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CEVA, Inc. Common Stock CEVA

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Market datapartial · fetched 2026-10-22T04:23:08.369Z

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 · 2026-10-21T22:45:56.267910858Z

FundamentalsAlpha Vantage · unavailable

Share price$29.61
1D-2.4%
AH$29.13$29.39$29.65$29.91$30.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCEVA
Sold putSold callAH

CEVA, Inc. Common Stock options

Live interpolated CEVA call and put midpoint premiums by absolute delta.CEVA, Inc. Common Stock$0.72$2.85$4.97$7.10$9.22$20.56$25.43$30.31$35.19$40.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CEVA spot · $29.61CEVA PRICE$1.14$1.22$1.29$1.65$2.03$2.41$2.79$3.20$3.70$4.20$4.71$5.21$5.90$0.95$1.31$1.68$2.06$2.43$2.80$3.35$4.00$4.65$5.30$5.96$7.04$8.61
PutsFair1.00×
CallsExpensive1.22×
SkewBullish-16.98 pp
Implied moveBearish±$6.14
TiltBearish11.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.84163.6%82.3%24.7789.4%19.5%
25Δ44.33129.0%53.8%25.7988.5%17.3%
30Δ35.8294.4%25.3%26.7587.4%15.3%
35Δ34.0492.3%20.5%27.7186.4%13.4%
40Δ32.9893.6%18.2%28.6685.3%11.4%
45Δ31.9194.9%15.9%29.6284.3%9.4%
50Δ30.8596.3%13.6%30.5983.5%8.0%
55Δ29.8096.9%11.5%31.5683.0%6.9%
60Δ28.8295.1%9.8%32.5482.5%5.8%
65Δ27.8393.2%8.2%33.5182.0%4.7%
70Δ26.8591.3%6.6%34.4981.5%3.6%
75Δ25.8689.4%4.9%35.8482.0%2.7%
80Δ24.7490.2%3.5%37.6283.6%2.0%

20Δ

Calls
Pseudo strike
52.84
IV
163.6%
B/E move
82.3%
Puts
Pseudo strike
24.77
IV
89.4%
B/E move
19.5%

25Δ

Calls
Pseudo strike
44.33
IV
129.0%
B/E move
53.8%
Puts
Pseudo strike
25.79
IV
88.5%
B/E move
17.3%

30Δ

Calls
Pseudo strike
35.82
IV
94.4%
B/E move
25.3%
Puts
Pseudo strike
26.75
IV
87.4%
B/E move
15.3%

35Δ

Calls
Pseudo strike
34.04
IV
92.3%
B/E move
20.5%
Puts
Pseudo strike
27.71
IV
86.4%
B/E move
13.4%

40Δ

Calls
Pseudo strike
32.98
IV
93.6%
B/E move
18.2%
Puts
Pseudo strike
28.66
IV
85.3%
B/E move
11.4%

45Δ

Calls
Pseudo strike
31.91
IV
94.9%
B/E move
15.9%
Puts
Pseudo strike
29.62
IV
84.3%
B/E move
9.4%

50Δ

Calls
Pseudo strike
30.85
IV
96.3%
B/E move
13.6%
Puts
Pseudo strike
30.59
IV
83.5%
B/E move
8.0%

55Δ

Calls
Pseudo strike
29.80
IV
96.9%
B/E move
11.5%
Puts
Pseudo strike
31.56
IV
83.0%
B/E move
6.9%

60Δ

Calls
Pseudo strike
28.82
IV
95.1%
B/E move
9.8%
Puts
Pseudo strike
32.54
IV
82.5%
B/E move
5.8%

65Δ

Calls
Pseudo strike
27.83
IV
93.2%
B/E move
8.2%
Puts
Pseudo strike
33.51
IV
82.0%
B/E move
4.7%

70Δ

Calls
Pseudo strike
26.85
IV
91.3%
B/E move
6.6%
Puts
Pseudo strike
34.49
IV
81.5%
B/E move
3.6%

75Δ

Calls
Pseudo strike
25.86
IV
89.4%
B/E move
4.9%
Puts
Pseudo strike
35.84
IV
82.0%
B/E move
2.7%

80Δ

Calls
Pseudo strike
24.74
IV
90.2%
B/E move
3.5%
Puts
Pseudo strike
37.62
IV
83.6%
B/E move
2.0%

Options history

No recorded observations