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Cerence Inc. Common Stock CRNC

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Market datapartial · fetched 2026-10-22T04:42:23.437Z

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 · 2026-10-21T20:00:00.428779584Z

FundamentalsAlpha Vantage · unavailable

Share price$8.94
1D+2.4%
AH$8.71$8.81$8.91$9.01$9.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRNC
Sold putSold callAH

Cerence Inc. Common Stock options

Live interpolated CRNC call and put midpoint premiums by absolute delta.Cerence Inc. Common Stock$0.17$1.44$2.71$3.97$5.24$5.74$7.54$9.33$11.13$12.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRNC spot · $8.94CRNC PRICE$0.52$0.75$0.63$0.44$0.53$0.65$0.77$0.89$1.05$1.21$1.37$2.02$2.93$0.31$0.42$0.53$0.66$0.79$0.91$1.11$1.31$1.52$1.98$2.54$3.10$4.88
PutsExpensive1.50×
CallsExpensive1.90×
SkewBullish-30.94 pp
Implied moveBearish±$1.88
TiltBearish18.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.82246.5%138.7%7.4690.0%20.0%
25Δ21.11279.2%144.5%7.7792.9%17.8%
30Δ14.93184.1%74.0%8.0794.8%15.6%
35Δ10.3586.8%20.7%8.3793.4%13.7%
40Δ9.7681.6%15.1%8.6792.0%11.8%
45Δ9.4984.1%13.5%8.9790.6%9.9%
50Δ9.2386.5%11.9%9.2890.9%8.6%
55Δ8.9788.8%10.3%9.6091.5%7.3%
60Δ8.6889.3%8.8%9.9192.0%6.1%
65Δ8.3989.8%7.4%10.4697.1%5.2%
70Δ8.1090.3%5.9%11.09104.0%4.4%
75Δ7.38116.7%5.1%11.72111.0%3.6%
80Δ6.43156.9%4.7%13.53138.0%3.1%

20Δ

Calls
Pseudo strike
20.82
IV
246.5%
B/E move
138.7%
Puts
Pseudo strike
7.46
IV
90.0%
B/E move
20.0%

25Δ

Calls
Pseudo strike
21.11
IV
279.2%
B/E move
144.5%
Puts
Pseudo strike
7.77
IV
92.9%
B/E move
17.8%

30Δ

Calls
Pseudo strike
14.93
IV
184.1%
B/E move
74.0%
Puts
Pseudo strike
8.07
IV
94.8%
B/E move
15.6%

35Δ

Calls
Pseudo strike
10.35
IV
86.8%
B/E move
20.7%
Puts
Pseudo strike
8.37
IV
93.4%
B/E move
13.7%

40Δ

Calls
Pseudo strike
9.76
IV
81.6%
B/E move
15.1%
Puts
Pseudo strike
8.67
IV
92.0%
B/E move
11.8%

45Δ

Calls
Pseudo strike
9.49
IV
84.1%
B/E move
13.5%
Puts
Pseudo strike
8.97
IV
90.6%
B/E move
9.9%

50Δ

Calls
Pseudo strike
9.23
IV
86.5%
B/E move
11.9%
Puts
Pseudo strike
9.28
IV
90.9%
B/E move
8.6%

55Δ

Calls
Pseudo strike
8.97
IV
88.8%
B/E move
10.3%
Puts
Pseudo strike
9.60
IV
91.5%
B/E move
7.3%

60Δ

Calls
Pseudo strike
8.68
IV
89.3%
B/E move
8.8%
Puts
Pseudo strike
9.91
IV
92.0%
B/E move
6.1%

65Δ

Calls
Pseudo strike
8.39
IV
89.8%
B/E move
7.4%
Puts
Pseudo strike
10.46
IV
97.1%
B/E move
5.2%

70Δ

Calls
Pseudo strike
8.10
IV
90.3%
B/E move
5.9%
Puts
Pseudo strike
11.09
IV
104.0%
B/E move
4.4%

75Δ

Calls
Pseudo strike
7.38
IV
116.7%
B/E move
5.1%
Puts
Pseudo strike
11.72
IV
111.0%
B/E move
3.6%

80Δ

Calls
Pseudo strike
6.43
IV
156.9%
B/E move
4.7%
Puts
Pseudo strike
13.53
IV
138.0%
B/E move
3.1%

Options history

No recorded observations