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CEVA, Inc. Common Stock CEVA

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-11-11T14:29:03.803Z

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 · 2026-11-11T14:20:26.937716012Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:29:03.452907+00:00

Share price$26.41
1D+1.2%
$25.86$26.01$26.16$26.31$26.465:30 AM6:30 AM9:00 AM1:00 PMCEVA
Sold putSold call

CEVA, Inc. Common Stock options

Live interpolated CEVA call and put midpoint premiums by absolute delta.CEVA, Inc. Common Stock$0.00$3.90$7.79$11.69$15.58$17.09$21.58$26.08$30.58$35.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CEVA spot · $26.41CEVA PRICE$0.31$0.39$0.46$0.53$0.61$0.68$0.76$0.83$0.91$0.98$1.05$1.13$1.20$0.74$1.06$1.39$1.72$2.46$3.32$4.18$5.04$6.53$10.17$14.45
Puts——
CallsCheap0.31×
Skew——
Implied moveBearish±$4.93
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.7572.0%13.8%22.44142.7%17.8%
25Δ29.4468.6%12.9%23.24145.6%16.0%
30Δ29.1365.2%12.0%24.03148.8%14.3%
35Δ28.8261.8%11.1%24.81152.0%12.6%
40Δ28.5158.4%10.2%25.84162.0%11.5%
45Δ28.2055.0%9.3%26.94174.2%10.6%
50Δ27.8951.6%8.4%28.05186.3%9.6%
55Δ27.5848.2%7.5%29.15198.4%8.7%
60Δ27.2744.7%6.7%30.83219.8%8.0%
65Δ26.9641.3%5.8%34.47272.3%8.0%
70Δ26.6537.9%4.9%38.95311.4%7.3%
75Δ26.3434.5%4.0%
80Δ26.0331.1%3.1%

20Δ

Calls
Pseudo strike
29.75
IV
72.0%
B/E move
13.8%
Puts
Pseudo strike
22.44
IV
142.7%
B/E move
17.8%

25Δ

Calls
Pseudo strike
29.44
IV
68.6%
B/E move
12.9%
Puts
Pseudo strike
23.24
IV
145.6%
B/E move
16.0%

30Δ

Calls
Pseudo strike
29.13
IV
65.2%
B/E move
12.0%
Puts
Pseudo strike
24.03
IV
148.8%
B/E move
14.3%

35Δ

Calls
Pseudo strike
28.82
IV
61.8%
B/E move
11.1%
Puts
Pseudo strike
24.81
IV
152.0%
B/E move
12.6%

40Δ

Calls
Pseudo strike
28.51
IV
58.4%
B/E move
10.2%
Puts
Pseudo strike
25.84
IV
162.0%
B/E move
11.5%

45Δ

Calls
Pseudo strike
28.20
IV
55.0%
B/E move
9.3%
Puts
Pseudo strike
26.94
IV
174.2%
B/E move
10.6%

50Δ

Calls
Pseudo strike
27.89
IV
51.6%
B/E move
8.4%
Puts
Pseudo strike
28.05
IV
186.3%
B/E move
9.6%

55Δ

Calls
Pseudo strike
27.58
IV
48.2%
B/E move
7.5%
Puts
Pseudo strike
29.15
IV
198.4%
B/E move
8.7%

60Δ

Calls
Pseudo strike
27.27
IV
44.7%
B/E move
6.7%
Puts
Pseudo strike
30.83
IV
219.8%
B/E move
8.0%

65Δ

Calls
Pseudo strike
26.96
IV
41.3%
B/E move
5.8%
Puts
Pseudo strike
34.47
IV
272.3%
B/E move
8.0%

70Δ

Calls
Pseudo strike
26.65
IV
37.9%
B/E move
4.9%
Puts
Pseudo strike
38.95
IV
311.4%
B/E move
7.3%

75Δ

Calls
Pseudo strike
26.34
IV
34.5%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
26.03
IV
31.1%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend82.13%
Daily EOD
CEVA75.9%79.3%82.6%2026-10-19: 76.38%2026-10-20: 77.56%2026-10-21: 79.18%2026-10-22: 77.51%2026-10-23: 79.51%2026-10-26: 78.59%2026-10-27: 81.34%2026-10-28: 79.67%2026-10-29: 78.15%2026-10-30: 82.13%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
76.38%
77.56%
79.18%
77.51%
79.51%
78.59%
81.34%
79.67%
78.15%
82.13%