IntraAlpha
Create free account Start free

Ceragon Networks Ltd. Ordinary Shares CRNT

i

Market datapartial · fetched 2026-11-11T15:39:46.424Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-11-11T15:36:47.168769249Z

FundamentalsAlpha Vantage · unavailable

Share price$2.53
1D+0.0%
$2.49$2.50$2.51$2.52$2.535:30 AM6:30 AM9:00 AM1:00 PMCRNT
Sold putSold call

Ceragon Networks Ltd. Ordinary Shares options

Live interpolated CRNT call and put midpoint premiums by absolute delta.Ceragon Networks Ltd. Ordinary Shares$0.27$0.43$0.59$0.75$0.91$1.08$1.82$2.55$3.29$4.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CRNT spot · $2.52CRNT PRICE$0.29$0.36$0.43$0.50$0.57$0.64$0.71$0.86$0.31$0.34$0.37$0.41$0.44$0.47$0.50$0.53$0.57$0.74
Puts——
Calls——
Skew——
Implied moveBearish±$0.83
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ2.03100.7%31.8%
30Δ2.1594.4%28.5%
35Δ2.2688.0%25.1%
40Δ2.3881.6%21.7%
45Δ2.8462.4%23.9%2.5075.2%18.3%
50Δ2.7165.1%21.6%2.6268.8%14.9%
55Δ2.5867.9%19.3%2.7362.4%11.6%
60Δ2.4570.6%17.0%2.8556.0%8.2%
65Δ2.3273.4%14.7%2.9749.6%4.8%
70Δ2.1976.1%12.4%3.1950.1%3.2%
75Δ2.0678.9%10.1%
80Δ1.8684.4%8.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.03
IV
100.7%
B/E move
31.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.15
IV
94.4%
B/E move
28.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.26
IV
88.0%
B/E move
25.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.38
IV
81.6%
B/E move
21.7%

45Δ

Calls
Pseudo strike
2.84
IV
62.4%
B/E move
23.9%
Puts
Pseudo strike
2.50
IV
75.2%
B/E move
18.3%

50Δ

Calls
Pseudo strike
2.71
IV
65.1%
B/E move
21.6%
Puts
Pseudo strike
2.62
IV
68.8%
B/E move
14.9%

55Δ

Calls
Pseudo strike
2.58
IV
67.9%
B/E move
19.3%
Puts
Pseudo strike
2.73
IV
62.4%
B/E move
11.6%

60Δ

Calls
Pseudo strike
2.45
IV
70.6%
B/E move
17.0%
Puts
Pseudo strike
2.85
IV
56.0%
B/E move
8.2%

65Δ

Calls
Pseudo strike
2.32
IV
73.4%
B/E move
14.7%
Puts
Pseudo strike
2.97
IV
49.6%
B/E move
4.8%

70Δ

Calls
Pseudo strike
2.19
IV
76.1%
B/E move
12.4%
Puts
Pseudo strike
3.19
IV
50.1%
B/E move
3.2%

75Δ

Calls
Pseudo strike
2.06
IV
78.9%
B/E move
10.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.86
IV
84.4%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations