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Cellebrite DI CLBT

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-10-24T04:21:57.602Z

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 · 2026-10-23T23:34:46.145744126Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:21:55.991631+00:00

Share price$12.00
1D+3.4%
AH$11.65$11.79$11.93$12.06$12.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCLBT
Sold putSold callAH

Cellebrite DI options

Live interpolated CLBT call and put midpoint premiums by absolute delta.Cellebrite DI$0.46$2.15$3.84$5.52$7.21$6.49$9.10$11.71$14.32$16.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CLBT spot · $12.00CLBT PRICE$0.65$0.90$1.08$1.04$0.85$0.65$0.88$1.10$1.33$1.55$1.78$2.00$2.23$1.06$1.05$1.04$1.03$1.02$1.00$0.99$0.98$1.60$2.74$3.88$5.03$6.72
PutsExpensive2.47×
CallsExpensive2.04×
SkewBearish+17.52 pp
Implied moveBearish±$1.87
TiltBearish27.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.28191.6%82.7%8.02247.2%42.0%
25Δ21.99225.4%90.7%8.62221.3%36.9%
30Δ21.08234.3%84.7%9.22195.4%31.8%
35Δ16.86178.6%49.1%9.82169.5%26.7%
40Δ14.68121.8%29.3%10.43143.6%21.6%
45Δ12.5065.1%9.6%11.03117.7%16.5%
50Δ12.1667.6%8.7%11.6391.9%11.4%
55Δ11.8370.2%7.7%12.2366.0%6.3%
60Δ11.4972.8%6.8%13.1464.8%3.9%
65Δ11.1675.4%5.9%14.2984.0%3.7%
70Δ10.8278.0%5.0%15.45103.3%3.6%
75Δ10.4880.6%4.0%16.61122.5%3.4%
80Δ10.1583.1%3.1%18.34144.9%3.2%

20Δ

Calls
Pseudo strike
21.28
IV
191.6%
B/E move
82.7%
Puts
Pseudo strike
8.02
IV
247.2%
B/E move
42.0%

25Δ

Calls
Pseudo strike
21.99
IV
225.4%
B/E move
90.7%
Puts
Pseudo strike
8.62
IV
221.3%
B/E move
36.9%

30Δ

Calls
Pseudo strike
21.08
IV
234.3%
B/E move
84.7%
Puts
Pseudo strike
9.22
IV
195.4%
B/E move
31.8%

35Δ

Calls
Pseudo strike
16.86
IV
178.6%
B/E move
49.1%
Puts
Pseudo strike
9.82
IV
169.5%
B/E move
26.7%

40Δ

Calls
Pseudo strike
14.68
IV
121.8%
B/E move
29.3%
Puts
Pseudo strike
10.43
IV
143.6%
B/E move
21.6%

45Δ

Calls
Pseudo strike
12.50
IV
65.1%
B/E move
9.6%
Puts
Pseudo strike
11.03
IV
117.7%
B/E move
16.5%

50Δ

Calls
Pseudo strike
12.16
IV
67.6%
B/E move
8.7%
Puts
Pseudo strike
11.63
IV
91.9%
B/E move
11.4%

55Δ

Calls
Pseudo strike
11.83
IV
70.2%
B/E move
7.7%
Puts
Pseudo strike
12.23
IV
66.0%
B/E move
6.3%

60Δ

Calls
Pseudo strike
11.49
IV
72.8%
B/E move
6.8%
Puts
Pseudo strike
13.14
IV
64.8%
B/E move
3.9%

65Δ

Calls
Pseudo strike
11.16
IV
75.4%
B/E move
5.9%
Puts
Pseudo strike
14.29
IV
84.0%
B/E move
3.7%

70Δ

Calls
Pseudo strike
10.82
IV
78.0%
B/E move
5.0%
Puts
Pseudo strike
15.45
IV
103.3%
B/E move
3.6%

75Δ

Calls
Pseudo strike
10.48
IV
80.6%
B/E move
4.0%
Puts
Pseudo strike
16.61
IV
122.5%
B/E move
3.4%

80Δ

Calls
Pseudo strike
10.15
IV
83.1%
B/E move
3.1%
Puts
Pseudo strike
18.34
IV
144.9%
B/E move
3.2%

Options history

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