IntraAlpha
Create free account Start free

Celularity Inc. Class A Common Stock CELU

i

Market datapartial · fetched 2026-10-22T06:49:09.139Z

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 · 2026-10-21T20:18:26.653171837Z

FundamentalsAlpha Vantage · unavailable

Share price$1.06
1D-17.8%
AH$1.00$1.08$1.16$1.23$1.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCELU
Sold putSold callAH

Celularity Inc. Class A Common Stock options

Live interpolated CELU call and put midpoint premiums by absolute delta.Celularity Inc. Class A Common Stock$0.11$0.25$0.38$0.51$0.64$-0.30$0.50$1.30$2.10$2.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CELU spot · $1.06CELU PRICE$0.13$0.16$0.19$0.22$0.25$0.28$0.34$0.43$0.50$0.50$0.51$0.60$0.50$0.51$0.52$0.52$0.53$0.53$0.54$0.55
PutsExpensive2.26×
CallsExpensive3.29×
SkewBullish-158.32 pp
Implied moveBearish±$0.82
TiltBalanced1.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ7.43493.2%612.8%1.03476.7%50.5%
30Δ6.45480.0%523.5%1.09439.9%45.2%
35Δ5.47466.9%434.3%1.15403.1%39.9%
40Δ4.50453.7%345.0%1.21366.3%34.6%
45Δ3.52440.5%255.7%1.28329.4%29.3%
50Δ2.54427.3%166.4%1.34292.6%24.0%
55Δ2.59486.5%176.1%1.40255.8%18.7%
60Δ3.90635.2%308.3%1.46219.0%13.4%
65Δ4.51727.8%373.0%
70Δ1.56535.5%94.3%
75Δ0.98432.6%40.8%
80Δ0.83494.9%35.0%

20Δ

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

25Δ

Calls
Pseudo strike
7.43
IV
493.2%
B/E move
612.8%
Puts
Pseudo strike
1.03
IV
476.7%
B/E move
50.5%

30Δ

Calls
Pseudo strike
6.45
IV
480.0%
B/E move
523.5%
Puts
Pseudo strike
1.09
IV
439.9%
B/E move
45.2%

35Δ

Calls
Pseudo strike
5.47
IV
466.9%
B/E move
434.3%
Puts
Pseudo strike
1.15
IV
403.1%
B/E move
39.9%

40Δ

Calls
Pseudo strike
4.50
IV
453.7%
B/E move
345.0%
Puts
Pseudo strike
1.21
IV
366.3%
B/E move
34.6%

45Δ

Calls
Pseudo strike
3.52
IV
440.5%
B/E move
255.7%
Puts
Pseudo strike
1.28
IV
329.4%
B/E move
29.3%

50Δ

Calls
Pseudo strike
2.54
IV
427.3%
B/E move
166.4%
Puts
Pseudo strike
1.34
IV
292.6%
B/E move
24.0%

55Δ

Calls
Pseudo strike
2.59
IV
486.5%
B/E move
176.1%
Puts
Pseudo strike
1.40
IV
255.8%
B/E move
18.7%

60Δ

Calls
Pseudo strike
3.90
IV
635.2%
B/E move
308.3%
Puts
Pseudo strike
1.46
IV
219.0%
B/E move
13.4%

65Δ

Calls
Pseudo strike
4.51
IV
727.8%
B/E move
373.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.56
IV
535.5%
B/E move
94.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
0.98
IV
432.6%
B/E move
40.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
0.83
IV
494.9%
B/E move
35.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations