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Cerence Inc. Common Stock CRNC

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-11T15:47:07.164Z

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 · 2026-11-11T15:46:03.090109734Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T15:47:05.797567+00:00

Share price$8.89
1D+1.1%
$8.76$8.80$8.83$8.86$8.905:30 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$0.17$0.72$1.26$1.81$2.36$7.38$8.20$9.01$9.83$10.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CRNC spot · $8.89CRNC PRICE$0.23$0.28$0.35$0.42$0.49$0.56$0.66$0.76$0.86$0.96$1.05$1.39$0.26$0.35$0.44$0.55$0.66$0.77$0.92$1.14$1.36$1.58$1.89$2.20
Puts——
Calls——
Skew——
Implied moveBearish±$1.48
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.54138.7%18.1%
25Δ10.39123.5%19.5%7.83142.9%15.9%
30Δ9.92111.7%14.7%8.10144.7%13.9%
35Δ9.70111.7%13.0%8.35142.9%12.2%
40Δ9.48111.7%11.3%8.61141.1%10.6%
45Δ9.26111.7%9.7%8.86139.3%8.9%
50Δ9.04111.6%8.0%9.13140.1%7.6%
55Δ8.84110.1%6.9%9.43144.1%6.7%
60Δ8.66108.1%5.9%9.73148.1%5.8%
65Δ8.47106.2%4.8%10.04151.8%4.9%
70Δ8.28104.3%3.8%10.43152.8%4.0%
75Δ8.09102.4%2.8%10.81153.8%3.1%
80Δ7.69111.1%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.54
IV
138.7%
B/E move
18.1%

25Δ

Calls
Pseudo strike
10.39
IV
123.5%
B/E move
19.5%
Puts
Pseudo strike
7.83
IV
142.9%
B/E move
15.9%

30Δ

Calls
Pseudo strike
9.92
IV
111.7%
B/E move
14.7%
Puts
Pseudo strike
8.10
IV
144.7%
B/E move
13.9%

35Δ

Calls
Pseudo strike
9.70
IV
111.7%
B/E move
13.0%
Puts
Pseudo strike
8.35
IV
142.9%
B/E move
12.2%

40Δ

Calls
Pseudo strike
9.48
IV
111.7%
B/E move
11.3%
Puts
Pseudo strike
8.61
IV
141.1%
B/E move
10.6%

45Δ

Calls
Pseudo strike
9.26
IV
111.7%
B/E move
9.7%
Puts
Pseudo strike
8.86
IV
139.3%
B/E move
8.9%

50Δ

Calls
Pseudo strike
9.04
IV
111.6%
B/E move
8.0%
Puts
Pseudo strike
9.13
IV
140.1%
B/E move
7.6%

55Δ

Calls
Pseudo strike
8.84
IV
110.1%
B/E move
6.9%
Puts
Pseudo strike
9.43
IV
144.1%
B/E move
6.7%

60Δ

Calls
Pseudo strike
8.66
IV
108.1%
B/E move
5.9%
Puts
Pseudo strike
9.73
IV
148.1%
B/E move
5.8%

65Δ

Calls
Pseudo strike
8.47
IV
106.2%
B/E move
4.8%
Puts
Pseudo strike
10.04
IV
151.8%
B/E move
4.9%

70Δ

Calls
Pseudo strike
8.28
IV
104.3%
B/E move
3.8%
Puts
Pseudo strike
10.43
IV
152.8%
B/E move
4.0%

75Δ

Calls
Pseudo strike
8.09
IV
102.4%
B/E move
2.8%
Puts
Pseudo strike
10.81
IV
153.8%
B/E move
3.1%

80Δ

Calls
Pseudo strike
7.69
IV
111.1%
B/E move
2.1%
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%