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Cerus Corporation Common Stock CERS

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Market dataready · fetched 2026-11-13T02:24:16.423Z

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 · 2026-11-12T21:31:11.85203904Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T02:24:15.443182+00:00

Share price$1.94
1D-4.4%
AH$1.92$1.95$1.99$2.02$2.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCERS
Sold putSold callAH

Cerus Corporation Common Stock options

Live interpolated CERS call and put midpoint premiums by absolute delta.Cerus Corporation Common Stock$0.35$0.39$0.44$0.48$0.53$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICECERS PRICE$0.35$0.39$0.43$0.47$0.51$0.50
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.40747.9%53.6%
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ1.93301.5%17.6%
65Δ1.83288.6%14.6%
70Δ1.73275.6%11.5%
75Δ1.63262.6%8.4%
80Δ1.53249.7%5.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.40
IV
747.9%
B/E move
53.6%

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

Calls
Pseudo strike
1.93
IV
301.5%
B/E move
17.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
1.83
IV
288.6%
B/E move
14.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.73
IV
275.6%
B/E move
11.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.63
IV
262.6%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.53
IV
249.7%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend136.10%
Daily EOD
CERS121.0%130.5%140.0%2026-10-20: 138.65%2026-10-21: 122.30%2026-10-23: 135.01%2026-10-27: 136.10%Oct 20Oct 21Oct 27
4 observations2026-10-20 — 2026-10-27
Table
DateIV (%)
138.65%
122.30%
135.01%
136.10%