Share price$1.95
1D-1.6%
Sold putSold call
Ceragon Networks Ltd. Ordinary Shares CRNT
i
Market datapartial · fetched 2026-10-22T16:30:15.941Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T16:28:26.233774382Z
FundamentalsAlpha Vantage · unavailable
Ceragon Networks Ltd. Ordinary Shares options
PutsExpensive3.61×
CallsExpensive4.26×
SkewBullish-33.92 pp
Implied move——
TiltBearish14.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.22 | 419.1% | 54.8% | |||
| 25Δ | 1.35 | 361.7% | 46.8% | |||
| 30Δ | 1.48 | 304.3% | 38.8% | |||
| 35Δ | 1.61 | 246.9% | 30.9% | |||
| 40Δ | 1.75 | 189.5% | 22.9% | |||
| 45Δ | 1.88 | 132.1% | 14.9% | |||
| 50Δ | 2.03 | 83.4% | 7.7% | |||
| 55Δ | 2.35 | 128.0% | 8.5% | |||
| 60Δ | 1.94 | 191.9% | 21.4% | 2.67 | 172.6% | 9.3% |
| 65Δ | 1.77 | 225.6% | 19.6% | 3.00 | 217.3% | 10.1% |
| 70Δ | 1.60 | 259.4% | 17.9% | |||
| 75Δ | 1.43 | 293.2% | 16.1% | |||
| 80Δ | 1.26 | 327.0% | 14.4% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.22
- IV
- 419.1%
- B/E move
- 54.8%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.35
- IV
- 361.7%
- B/E move
- 46.8%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.48
- IV
- 304.3%
- B/E move
- 38.8%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.61
- IV
- 246.9%
- B/E move
- 30.9%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.75
- IV
- 189.5%
- B/E move
- 22.9%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.88
- IV
- 132.1%
- B/E move
- 14.9%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.03
- IV
- 83.4%
- B/E move
- 7.7%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.35
- IV
- 128.0%
- B/E move
- 8.5%
60Δ
- Pseudo strike
- 1.94
- IV
- 191.9%
- B/E move
- 21.4%
- Pseudo strike
- 2.67
- IV
- 172.6%
- B/E move
- 9.3%
65Δ
- Pseudo strike
- 1.77
- IV
- 225.6%
- B/E move
- 19.6%
- Pseudo strike
- 3.00
- IV
- 217.3%
- B/E move
- 10.1%
70Δ
- Pseudo strike
- 1.60
- IV
- 259.4%
- B/E move
- 17.9%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 1.43
- IV
- 293.2%
- B/E move
- 16.1%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 1.26
- IV
- 327.0%
- B/E move
- 14.4%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations