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Cellebrite DI Ltd. Ordinary Shares CLBT

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Market datapartial · fetched 2026-10-22T21:10:30.826Z

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 · 2026-10-22T20:00:09.736976506Z

FundamentalsAlpha Vantage · unavailable

Share price$11.79
1D+3.2%
AH$11.39$11.50$11.61$11.71$11.825:30 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$0.18$2.95$5.72$8.49$11.26$6.43$8.87$11.31$13.75$16.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CLBT spot · $11.79CLBT PRICE$0.57$0.77$0.97$0.91$0.50$0.72$0.94$1.15$1.37$1.59$1.80$2.02$2.29$0.48$1.39$2.29$3.20$4.11$5.02$5.93$6.83$7.74$8.65$9.56$10.47$3.65
PutsExpensive2.27×
CallsExpensive1.78×
SkewBearish+28.87 pp
Implied moveBearish±$6.86
TiltBearish63.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.15182.7%84.3%10.2079.6%17.5%
25Δ19.79187.9%74.4%11.2490.2%16.4%
30Δ18.43193.1%64.5%12.28100.9%15.3%
35Δ16.00153.9%43.4%13.31111.5%14.2%
40Δ12.4255.1%9.6%14.35122.2%13.2%
45Δ12.1159.1%8.9%15.39132.8%12.1%
50Δ11.8063.0%8.1%16.42143.5%11.0%
55Δ11.4967.0%7.3%17.46154.1%9.9%
60Δ11.1970.9%6.5%18.50164.7%8.8%
65Δ10.8874.8%5.7%19.53175.4%7.7%
70Δ10.5778.8%4.9%20.57186.0%6.6%
75Δ10.2682.7%4.1%21.60196.7%5.5%
80Δ9.8986.2%3.3%15.2672.9%1.5%

20Δ

Calls
Pseudo strike
21.15
IV
182.7%
B/E move
84.3%
Puts
Pseudo strike
10.20
IV
79.6%
B/E move
17.5%

25Δ

Calls
Pseudo strike
19.79
IV
187.9%
B/E move
74.4%
Puts
Pseudo strike
11.24
IV
90.2%
B/E move
16.4%

30Δ

Calls
Pseudo strike
18.43
IV
193.1%
B/E move
64.5%
Puts
Pseudo strike
12.28
IV
100.9%
B/E move
15.3%

35Δ

Calls
Pseudo strike
16.00
IV
153.9%
B/E move
43.4%
Puts
Pseudo strike
13.31
IV
111.5%
B/E move
14.2%

40Δ

Calls
Pseudo strike
12.42
IV
55.1%
B/E move
9.6%
Puts
Pseudo strike
14.35
IV
122.2%
B/E move
13.2%

45Δ

Calls
Pseudo strike
12.11
IV
59.1%
B/E move
8.9%
Puts
Pseudo strike
15.39
IV
132.8%
B/E move
12.1%

50Δ

Calls
Pseudo strike
11.80
IV
63.0%
B/E move
8.1%
Puts
Pseudo strike
16.42
IV
143.5%
B/E move
11.0%

55Δ

Calls
Pseudo strike
11.49
IV
67.0%
B/E move
7.3%
Puts
Pseudo strike
17.46
IV
154.1%
B/E move
9.9%

60Δ

Calls
Pseudo strike
11.19
IV
70.9%
B/E move
6.5%
Puts
Pseudo strike
18.50
IV
164.7%
B/E move
8.8%

65Δ

Calls
Pseudo strike
10.88
IV
74.8%
B/E move
5.7%
Puts
Pseudo strike
19.53
IV
175.4%
B/E move
7.7%

70Δ

Calls
Pseudo strike
10.57
IV
78.8%
B/E move
4.9%
Puts
Pseudo strike
20.57
IV
186.0%
B/E move
6.6%

75Δ

Calls
Pseudo strike
10.26
IV
82.7%
B/E move
4.1%
Puts
Pseudo strike
21.60
IV
196.7%
B/E move
5.5%

80Δ

Calls
Pseudo strike
9.89
IV
86.2%
B/E move
3.3%
Puts
Pseudo strike
15.26
IV
72.9%
B/E move
1.5%

Options history

CLBT59.8561.5463.232026-10-20: 63.00%2026-10-21: 60.08%Oct 20Oct 21
Table
DateIV
63.00%
60.08%