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Credo Technology Group Holding Ltd Ordinary Shares CRDO

i

Market dataready · fetched 2026-11-10T22:35:54.248Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:31:22.010197102Z

FundamentalsSEC EDGAR · ready · as of 2026-08-01 · fetched 2026-11-10T22:35:53.681919+00:00

Share price$130.06
1D+3.4%
AH$126$129$132$136$1395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRDO
Sold putSold callAH

Credo Technology Group Holding Ltd Ordinary Shares options

Live interpolated CRDO call and put midpoint premiums by absolute delta.Credo Technology Group Holding Ltd Ordinary Shares$1.11$5.17$9.24$13.30$17.36$111.47$120.80$130.13$139.46$148.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CRDO spot · $130.06CRDO PRICE$1.55$2.08$2.65$3.29$3.96$4.79$5.65$6.61$7.62$8.79$10.14$11.89$1.89$2.49$3.18$3.84$4.60$5.45$6.38$7.41$8.61$9.93$11.67$13.63$16.19
PutsExpensive1.36×
Calls——
Skew——
Implied moveBearish±$12.03
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ143.89123.8%11.8%118.21135.4%10.6%
25Δ141.32124.8%10.3%120.80133.2%9.0%
30Δ138.99125.3%8.9%123.03132.9%7.9%
35Δ136.83125.8%7.7%125.21129.5%6.7%
40Δ134.78125.6%6.7%127.19127.7%5.7%
45Δ132.91128.1%5.9%129.09126.8%4.9%
50Δ131.00129.1%5.1%130.95126.0%4.2%
55Δ129.08130.0%4.3%132.83125.3%3.6%
60Δ127.16129.8%3.6%134.76125.2%3.0%
65Δ125.18130.4%3.0%136.77124.7%2.5%
70Δ123.10131.2%2.4%139.09126.7%2.0%
75Δ120.72134.4%2.0%141.61127.6%1.6%
80Δ144.68130.0%1.2%

20Δ

Calls
Pseudo strike
143.89
IV
123.8%
B/E move
11.8%
Puts
Pseudo strike
118.21
IV
135.4%
B/E move
10.6%

25Δ

Calls
Pseudo strike
141.32
IV
124.8%
B/E move
10.3%
Puts
Pseudo strike
120.80
IV
133.2%
B/E move
9.0%

30Δ

Calls
Pseudo strike
138.99
IV
125.3%
B/E move
8.9%
Puts
Pseudo strike
123.03
IV
132.9%
B/E move
7.9%

35Δ

Calls
Pseudo strike
136.83
IV
125.8%
B/E move
7.7%
Puts
Pseudo strike
125.21
IV
129.5%
B/E move
6.7%

40Δ

Calls
Pseudo strike
134.78
IV
125.6%
B/E move
6.7%
Puts
Pseudo strike
127.19
IV
127.7%
B/E move
5.7%

45Δ

Calls
Pseudo strike
132.91
IV
128.1%
B/E move
5.9%
Puts
Pseudo strike
129.09
IV
126.8%
B/E move
4.9%

50Δ

Calls
Pseudo strike
131.00
IV
129.1%
B/E move
5.1%
Puts
Pseudo strike
130.95
IV
126.0%
B/E move
4.2%

55Δ

Calls
Pseudo strike
129.08
IV
130.0%
B/E move
4.3%
Puts
Pseudo strike
132.83
IV
125.3%
B/E move
3.6%

60Δ

Calls
Pseudo strike
127.16
IV
129.8%
B/E move
3.6%
Puts
Pseudo strike
134.76
IV
125.2%
B/E move
3.0%

65Δ

Calls
Pseudo strike
125.18
IV
130.4%
B/E move
3.0%
Puts
Pseudo strike
136.77
IV
124.7%
B/E move
2.5%

70Δ

Calls
Pseudo strike
123.10
IV
131.2%
B/E move
2.4%
Puts
Pseudo strike
139.09
IV
126.7%
B/E move
2.0%

75Δ

Calls
Pseudo strike
120.72
IV
134.4%
B/E move
2.0%
Puts
Pseudo strike
141.61
IV
127.6%
B/E move
1.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
144.68
IV
130.0%
B/E move
1.2%

Options history

IV · four-Friday blend93.10%
Daily close
CRDO59.9%91.3%122.7%2026-08-12: 95.22%2026-08-13: 97.97%2026-08-14: 91.46%2026-08-17: 97.99%2026-08-18: 100.91%2026-08-19: 99.47%2026-08-20: 97.22%2026-08-21: 95.70%2026-08-24: 103.38%2026-08-25: 103.27%2026-08-26: 104.29%2026-08-27: 102.77%2026-08-28: 98.85%2026-08-31: 105.04%2026-09-01: 118.38%2026-09-02: 78.00%2026-09-03: 76.59%2026-09-04: 74.97%2026-09-08: 77.83%2026-09-09: 74.20%2026-09-10: 71.83%2026-09-11: 64.27%2026-09-14: 70.66%2026-09-15: 73.28%2026-09-16: 72.61%2026-09-17: 67.24%2026-09-18: 65.34%2026-09-21: 74.18%2026-09-22: 75.62%2026-09-23: 80.52%2026-09-24: 75.68%2026-09-25: 78.15%2026-09-28: 79.25%2026-09-29: 80.27%2026-09-30: 82.99%2026-10-01: 82.44%2026-10-02: 74.66%2026-10-05: 73.50%2026-10-06: 75.29%2026-10-07: 78.78%2026-10-08: 84.89%2026-10-09: 75.44%2026-10-12: 78.79%2026-10-13: 84.78%2026-10-14: 90.87%2026-10-15: 84.81%2026-10-16: 83.60%2026-10-19: 86.62%2026-10-20: 87.77%2026-10-21: 84.75%2026-10-22: 96.04%2026-10-23: 89.19%2026-10-26: 90.50%2026-10-27: 89.63%2026-10-28: 91.01%2026-10-29: 91.43%2026-10-30: 93.10%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
95.22%
97.97%
91.46%
97.99%
100.91%
99.47%
97.22%
95.70%
103.38%
103.27%
104.29%
102.77%
98.85%
105.04%
118.38%
78.00%
76.59%
74.97%
77.83%
74.20%
71.83%
64.27%
70.66%
73.28%
72.61%
67.24%
65.34%
74.18%
75.62%
80.52%
75.68%
78.15%
79.25%
80.27%
82.99%
82.44%
74.66%
73.50%
75.29%
78.78%
84.89%
75.44%
78.79%
84.78%
90.87%
84.81%
83.60%
86.62%
87.77%
84.75%
96.04%
89.19%
90.50%
89.63%
91.01%
91.43%
93.10%