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Criteo Sa CRTO

COMMUNICATION SERVICES · ADVERTISING AGENCIES
i

Market dataready · fetched 2026-10-23T06:52:42.937Z

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 · 2026-10-22T20:00:00.3736077Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:52:42.594138+00:00

Share price$14.87
1D-0.9%
AH$14.78$14.88$14.98$15.08$15.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRTO
Sold putSold callAH

Criteo Sa options

Live interpolated CRTO call and put midpoint premiums by absolute delta.Criteo Sa$0.33$1.06$1.79$2.52$3.25$11.58$13.44$15.30$17.16$19.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRTO spot · $14.87CRTO PRICE$0.52$0.40$0.55$0.69$0.83$0.97$1.11$1.32$1.65$1.97$2.29$2.61$3.04$0.41$0.51$0.62$0.72$0.83$0.93$1.08$1.31$1.55$1.78$2.01$2.24$2.47
PutsExpensive1.27×
CallsExpensive1.69×
SkewBullish-20.80 pp
Implied moveBalanced±$2.20
TiltBullish4.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.86132.5%50.5%12.6379.2%17.8%
25Δ17.3469.7%19.3%13.0575.5%15.7%
30Δ16.9270.8%17.5%13.4771.7%13.6%
35Δ16.5171.8%15.6%13.8968.0%11.4%
40Δ16.0972.8%13.8%14.3164.3%9.3%
45Δ15.6773.8%11.9%14.7360.5%7.2%
50Δ15.2674.9%10.1%15.1257.8%5.6%
55Δ14.8276.7%8.6%15.4656.9%4.9%
60Δ14.3579.7%7.5%15.7955.9%4.2%
65Δ13.8782.7%6.5%16.1355.0%3.5%
70Δ13.4085.7%5.5%16.4654.0%2.8%
75Δ12.9388.7%4.5%16.8053.1%2.1%
80Δ12.3594.7%3.5%17.1352.2%1.4%

20Δ

Calls
Pseudo strike
21.86
IV
132.5%
B/E move
50.5%
Puts
Pseudo strike
12.63
IV
79.2%
B/E move
17.8%

25Δ

Calls
Pseudo strike
17.34
IV
69.7%
B/E move
19.3%
Puts
Pseudo strike
13.05
IV
75.5%
B/E move
15.7%

30Δ

Calls
Pseudo strike
16.92
IV
70.8%
B/E move
17.5%
Puts
Pseudo strike
13.47
IV
71.7%
B/E move
13.6%

35Δ

Calls
Pseudo strike
16.51
IV
71.8%
B/E move
15.6%
Puts
Pseudo strike
13.89
IV
68.0%
B/E move
11.4%

40Δ

Calls
Pseudo strike
16.09
IV
72.8%
B/E move
13.8%
Puts
Pseudo strike
14.31
IV
64.3%
B/E move
9.3%

45Δ

Calls
Pseudo strike
15.67
IV
73.8%
B/E move
11.9%
Puts
Pseudo strike
14.73
IV
60.5%
B/E move
7.2%

50Δ

Calls
Pseudo strike
15.26
IV
74.9%
B/E move
10.1%
Puts
Pseudo strike
15.12
IV
57.8%
B/E move
5.6%

55Δ

Calls
Pseudo strike
14.82
IV
76.7%
B/E move
8.6%
Puts
Pseudo strike
15.46
IV
56.9%
B/E move
4.9%

60Δ

Calls
Pseudo strike
14.35
IV
79.7%
B/E move
7.5%
Puts
Pseudo strike
15.79
IV
55.9%
B/E move
4.2%

65Δ

Calls
Pseudo strike
13.87
IV
82.7%
B/E move
6.5%
Puts
Pseudo strike
16.13
IV
55.0%
B/E move
3.5%

70Δ

Calls
Pseudo strike
13.40
IV
85.7%
B/E move
5.5%
Puts
Pseudo strike
16.46
IV
54.0%
B/E move
2.8%

75Δ

Calls
Pseudo strike
12.93
IV
88.7%
B/E move
4.5%
Puts
Pseudo strike
16.80
IV
53.1%
B/E move
2.1%

80Δ

Calls
Pseudo strike
12.35
IV
94.7%
B/E move
3.5%
Puts
Pseudo strike
17.13
IV
52.2%
B/E move
1.4%

Options history

CRTO58.3959.6360.872026-10-20: 58.56%2026-10-21: 60.70%Oct 20Oct 21
Table
DateIV
58.56%
60.70%