06393.9%13.5%
65Δ0.76561.5%38.1%1.14377.1%11.5%
70Δ0.68585.8%32.2%1.21360.4%9.5%
75Δ0.60610.1%26.3%1.28343.7%7.5%
80Δ0.52634.4%20.3%1.35326.9%5.6%

20Δ

Calls
Pseudo strike
4.91
IV
800.0%
B/E move
618.0%
Puts
Pseudo strike
0.53
IV
772.8%
B/E move
78.3%

25Δ

Calls
Pseudo strike
4.31
IV
800.0%
B/E move
536.0%
Puts
Pseudo strike
0.60
IV
721.7%
B/E move
69.5%

30Δ

Calls
Pseudo strike
3.71
IV
800.0%
B/E move
454.0%
Puts
Pseudo strike
0.67
IV
670.7%
B/E move
60.6%

35Δ

Calls
Pseudo strike
3.10
IV
800.0%
B/E move
372.1%
Puts
Pseudo strike
0.73
IV
619.6%
B/E move
51.8%

40Δ

Calls
Pseudo strike
2.50
IV
800.0%
B/E move
290.1%
Puts
Pseudo strike
0.80
IV
568.6%
B/E move
42.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.86
IV
517.5%
B/E move
34.1%

50Δ

Calls
Pseudo strike
1.00
IV
488.6%
B/E move
55.9%
Puts
Pseudo strike
0.93
IV
466.5%
B/E move
25.2%

55Δ

Calls
Pseudo strike
0.92
IV
512.9%
B/E move
50.0%
Puts
Pseudo strike
0.99
IV
415.4%
B/E move
16.4%

60Δ

Calls
Pseudo strike
0.84
IV
537.2%
B/E move
44.1%
Puts
Pseudo strike
1.06
IV
393.9%
B/E move
13.5%

65Δ

Calls
Pseudo strike
0.76
IV
561.5%
B/E move
38.1%
Puts
Pseudo strike
1.14
IV
377.1%
B/E move
11.5%

70Δ

Calls
Pseudo strike
0.68
IV
585.8%
B/E move
32.2%
Puts
Pseudo strike
1.21
IV
360.4%
B/E move
9.5%

75Δ

Calls
Pseudo strike
0.60
IV
610.1%
B/E move
26.3%
Puts
Pseudo strike
1.28
IV
343.7%
B/E move
7.5%

80Δ

Calls
Pseudo strike
0.52
IV
634.4%
B/E move
20.3%
Puts
Pseudo strike
1.35
IV
326.9%
B/E move
5.6%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations