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Certara, Inc. Common Stock CERT

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Market datapartial · fetched 2026-10-22T21:09:37.066Z

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 · 2026-10-22T20:59:00.512965086Z

FundamentalsAlpha Vantage · unavailable

Share price$10.03
1D-1.4%
AH$9.88$9.99$10.09$10.19$10.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCERT
Sold putSold callAH

Certara, Inc. Common Stock options

Live interpolated CERT call and put midpoint premiums by absolute delta.Certara, Inc. Common Stock$0.17$0.88$1.59$2.30$3.01$6.56$8.25$9.93$11.62$13.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CERT spot · $10.03CERT PRICE$0.25$0.36$0.47$0.57$0.68$0.79$0.90$1.00$1.32$1.69$2.06$2.43$2.80$1.08$1.43$1.77$2.12$2.46$2.81
PutsExpensive1.52×
CallsExpensive1.26×
SkewBearish+6.97 pp
Implied moveBearish±$2.32
TiltBullish13.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.1569.1%23.7%
25Δ11.8571.8%21.7%
30Δ11.5574.6%19.8%
35Δ11.2577.3%17.9%
40Δ10.9580.0%16.0%
45Δ10.6682.7%14.1%10.1192.8%10.0%
50Δ10.3685.4%12.2%10.5695.6%8.9%
55Δ10.0688.1%10.3%11.0198.4%7.8%
60Δ9.6296.4%9.1%11.47101.2%6.8%
65Δ9.15106.0%8.1%11.92104.0%5.7%
70Δ8.69115.6%7.2%12.38106.9%4.6%
75Δ8.22125.1%6.2%
80Δ7.75134.7%5.2%

20Δ

Calls
Pseudo strike
12.15
IV
69.1%
B/E move
23.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
11.85
IV
71.8%
B/E move
21.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
11.55
IV
74.6%
B/E move
19.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
11.25
IV
77.3%
B/E move
17.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
10.95
IV
80.0%
B/E move
16.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
10.66
IV
82.7%
B/E move
14.1%
Puts
Pseudo strike
10.11
IV
92.8%
B/E move
10.0%

50Δ

Calls
Pseudo strike
10.36
IV
85.4%
B/E move
12.2%
Puts
Pseudo strike
10.56
IV
95.6%
B/E move
8.9%

55Δ

Calls
Pseudo strike
10.06
IV
88.1%
B/E move
10.3%
Puts
Pseudo strike
11.01
IV
98.4%
B/E move
7.8%

60Δ

Calls
Pseudo strike
9.62
IV
96.4%
B/E move
9.1%
Puts
Pseudo strike
11.47
IV
101.2%
B/E move
6.8%

65Δ

Calls
Pseudo strike
9.15
IV
106.0%
B/E move
8.1%
Puts
Pseudo strike
11.92
IV
104.0%
B/E move
5.7%

70Δ

Calls
Pseudo strike
8.69
IV
115.6%
B/E move
7.2%
Puts
Pseudo strike
12.38
IV
106.9%
B/E move
4.6%

75Δ

Calls
Pseudo strike
8.22
IV
125.1%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
7.75
IV
134.7%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

Options history

CERT138.52149.13159.742026-10-20: 139.99%2026-10-21: 158.28%Oct 20Oct 21
Table
DateIV
139.99%
158.28%