Share price$183.58
1D+0.2%
Sold putSold call
Credo Technology Group Holding Ltd CRDO
TECHNOLOGY · SEMICONDUCTORSi
Market dataready · fetched 2026-10-21T17:49:02.189Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:48:59.216541737Z
FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-21T17:49:00.616047+00:00
Credo Technology Group Holding Ltd options
PutsCheap0.78×
CallsCheap0.68×
SkewBearish+3.05 pp
Implied moveBearish±$10.56
TiltBearish6.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 195.49 | 95.7% | 7.3% | 173.00 | 100.4% | 6.6% |
| 25Δ | 193.18 | 95.5% | 6.2% | 175.26 | 99.4% | 5.7% |
| 30Δ | 191.07 | 94.6% | 5.4% | 177.28 | 98.1% | 4.9% |
| 35Δ | 189.17 | 94.2% | 4.6% | 179.09 | 97.7% | 4.2% |
| 40Δ | 187.44 | 94.6% | 4.0% | 180.83 | 97.0% | 3.6% |
| 45Δ | 185.79 | 95.0% | 3.5% | 182.52 | 95.7% | 3.1% |
| 50Δ | 184.15 | 94.8% | 3.0% | 184.20 | 98.4% | 2.7% |
| 55Δ | 182.53 | 94.1% | 2.5% | 185.88 | 98.8% | 2.3% |
| 60Δ | 180.87 | 95.3% | 2.2% | 187.56 | 97.4% | 1.9% |
| 65Δ | 179.16 | 96.0% | 1.8% | 189.53 | 99.8% | 1.6% |
| 70Δ | 177.40 | 96.2% | 1.5% | 191.49 | 99.7% | 1.3% |
| 75Δ | 175.29 | 98.9% | 1.2% | 193.60 | 99.4% | 1.0% |
| 80Δ | 173.31 | 97.2% | 0.9% | 196.08 | 100.0% | 0.7% |
20Δ
- Pseudo strike
- 195.49
- IV
- 95.7%
- B/E move
- 7.3%
- Pseudo strike
- 173.00
- IV
- 100.4%
- B/E move
- 6.6%
25Δ
- Pseudo strike
- 193.18
- IV
- 95.5%
- B/E move
- 6.2%
- Pseudo strike
- 175.26
- IV
- 99.4%
- B/E move
- 5.7%
30Δ
- Pseudo strike
- 191.07
- IV
- 94.6%
- B/E move
- 5.4%
- Pseudo strike
- 177.28
- IV
- 98.1%
- B/E move
- 4.9%
35Δ
- Pseudo strike
- 189.17
- IV
- 94.2%
- B/E move
- 4.6%
- Pseudo strike
- 179.09
- IV
- 97.7%
- B/E move
- 4.2%
40Δ
- Pseudo strike
- 187.44
- IV
- 94.6%
- B/E move
- 4.0%
- Pseudo strike
- 180.83
- IV
- 97.0%
- B/E move
- 3.6%
45Δ
- Pseudo strike
- 185.79
- IV
- 95.0%
- B/E move
- 3.5%
- Pseudo strike
- 182.52
- IV
- 95.7%
- B/E move
- 3.1%
50Δ
- Pseudo strike
- 184.15
- IV
- 94.8%
- B/E move
- 3.0%
- Pseudo strike
- 184.20
- IV
- 98.4%
- B/E move
- 2.7%
55Δ
- Pseudo strike
- 182.53
- IV
- 94.1%
- B/E move
- 2.5%
- Pseudo strike
- 185.88
- IV
- 98.8%
- B/E move
- 2.3%
60Δ
- Pseudo strike
- 180.87
- IV
- 95.3%
- B/E move
- 2.2%
- Pseudo strike
- 187.56
- IV
- 97.4%
- B/E move
- 1.9%
65Δ
- Pseudo strike
- 179.16
- IV
- 96.0%
- B/E move
- 1.8%
- Pseudo strike
- 189.53
- IV
- 99.8%
- B/E move
- 1.6%
70Δ
- Pseudo strike
- 177.40
- IV
- 96.2%
- B/E move
- 1.5%
- Pseudo strike
- 191.49
- IV
- 99.7%
- B/E move
- 1.3%
75Δ
- Pseudo strike
- 175.29
- IV
- 98.9%
- B/E move
- 1.2%
- Pseudo strike
- 193.60
- IV
- 99.4%
- B/E move
- 1.0%
80Δ
- Pseudo strike
- 173.31
- IV
- 97.2%
- B/E move
- 0.9%
- Pseudo strike
- 196.08
- IV
- 100.0%
- B/E move
- 0.7%
Options history
Table
| Date | IV |
|---|---|
| 86.50% | |
| 87.45% |