IntraAlpha
Create free account Start free

Cerence Inc. Common Stock CRNC

i

Market datapartial · fetched 2026-10-22T16:31:58.092Z

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 · 2026-10-22T16:30:03.496756808Z

FundamentalsAlpha Vantage · unavailable

Share price$8.74
1D-1.1%
$8.61$8.67$8.74$8.80$8.865:30 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$0.12$1.67$3.23$4.79$6.34$5.77$7.31$8.86$10.40$11.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRNC spot · $8.74CRNC PRICE$0.38$0.39$0.42$0.46$0.56$0.67$0.78$0.94$1.12$1.30$1.50$1.71$1.91$0.29$0.39$0.50$0.61$0.74$0.86$1.00$1.20$1.40$1.60$2.19$3.56$5.89
PutsExpensive1.47×
CallsExpensive1.58×
SkewBullish-9.35 pp
Implied moveBearish±$1.77
TiltBearish25.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.63167.3%71.6%7.3684.5%19.0%
25Δ12.31131.0%45.4%7.6487.4%17.0%
30Δ11.12109.6%32.0%7.9290.3%15.0%
35Δ9.9889.7%19.4%8.2090.1%13.2%
40Δ9.6890.3%17.2%8.4888.7%11.5%
45Δ9.3791.0%14.9%8.7587.2%9.7%
50Δ9.0791.6%12.6%9.0386.0%8.1%
55Δ8.7794.5%11.1%9.3386.1%7.0%
60Δ8.4698.1%9.7%9.6386.3%5.8%
65Δ8.16101.7%8.3%9.9386.4%4.7%
70Δ7.85103.1%6.9%10.5697.4%4.1%
75Δ7.51101.8%5.5%11.98121.0%3.8%
80Δ7.18100.6%4.0%14.33157.5%3.4%

20Δ

Calls
Pseudo strike
14.63
IV
167.3%
B/E move
71.6%
Puts
Pseudo strike
7.36
IV
84.5%
B/E move
19.0%

25Δ

Calls
Pseudo strike
12.31
IV
131.0%
B/E move
45.4%
Puts
Pseudo strike
7.64
IV
87.4%
B/E move
17.0%

30Δ

Calls
Pseudo strike
11.12
IV
109.6%
B/E move
32.0%
Puts
Pseudo strike
7.92
IV
90.3%
B/E move
15.0%

35Δ

Calls
Pseudo strike
9.98
IV
89.7%
B/E move
19.4%
Puts
Pseudo strike
8.20
IV
90.1%
B/E move
13.2%

40Δ

Calls
Pseudo strike
9.68
IV
90.3%
B/E move
17.2%
Puts
Pseudo strike
8.48
IV
88.7%
B/E move
11.5%

45Δ

Calls
Pseudo strike
9.37
IV
91.0%
B/E move
14.9%
Puts
Pseudo strike
8.75
IV
87.2%
B/E move
9.7%

50Δ

Calls
Pseudo strike
9.07
IV
91.6%
B/E move
12.6%
Puts
Pseudo strike
9.03
IV
86.0%
B/E move
8.1%

55Δ

Calls
Pseudo strike
8.77
IV
94.5%
B/E move
11.1%
Puts
Pseudo strike
9.33
IV
86.1%
B/E move
7.0%

60Δ

Calls
Pseudo strike
8.46
IV
98.1%
B/E move
9.7%
Puts
Pseudo strike
9.63
IV
86.3%
B/E move
5.8%

65Δ

Calls
Pseudo strike
8.16
IV
101.7%
B/E move
8.3%
Puts
Pseudo strike
9.93
IV
86.4%
B/E move
4.7%

70Δ

Calls
Pseudo strike
7.85
IV
103.1%
B/E move
6.9%
Puts
Pseudo strike
10.56
IV
97.4%
B/E move
4.1%

75Δ

Calls
Pseudo strike
7.51
IV
101.8%
B/E move
5.5%
Puts
Pseudo strike
11.98
IV
121.0%
B/E move
3.8%

80Δ

Calls
Pseudo strike
7.18
IV
100.6%
B/E move
4.0%
Puts
Pseudo strike
14.33
IV
157.5%
B/E move
3.4%

Options history

CRNC84.2284.4584.692026-10-20: 84.61%2026-10-21: 84.30%Oct 20Oct 21
Table
DateIV
84.61%
84.30%