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Criteo S.A. Ordinary Shares CRTO

i

Market dataready · fetched 2026-11-13T19:10:27.497Z

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: 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 · 2026-11-13T19:10:24.206877041Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T19:10:26.921879+00:00

Share price$17.77
1D+1.4%
$17.43$17.55$17.68$17.80$17.925:30 AM6:30 AM9:00 AM1:00 PMCRTO
Sold putSold call

Criteo S.A. Ordinary Shares options

Live interpolated CRTO call and put midpoint premiums by absolute delta.Criteo S.A. Ordinary Shares$0.45$0.96$1.46$1.96$2.47$14.79$16.18$17.57$18.95$20.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive CRTO spot · $17.77CRTO PRICE$0.53$0.53$0.54$0.55$0.55$0.56$0.56$0.57$0.57$0.51$0.51$0.52$0.52$0.52$0.72$0.99$1.25$1.52$1.79$2.06$2.32
Puts——
Calls——
Skew——
Implied moveBearish±$1.55
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.84258.8%54.0%13.76216.2%25.4%
25Δ25.72232.9%47.8%14.64181.4%20.5%
30Δ24.61207.1%41.5%15.51146.6%15.6%
35Δ23.49181.3%35.2%16.39111.7%10.7%
40Δ22.37155.5%29.0%17.2676.9%5.8%
45Δ21.25129.6%22.7%17.7570.6%4.2%
50Δ20.13103.8%16.5%18.0975.0%3.8%
55Δ19.0278.0%10.2%18.4279.4%3.4%
60Δ17.9052.2%3.9%18.7683.7%3.0%
65Δ19.1088.1%2.6%
70Δ19.4492.4%2.2%
75Δ19.7896.8%1.8%
80Δ

20Δ

Calls
Pseudo strike
26.84
IV
258.8%
B/E move
54.0%
Puts
Pseudo strike
13.76
IV
216.2%
B/E move
25.4%

25Δ

Calls
Pseudo strike
25.72
IV
232.9%
B/E move
47.8%
Puts
Pseudo strike
14.64
IV
181.4%
B/E move
20.5%

30Δ

Calls
Pseudo strike
24.61
IV
207.1%
B/E move
41.5%
Puts
Pseudo strike
15.51
IV
146.6%
B/E move
15.6%

35Δ

Calls
Pseudo strike
23.49
IV
181.3%
B/E move
35.2%
Puts
Pseudo strike
16.39
IV
111.7%
B/E move
10.7%

40Δ

Calls
Pseudo strike
22.37
IV
155.5%
B/E move
29.0%
Puts
Pseudo strike
17.26
IV
76.9%
B/E move
5.8%

45Δ

Calls
Pseudo strike
21.25
IV
129.6%
B/E move
22.7%
Puts
Pseudo strike
17.75
IV
70.6%
B/E move
4.2%

50Δ

Calls
Pseudo strike
20.13
IV
103.8%
B/E move
16.5%
Puts
Pseudo strike
18.09
IV
75.0%
B/E move
3.8%

55Δ

Calls
Pseudo strike
19.02
IV
78.0%
B/E move
10.2%
Puts
Pseudo strike
18.42
IV
79.4%
B/E move
3.4%

60Δ

Calls
Pseudo strike
17.90
IV
52.2%
B/E move
3.9%
Puts
Pseudo strike
18.76
IV
83.7%
B/E move
3.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.10
IV
88.1%
B/E move
2.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.44
IV
92.4%
B/E move
2.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.78
IV
96.8%
B/E move
1.8%

80Δ

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

Options history

IV · four-Friday blend59.55%
Daily EOD
CRTO56.4%61.8%67.2%2026-10-19: 57.42%2026-10-20: 58.56%2026-10-21: 60.70%2026-10-22: 57.14%2026-10-23: 59.29%2026-10-26: 64.49%2026-10-27: 66.46%2026-10-28: 62.85%2026-10-29: 64.83%2026-10-30: 59.55%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
57.42%
58.56%
60.70%
57.14%
59.29%
64.49%
66.46%
62.85%
64.83%
59.55%