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Cerence Inc. Common Stock CRNC

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-11T16:01:36.897Z

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: 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 · 2026-11-11T16:01:34.758690182Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T16:01:35.958568+00:00

Share price$8.98
1D+1.8%
$8.75$8.82$8.88$8.94$9.015:30 AM6:30 AM9:00 AM1:00 PMCRNC
Sold putSold call

Cerence Inc. Common Stock options

Live interpolated CRNC call and put midpoint premiums by absolute delta.Cerence Inc. Common Stock$0.15$0.83$1.50$2.17$2.84$7.45$8.28$9.11$9.93$10.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CRNC spot · $8.98CRNC PRICE$0.23$0.26$0.33$0.40$0.47$0.54$0.61$0.70$0.79$0.87$0.96$1.05$0.28$0.36$0.47$0.58$0.70$0.81$1.02$1.25$1.48$1.79$2.12$2.65
Puts——
Calls——
Skew——
Implied moveBearish±$1.56
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.58143.9%18.6%
25Δ10.46119.8%19.0%7.88148.7%16.3%
30Δ9.96106.2%13.8%8.16150.0%14.4%
35Δ9.75105.6%12.2%8.43148.7%12.6%
40Δ9.54104.9%10.7%8.70147.3%10.9%
45Δ9.33104.3%9.1%8.96146.0%9.2%
50Δ9.12103.6%7.5%9.28150.4%8.1%
55Δ8.93101.9%6.3%9.59155.7%7.2%
60Δ8.7798.5%5.4%9.91160.9%6.2%
65Δ8.6095.2%4.5%10.30164.6%5.2%
70Δ8.4391.9%3.6%10.72167.6%4.3%
75Δ8.2788.5%2.8%11.32177.0%3.5%
80Δ8.1085.2%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.58
IV
143.9%
B/E move
18.6%

25Δ

Calls
Pseudo strike
10.46
IV
119.8%
B/E move
19.0%
Puts
Pseudo strike
7.88
IV
148.7%
B/E move
16.3%

30Δ

Calls
Pseudo strike
9.96
IV
106.2%
B/E move
13.8%
Puts
Pseudo strike
8.16
IV
150.0%
B/E move
14.4%

35Δ

Calls
Pseudo strike
9.75
IV
105.6%
B/E move
12.2%
Puts
Pseudo strike
8.43
IV
148.7%
B/E move
12.6%

40Δ

Calls
Pseudo strike
9.54
IV
104.9%
B/E move
10.7%
Puts
Pseudo strike
8.70
IV
147.3%
B/E move
10.9%

45Δ

Calls
Pseudo strike
9.33
IV
104.3%
B/E move
9.1%
Puts
Pseudo strike
8.96
IV
146.0%
B/E move
9.2%

50Δ

Calls
Pseudo strike
9.12
IV
103.6%
B/E move
7.5%
Puts
Pseudo strike
9.28
IV
150.4%
B/E move
8.1%

55Δ

Calls
Pseudo strike
8.93
IV
101.9%
B/E move
6.3%
Puts
Pseudo strike
9.59
IV
155.7%
B/E move
7.2%

60Δ

Calls
Pseudo strike
8.77
IV
98.5%
B/E move
5.4%
Puts
Pseudo strike
9.91
IV
160.9%
B/E move
6.2%

65Δ

Calls
Pseudo strike
8.60
IV
95.2%
B/E move
4.5%
Puts
Pseudo strike
10.30
IV
164.6%
B/E move
5.2%

70Δ

Calls
Pseudo strike
8.43
IV
91.9%
B/E move
3.6%
Puts
Pseudo strike
10.72
IV
167.6%
B/E move
4.3%

75Δ

Calls
Pseudo strike
8.27
IV
88.5%
B/E move
2.8%
Puts
Pseudo strike
11.32
IV
177.0%
B/E move
3.5%

80Δ

Calls
Pseudo strike
8.10
IV
85.2%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend88.33%
Daily EOD
CRNC82.2%88.8%95.4%2026-10-19: 84.67%2026-10-20: 84.61%2026-10-21: 84.30%2026-10-22: 83.09%2026-10-23: 85.49%2026-10-26: 89.14%2026-10-27: 85.73%2026-10-28: 87.89%2026-10-29: 94.46%2026-10-30: 88.33%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
84.67%
84.61%
84.30%
83.09%
85.49%
89.14%
85.73%
87.89%
94.46%
88.33%