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Cellebrite DI Ltd. Ordinary Shares CLBT

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Market datapartial · fetched 2026-10-22T04:39:44.445Z

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 · 2026-10-21T20:35:06.450170377Z

FundamentalsAlpha Vantage · unavailable

Share price$11.35
1D+0.2%
AH$11.31$11.38$11.45$11.52$11.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCLBT
Sold putSold callAH

Cellebrite DI Ltd. Ordinary Shares options

Live interpolated CLBT call and put midpoint premiums by absolute delta.Cellebrite DI Ltd. Ordinary Shares$0.32$0.92$1.53$2.13$2.74$8.49$10.03$11.58$13.12$14.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CLBT spot · $11.35CLBT PRICE$0.38$0.41$0.44$0.47$0.63$0.80$0.96$1.13$1.29$1.46$1.62$1.79$2.37$0.41$0.43$0.54$0.65$0.76$0.88$0.99$1.10$1.21$1.32$1.44$2.00$2.56
PutsExpensive1.19×
CallsExpensive1.45×
SkewBullish-14.00 pp
Implied moveBalanced±$1.95
TiltBalanced1.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.01130.6%53.3%9.06108.8%23.7%
25Δ15.53110.5%40.5%10.0280.4%15.5%
30Δ14.0490.3%27.6%10.2977.6%14.1%
35Δ12.5670.2%14.8%10.5774.8%12.6%
40Δ12.2070.6%13.1%10.8572.0%11.2%
45Δ11.8971.9%11.8%11.1369.2%9.7%
50Δ11.5873.2%10.5%11.4066.5%8.2%
55Δ11.2774.6%9.2%11.6863.7%6.8%
60Δ10.9675.9%7.9%11.9660.9%5.3%
65Δ10.6577.2%6.7%12.2358.1%3.8%
70Δ10.3478.5%5.4%12.5255.5%2.4%
75Δ10.0379.8%4.1%13.1459.2%1.9%
80Δ9.3588.3%3.3%13.7562.9%1.4%

20Δ

Calls
Pseudo strike
17.01
IV
130.6%
B/E move
53.3%
Puts
Pseudo strike
9.06
IV
108.8%
B/E move
23.7%

25Δ

Calls
Pseudo strike
15.53
IV
110.5%
B/E move
40.5%
Puts
Pseudo strike
10.02
IV
80.4%
B/E move
15.5%

30Δ

Calls
Pseudo strike
14.04
IV
90.3%
B/E move
27.6%
Puts
Pseudo strike
10.29
IV
77.6%
B/E move
14.1%

35Δ

Calls
Pseudo strike
12.56
IV
70.2%
B/E move
14.8%
Puts
Pseudo strike
10.57
IV
74.8%
B/E move
12.6%

40Δ

Calls
Pseudo strike
12.20
IV
70.6%
B/E move
13.1%
Puts
Pseudo strike
10.85
IV
72.0%
B/E move
11.2%

45Δ

Calls
Pseudo strike
11.89
IV
71.9%
B/E move
11.8%
Puts
Pseudo strike
11.13
IV
69.2%
B/E move
9.7%

50Δ

Calls
Pseudo strike
11.58
IV
73.2%
B/E move
10.5%
Puts
Pseudo strike
11.40
IV
66.5%
B/E move
8.2%

55Δ

Calls
Pseudo strike
11.27
IV
74.6%
B/E move
9.2%
Puts
Pseudo strike
11.68
IV
63.7%
B/E move
6.8%

60Δ

Calls
Pseudo strike
10.96
IV
75.9%
B/E move
7.9%
Puts
Pseudo strike
11.96
IV
60.9%
B/E move
5.3%

65Δ

Calls
Pseudo strike
10.65
IV
77.2%
B/E move
6.7%
Puts
Pseudo strike
12.23
IV
58.1%
B/E move
3.8%

70Δ

Calls
Pseudo strike
10.34
IV
78.5%
B/E move
5.4%
Puts
Pseudo strike
12.52
IV
55.5%
B/E move
2.4%

75Δ

Calls
Pseudo strike
10.03
IV
79.8%
B/E move
4.1%
Puts
Pseudo strike
13.14
IV
59.2%
B/E move
1.9%

80Δ

Calls
Pseudo strike
9.35
IV
88.3%
B/E move
3.3%
Puts
Pseudo strike
13.75
IV
62.9%
B/E move
1.4%

Options history

No recorded observations