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CEVA Inc CEVA

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-22T11:28:57.994Z

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 · 2026-10-22T08:42:03.224515089Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T11:28:02.023859+00:00

Share price$28.50
1D
Price history unavailable.

CEVA Inc options

Live interpolated CEVA call and put midpoint premiums by absolute delta.CEVA Inc$0.57$2.81$5.04$7.28$9.51$19.50$24.78$30.06$35.33$40.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CEVA spot · $28.50CEVA PRICE$1.15$1.23$1.39$1.80$2.22$2.64$3.05$3.64$4.26$4.87$5.48$6.92$8.87$0.82$1.07$1.37$1.67$1.96$2.26$2.56$2.86
PutsCheap0.86×
CallsExpensive1.50×
SkewBullish-50.86 pp
Implied moveBullish±$5.62
TiltBullish53.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.07170.9%86.7%24.1680.1%18.1%
25Δ42.57132.9%53.7%25.1878.8%15.4%
30Δ34.76103.3%26.8%25.9476.8%13.8%
35Δ33.60106.2%24.2%26.7174.8%12.1%
40Δ32.44109.0%21.6%27.4772.9%10.5%
45Δ31.28111.9%19.0%28.2470.9%8.9%
50Δ30.13114.8%16.4%29.0068.9%7.2%
55Δ28.93116.1%14.3%29.7766.9%5.6%
60Δ27.73117.3%12.2%
65Δ26.54118.4%10.2%
70Δ25.34119.6%8.1%
75Δ23.65137.3%7.3%
80Δ21.53162.3%6.7%

20Δ

Calls
Pseudo strike
52.07
IV
170.9%
B/E move
86.7%
Puts
Pseudo strike
24.16
IV
80.1%
B/E move
18.1%

25Δ

Calls
Pseudo strike
42.57
IV
132.9%
B/E move
53.7%
Puts
Pseudo strike
25.18
IV
78.8%
B/E move
15.4%

30Δ

Calls
Pseudo strike
34.76
IV
103.3%
B/E move
26.8%
Puts
Pseudo strike
25.94
IV
76.8%
B/E move
13.8%

35Δ

Calls
Pseudo strike
33.60
IV
106.2%
B/E move
24.2%
Puts
Pseudo strike
26.71
IV
74.8%
B/E move
12.1%

40Δ

Calls
Pseudo strike
32.44
IV
109.0%
B/E move
21.6%
Puts
Pseudo strike
27.47
IV
72.9%
B/E move
10.5%

45Δ

Calls
Pseudo strike
31.28
IV
111.9%
B/E move
19.0%
Puts
Pseudo strike
28.24
IV
70.9%
B/E move
8.9%

50Δ

Calls
Pseudo strike
30.13
IV
114.8%
B/E move
16.4%
Puts
Pseudo strike
29.00
IV
68.9%
B/E move
7.2%

55Δ

Calls
Pseudo strike
28.93
IV
116.1%
B/E move
14.3%
Puts
Pseudo strike
29.77
IV
66.9%
B/E move
5.6%

60Δ

Calls
Pseudo strike
27.73
IV
117.3%
B/E move
12.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
26.54
IV
118.4%
B/E move
10.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
25.34
IV
119.6%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
23.65
IV
137.3%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
21.53
IV
162.3%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations