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Cerus Corporation CERS

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-22T20:46:41.210Z

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 · 2026-10-22T20:34:59.064938871Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T20:40:12.336425+00:00

Share price$2.31
1D-4.1%
AH$2.28$2.31$2.35$2.38$2.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCERS
Sold putSold callAH

Cerus Corporation options

Live interpolated CERS call and put midpoint premiums by absolute delta.Cerus Corporation$0.09$0.38$0.67$0.96$1.25$0.36$1.23$2.10$2.97$3.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CERS spot · $2.31CERS PRICE$0.12$0.17$0.21$0.24$0.28$0.31$0.35$0.38$0.42$0.45$0.49$0.63$0.85$0.52$0.54$0.57$0.60$0.63$0.65$0.68$0.71$0.74$0.76$0.79$0.95$1.17
PutsExpensive3.61×
CallsExpensive2.81×
SkewBearish+63.79 pp
Implied moveBearish±$1.03
TiltBearish31.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.61209.9%104.9%1.59408.0%53.7%
25Δ4.28217.7%92.4%1.72380.4%48.9%
30Δ3.96222.6%80.5%1.86352.8%44.2%
35Δ3.73211.8%71.9%2.00325.2%39.5%
40Δ3.50201.0%63.3%2.13297.6%34.7%
45Δ3.26190.2%54.7%2.27270.0%30.0%
50Δ3.03179.4%46.1%2.41242.4%25.3%
55Δ2.80168.5%37.5%2.55214.8%20.5%
60Δ2.56157.7%28.9%2.68187.2%15.8%
65Δ2.33146.9%20.3%2.82159.6%11.0%
70Δ2.09136.1%11.7%2.96132.0%6.3%
75Δ1.86153.6%7.6%3.16122.7%4.1%
80Δ1.61190.2%6.6%3.41122.3%3.0%

20Δ

Calls
Pseudo strike
4.61
IV
209.9%
B/E move
104.9%
Puts
Pseudo strike
1.59
IV
408.0%
B/E move
53.7%

25Δ

Calls
Pseudo strike
4.28
IV
217.7%
B/E move
92.4%
Puts
Pseudo strike
1.72
IV
380.4%
B/E move
48.9%

30Δ

Calls
Pseudo strike
3.96
IV
222.6%
B/E move
80.5%
Puts
Pseudo strike
1.86
IV
352.8%
B/E move
44.2%

35Δ

Calls
Pseudo strike
3.73
IV
211.8%
B/E move
71.9%
Puts
Pseudo strike
2.00
IV
325.2%
B/E move
39.5%

40Δ

Calls
Pseudo strike
3.50
IV
201.0%
B/E move
63.3%
Puts
Pseudo strike
2.13
IV
297.6%
B/E move
34.7%

45Δ

Calls
Pseudo strike
3.26
IV
190.2%
B/E move
54.7%
Puts
Pseudo strike
2.27
IV
270.0%
B/E move
30.0%

50Δ

Calls
Pseudo strike
3.03
IV
179.4%
B/E move
46.1%
Puts
Pseudo strike
2.41
IV
242.4%
B/E move
25.3%

55Δ

Calls
Pseudo strike
2.80
IV
168.5%
B/E move
37.5%
Puts
Pseudo strike
2.55
IV
214.8%
B/E move
20.5%

60Δ

Calls
Pseudo strike
2.56
IV
157.7%
B/E move
28.9%
Puts
Pseudo strike
2.68
IV
187.2%
B/E move
15.8%

65Δ

Calls
Pseudo strike
2.33
IV
146.9%
B/E move
20.3%
Puts
Pseudo strike
2.82
IV
159.6%
B/E move
11.0%

70Δ

Calls
Pseudo strike
2.09
IV
136.1%
B/E move
11.7%
Puts
Pseudo strike
2.96
IV
132.0%
B/E move
6.3%

75Δ

Calls
Pseudo strike
1.86
IV
153.6%
B/E move
7.6%
Puts
Pseudo strike
3.16
IV
122.7%
B/E move
4.1%

80Δ

Calls
Pseudo strike
1.61
IV
190.2%
B/E move
6.6%
Puts
Pseudo strike
3.41
IV
122.3%
B/E move
3.0%

Options history

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