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Ceragon Networks Ltd. Ordinary Shares CRNT

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Market datapartial · fetched 2026-10-22T23:11:34.116Z

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 · 2026-10-22T20:52:10.414273138Z

FundamentalsAlpha Vantage · unavailable

Share price$1.92
1D-3.0%
AH$1.91$1.94$1.96$1.98$2.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRNT
Sold putSold callAH

Ceragon Networks Ltd. Ordinary Shares options

Live interpolated CRNT call and put midpoint premiums by absolute delta.Ceragon Networks Ltd. Ordinary Shares$0.07$0.34$0.61$0.88$1.15$0.41$1.13$1.85$2.57$3.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRNT spot · $1.92CRNT PRICE$0.10$0.13$0.17$0.21$0.24$0.28$0.32$0.35$0.43$0.57$0.70$0.84$0.97$0.34$0.32$0.30$0.28$0.26$0.23$0.21$0.35$0.71$1.07
PutsExpensive3.94×
CallsExpensive3.38×
SkewBearish+26.40 pp
Implied moveBullish±$0.53
TiltBullish13.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.79126.2%50.4%1.19427.2%55.5%
25Δ2.69134.4%46.9%1.32373.5%48.1%
30Δ2.58142.7%43.3%1.44319.8%40.6%
35Δ2.48151.0%39.8%1.56266.2%33.1%
40Δ2.37159.3%36.2%1.68212.5%25.6%
45Δ2.27167.6%32.7%1.81158.8%18.2%
50Δ2.16175.9%29.2%1.93105.1%10.7%
55Δ2.06184.2%25.6%2.1493.0%6.7%
60Δ1.93204.7%22.9%2.49139.9%7.6%
65Δ1.76240.7%21.1%2.83186.9%8.5%
70Δ1.59276.7%19.3%
75Δ1.42312.6%17.6%
80Δ1.25348.6%15.8%

20Δ

Calls
Pseudo strike
2.79
IV
126.2%
B/E move
50.4%
Puts
Pseudo strike
1.19
IV
427.2%
B/E move
55.5%

25Δ

Calls
Pseudo strike
2.69
IV
134.4%
B/E move
46.9%
Puts
Pseudo strike
1.32
IV
373.5%
B/E move
48.1%

30Δ

Calls
Pseudo strike
2.58
IV
142.7%
B/E move
43.3%
Puts
Pseudo strike
1.44
IV
319.8%
B/E move
40.6%

35Δ

Calls
Pseudo strike
2.48
IV
151.0%
B/E move
39.8%
Puts
Pseudo strike
1.56
IV
266.2%
B/E move
33.1%

40Δ

Calls
Pseudo strike
2.37
IV
159.3%
B/E move
36.2%
Puts
Pseudo strike
1.68
IV
212.5%
B/E move
25.6%

45Δ

Calls
Pseudo strike
2.27
IV
167.6%
B/E move
32.7%
Puts
Pseudo strike
1.81
IV
158.8%
B/E move
18.2%

50Δ

Calls
Pseudo strike
2.16
IV
175.9%
B/E move
29.2%
Puts
Pseudo strike
1.93
IV
105.1%
B/E move
10.7%

55Δ

Calls
Pseudo strike
2.06
IV
184.2%
B/E move
25.6%
Puts
Pseudo strike
2.14
IV
93.0%
B/E move
6.7%

60Δ

Calls
Pseudo strike
1.93
IV
204.7%
B/E move
22.9%
Puts
Pseudo strike
2.49
IV
139.9%
B/E move
7.6%

65Δ

Calls
Pseudo strike
1.76
IV
240.7%
B/E move
21.1%
Puts
Pseudo strike
2.83
IV
186.9%
B/E move
8.5%

70Δ

Calls
Pseudo strike
1.59
IV
276.7%
B/E move
19.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.42
IV
312.6%
B/E move
17.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.25
IV
348.6%
B/E move
15.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations