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Cerus Corporation CERS

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-22T23:11:12.258Z

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 2026-10-22T23:11:10.438664+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$0.37$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$1.16
PutsExpensive3.61×
CallsExpensive2.81×
SkewBearish+63.77 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
20Δ4.61210.3%104.9%1.59408.7%53.7%
25Δ4.28218.0%92.4%1.72381.0%48.9%
30Δ3.96223.0%80.5%1.86353.4%44.2%
35Δ3.73212.1%71.9%2.00325.7%39.5%
40Δ3.50201.3%63.3%2.13298.0%34.7%
45Δ3.26190.5%54.7%2.27270.3%30.0%
50Δ3.03179.7%46.1%2.41242.7%25.3%
55Δ2.80168.8%37.5%2.55215.0%20.5%
60Δ2.56158.0%28.9%2.68187.3%15.8%
65Δ2.33147.2%20.3%2.82159.7%11.0%
70Δ2.09136.4%11.7%2.96132.0%6.3%
75Δ1.86153.9%7.6%3.16122.7%4.1%
80Δ1.61190.6%6.6%3.41122.4%3.0%

20Δ

Calls
Pseudo strike
4.61
IV
210.3%
B/E move
104.9%
Puts
Pseudo strike
1.59
IV
408.7%
B/E move
53.7%

25Δ

Calls
Pseudo strike
4.28
IV
218.0%
B/E move
92.4%
Puts
Pseudo strike
1.72
IV
381.0%
B/E move
48.9%

30Δ

Calls
Pseudo strike
3.96
IV
223.0%
B/E move
80.5%
Puts
Pseudo strike
1.86
IV
353.4%
B/E move
44.2%

35Δ

Calls
Pseudo strike
3.73
IV
212.1%
B/E move
71.9%
Puts
Pseudo strike
2.00
IV
325.7%
B/E move
39.5%

40Δ

Calls
Pseudo strike
3.50
IV
201.3%
B/E move
63.3%
Puts
Pseudo strike
2.13
IV
298.0%
B/E move
34.7%

45Δ

Calls
Pseudo strike
3.26
IV
190.5%
B/E move
54.7%
Puts
Pseudo strike
2.27
IV
270.3%
B/E move
30.0%

50Δ

Calls
Pseudo strike
3.03
IV
179.7%
B/E move
46.1%
Puts
Pseudo strike
2.41
IV
242.7%
B/E move
25.3%

55Δ

Calls
Pseudo strike
2.80
IV
168.8%
B/E move
37.5%
Puts
Pseudo strike
2.55
IV
215.0%
B/E move
20.5%

60Δ

Calls
Pseudo strike
2.56
IV
158.0%
B/E move
28.9%
Puts
Pseudo strike
2.68
IV
187.3%
B/E move
15.8%

65Δ

Calls
Pseudo strike
2.33
IV
147.2%
B/E move
20.3%
Puts
Pseudo strike
2.82
IV
159.7%
B/E move
11.0%

70Δ

Calls
Pseudo strike
2.09
IV
136.4%
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
153.9%
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
190.6%
B/E move
6.6%
Puts
Pseudo strike
3.41
IV
122.4%
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%