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Cerus Corporation Common Stock CERS

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Market datapartial · fetched 2026-10-23T18:38:23.042Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-23T18:38:10.963889932Z

FundamentalsAlpha Vantage · unavailable

Share price$2.34
1D+1.5%
$2.30$2.31$2.33$2.35$2.375:30 AM6:30 AM9:00 AM1:00 PMCERS
Sold putSold call

Cerus Corporation Common Stock options

Live interpolated CERS call and put midpoint premiums by absolute delta.Cerus Corporation Common Stock$0.26$0.40$0.53$0.67$0.81$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICECERS PRICE$0.27$0.34$0.40$0.46$0.52$0.58$0.65$0.71$0.77
PutsExpensive1.40×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ2.04118.5%24.1%
35Δ2.16114.7%21.7%
40Δ2.28111.0%19.3%
45Δ2.40107.3%16.9%
50Δ2.52103.6%14.5%
55Δ2.6499.8%12.1%
60Δ2.7696.1%9.7%
65Δ2.8792.4%7.3%
70Δ2.9988.6%4.9%
75Δ
80Δ

20Δ

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

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
2.04
IV
118.5%
B/E move
24.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.16
IV
114.7%
B/E move
21.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.28
IV
111.0%
B/E move
19.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.40
IV
107.3%
B/E move
16.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.52
IV
103.6%
B/E move
14.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.64
IV
99.8%
B/E move
12.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.76
IV
96.1%
B/E move
9.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.87
IV
92.4%
B/E move
7.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.99
IV
88.6%
B/E move
4.9%

75Δ

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

80Δ

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

Options history

CERS120.99130.47139.962026-10-20: 138.65%2026-10-21: 122.30%Oct 20Oct 21
Table
DateIV
138.65%
122.30%