IntraAlpha
Create free account Start free

Ceragon Networks Ltd CRNT

TECHNOLOGY · COMMUNICATION EQUIPMENT
i

Market dataready · fetched 2026-10-22T09:56:13.986Z

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 · 2026-10-21T23:26:50.41260526Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T09:56:12.985780+00:00

Share price$2.01
1D-1.0%
AH$1.98$1.99$2.01$2.02$2.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRNT
Sold putSold callAH

Ceragon Networks Ltd options

Live interpolated CRNT call and put midpoint premiums by absolute delta.Ceragon Networks Ltd$0.03$0.63$1.24$1.84$2.45$0.74$1.32$1.90$2.48$3.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRNT spot · $2.01CRNT PRICE$0.09$0.13$0.16$0.20$0.23$0.27$0.31$0.34$0.38$0.46$0.55$0.64$0.73$0.33$0.30$0.27$0.25$0.22$0.29$0.57$0.85$1.14$1.42$1.71$1.99$2.27
PutsExpensive2.98×
CallsExpensive2.37×
SkewBearish+39.23 pp
Implied moveBearish±$0.88
TiltBearish44.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.80111.9%44.2%1.27402.7%53.1%
25Δ2.70118.3%40.9%1.43336.6%44.0%
30Δ2.60124.7%37.7%1.58270.5%35.0%
35Δ2.50131.1%34.4%1.74204.4%25.9%
40Δ2.40137.5%31.1%1.89138.3%16.8%
45Δ2.30143.9%27.9%2.0995.0%10.1%
50Δ2.20150.3%24.6%2.40104.5%9.1%
55Δ2.10156.7%21.3%2.70114.0%8.1%
60Δ2.00162.9%18.1%3.00123.4%7.1%
65Δ1.86160.8%15.8%3.31132.9%6.1%
70Δ1.73158.7%13.4%3.61142.4%5.1%
75Δ1.59156.7%11.1%3.92151.8%4.1%
80Δ1.46154.6%8.7%4.22161.3%3.1%

20Δ

Calls
Pseudo strike
2.80
IV
111.9%
B/E move
44.2%
Puts
Pseudo strike
1.27
IV
402.7%
B/E move
53.1%

25Δ

Calls
Pseudo strike
2.70
IV
118.3%
B/E move
40.9%
Puts
Pseudo strike
1.43
IV
336.6%
B/E move
44.0%

30Δ

Calls
Pseudo strike
2.60
IV
124.7%
B/E move
37.7%
Puts
Pseudo strike
1.58
IV
270.5%
B/E move
35.0%

35Δ

Calls
Pseudo strike
2.50
IV
131.1%
B/E move
34.4%
Puts
Pseudo strike
1.74
IV
204.4%
B/E move
25.9%

40Δ

Calls
Pseudo strike
2.40
IV
137.5%
B/E move
31.1%
Puts
Pseudo strike
1.89
IV
138.3%
B/E move
16.8%

45Δ

Calls
Pseudo strike
2.30
IV
143.9%
B/E move
27.9%
Puts
Pseudo strike
2.09
IV
95.0%
B/E move
10.1%

50Δ

Calls
Pseudo strike
2.20
IV
150.3%
B/E move
24.6%
Puts
Pseudo strike
2.40
IV
104.5%
B/E move
9.1%

55Δ

Calls
Pseudo strike
2.10
IV
156.7%
B/E move
21.3%
Puts
Pseudo strike
2.70
IV
114.0%
B/E move
8.1%

60Δ

Calls
Pseudo strike
2.00
IV
162.9%
B/E move
18.1%
Puts
Pseudo strike
3.00
IV
123.4%
B/E move
7.1%

65Δ

Calls
Pseudo strike
1.86
IV
160.8%
B/E move
15.8%
Puts
Pseudo strike
3.31
IV
132.9%
B/E move
6.1%

70Δ

Calls
Pseudo strike
1.73
IV
158.7%
B/E move
13.4%
Puts
Pseudo strike
3.61
IV
142.4%
B/E move
5.1%

75Δ

Calls
Pseudo strike
1.59
IV
156.7%
B/E move
11.1%
Puts
Pseudo strike
3.92
IV
151.8%
B/E move
4.1%

80Δ

Calls
Pseudo strike
1.46
IV
154.6%
B/E move
8.7%
Puts
Pseudo strike
4.22
IV
161.3%
B/E move
3.1%

Options history

No recorded observations