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Cerence Inc. Common Stock CRNC

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Market datapartial · fetched 2026-10-22T16:13:07.979Z

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 · 2026-10-22T16:12:43.711695711Z

FundamentalsAlpha Vantage · unavailable

Share price$8.75
1D-1.0%
$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$0.08$1.83$3.58$5.33$7.08$5.79$7.29$8.80$10.30$11.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRNC spot · $8.75CRNC PRICE$0.38$0.30$0.37$0.46$0.56$0.67$0.77$0.94$1.12$1.30$1.49$1.69$1.90$0.27$0.37$0.46$0.59$0.73$0.86$1.01$1.21$1.41$1.62$2.24$3.90$6.58
PutsExpensive1.47×
CallsExpensive1.50×
SkewBullish-3.88 pp
Implied moveBearish±$1.78
TiltBearish28.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.63167.1%71.5%7.3882.7%18.8%
25Δ10.7789.5%26.5%7.6784.1%16.5%
30Δ10.3889.4%22.9%7.9685.5%14.3%
35Δ9.9889.3%19.3%8.2385.9%12.7%
40Δ9.6889.9%17.1%8.5086.1%11.1%
45Δ9.3890.5%14.8%8.7786.3%9.6%
50Δ9.0891.1%12.6%9.0586.5%8.1%
55Δ8.7793.9%11.0%9.3586.7%7.0%
60Δ8.4797.4%9.6%9.6586.9%5.9%
65Δ8.17100.9%8.2%9.9587.2%4.8%
70Δ7.86102.3%6.8%10.6299.3%4.2%
75Δ7.53100.9%5.4%12.32126.6%3.8%
80Δ7.2099.5%4.0%15.02167.1%3.5%

20Δ

Calls
Pseudo strike
14.63
IV
167.1%
B/E move
71.5%
Puts
Pseudo strike
7.38
IV
82.7%
B/E move
18.8%

25Δ

Calls
Pseudo strike
10.77
IV
89.5%
B/E move
26.5%
Puts
Pseudo strike
7.67
IV
84.1%
B/E move
16.5%

30Δ

Calls
Pseudo strike
10.38
IV
89.4%
B/E move
22.9%
Puts
Pseudo strike
7.96
IV
85.5%
B/E move
14.3%

35Δ

Calls
Pseudo strike
9.98
IV
89.3%
B/E move
19.3%
Puts
Pseudo strike
8.23
IV
85.9%
B/E move
12.7%

40Δ

Calls
Pseudo strike
9.68
IV
89.9%
B/E move
17.1%
Puts
Pseudo strike
8.50
IV
86.1%
B/E move
11.1%

45Δ

Calls
Pseudo strike
9.38
IV
90.5%
B/E move
14.8%
Puts
Pseudo strike
8.77
IV
86.3%
B/E move
9.6%

50Δ

Calls
Pseudo strike
9.08
IV
91.1%
B/E move
12.6%
Puts
Pseudo strike
9.05
IV
86.5%
B/E move
8.1%

55Δ

Calls
Pseudo strike
8.77
IV
93.9%
B/E move
11.0%
Puts
Pseudo strike
9.35
IV
86.7%
B/E move
7.0%

60Δ

Calls
Pseudo strike
8.47
IV
97.4%
B/E move
9.6%
Puts
Pseudo strike
9.65
IV
86.9%
B/E move
5.9%

65Δ

Calls
Pseudo strike
8.17
IV
100.9%
B/E move
8.2%
Puts
Pseudo strike
9.95
IV
87.2%
B/E move
4.8%

70Δ

Calls
Pseudo strike
7.86
IV
102.3%
B/E move
6.8%
Puts
Pseudo strike
10.62
IV
99.3%
B/E move
4.2%

75Δ

Calls
Pseudo strike
7.53
IV
100.9%
B/E move
5.4%
Puts
Pseudo strike
12.32
IV
126.6%
B/E move
3.8%

80Δ

Calls
Pseudo strike
7.20
IV
99.5%
B/E move
4.0%
Puts
Pseudo strike
15.02
IV
167.1%
B/E move
3.5%

Options history

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