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Certara, Inc. Common Stock CERT

HEALTHCARE · HEALTH INFORMATION SERVICES
i

Market dataready · fetched 2026-11-11T13:52:43.217Z

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 · 2026-11-11T13:47:41.598011017Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:52:42.678950+00:00

Share price$12.35
1D+0.0%
$12.34$12.35$12.35$12.35$12.365:30 AM6:30 AM9:00 AM1:00 PMCERT
Sold putSold call

Certara, Inc. Common Stock options

Live interpolated CERT call and put midpoint premiums by absolute delta.Certara, Inc. Common Stock$0.15$0.87$1.59$2.31$3.03$9.30$10.80$12.30$13.80$15.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ 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 PRICELive CERT spot · $12.35CERT PRICE$0.23$0.25$0.28$0.30$0.32$0.34$0.58$0.89$1.21$1.52$1.84$2.16$2.47$1.45$1.79$2.14$2.48$2.82
Puts——
CallsCheap0.82×
Skew——
Implied moveBearish±$2.03
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.88118.9%22.3%
25Δ14.43106.5%18.9%
30Δ13.9894.1%15.4%
35Δ13.5381.7%11.9%
40Δ13.0869.3%8.5%
45Δ12.6356.9%5.0%
50Δ12.2664.0%3.9%12.78150.8%8.3%
55Δ11.9278.6%3.7%13.24152.5%7.3%
60Δ11.5893.3%3.5%13.71154.3%6.3%
65Δ11.24107.9%3.3%14.18156.0%5.2%
70Δ10.90122.6%3.1%14.65157.8%4.2%
75Δ10.56137.3%2.9%
80Δ10.22151.9%2.8%

20Δ

Calls
Pseudo strike
14.88
IV
118.9%
B/E move
22.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
14.43
IV
106.5%
B/E move
18.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
13.98
IV
94.1%
B/E move
15.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
13.53
IV
81.7%
B/E move
11.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
13.08
IV
69.3%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
12.63
IV
56.9%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
12.26
IV
64.0%
B/E move
3.9%
Puts
Pseudo strike
12.78
IV
150.8%
B/E move
8.3%

55Δ

Calls
Pseudo strike
11.92
IV
78.6%
B/E move
3.7%
Puts
Pseudo strike
13.24
IV
152.5%
B/E move
7.3%

60Δ

Calls
Pseudo strike
11.58
IV
93.3%
B/E move
3.5%
Puts
Pseudo strike
13.71
IV
154.3%
B/E move
6.3%

65Δ

Calls
Pseudo strike
11.24
IV
107.9%
B/E move
3.3%
Puts
Pseudo strike
14.18
IV
156.0%
B/E move
5.2%

70Δ

Calls
Pseudo strike
10.90
IV
122.6%
B/E move
3.1%
Puts
Pseudo strike
14.65
IV
157.8%
B/E move
4.2%

75Δ

Calls
Pseudo strike
10.56
IV
137.3%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.22
IV
151.9%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend156.33%
Daily EOD
CERT112.9%138.0%163.0%2026-10-20: 139.99%2026-10-21: 158.28%2026-10-22: 145.20%2026-10-23: 159.58%2026-10-26: 116.38%2026-10-27: 131.21%2026-10-28: 147.09%2026-10-29: 144.47%2026-10-30: 156.33%Oct 20Oct 26Oct 30
9 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
139.99%
158.28%
145.20%
159.58%
116.38%
131.21%
147.09%
144.47%
156.33%