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Cirrus Logic, Inc. Common Stock CRUS

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Market dataready · fetched 2026-11-12T17:23:42.775Z

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 · 2026-11-12T17:22:17.339516453Z

FundamentalsSEC EDGAR · ready · as of 2026-09-26 · fetched 2026-11-12T17:23:42.175963+00:00

Share price$122.16
1D-0.4%
$121.68$122.47$123.25$124.04$124.825:30 AM6:30 AM9:00 AM1:00 PMCRUS
Sold putSold call

Cirrus Logic, Inc. Common Stock options

Live interpolated CRUS call and put midpoint premiums by absolute delta.Cirrus Logic, Inc. Common Stock$1.19$3.37$5.55$7.73$9.90$104.53$112.73$120.94$129.14$137.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CRUS spot · $122.16CRUS PRICE$1.51$1.42$1.60$1.78$2.16$2.68$3.21$3.74$4.26$5.19$6.44$7.70$9.28$1.46$1.74$2.02$2.30$2.58$2.86$3.14$3.42$3.70$3.98
Puts——
CallsCheap0.76×
Skew——
Implied moveBalanced±$6.35
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ135.7277.1%12.3%111.1572.9%10.2%
25Δ129.7354.8%7.4%112.6468.6%9.2%
30Δ127.7749.2%5.9%114.1464.4%8.2%
35Δ125.8143.7%4.4%115.6360.1%7.2%
40Δ124.4241.9%3.6%117.1355.9%6.2%
45Δ123.4342.7%3.2%118.6251.6%5.2%
50Δ122.4343.5%2.9%120.1247.4%4.2%
55Δ121.4444.2%2.5%121.6243.1%3.2%
60Δ120.4545.0%2.1%123.1138.9%2.2%
65Δ119.1547.1%1.8%124.6134.6%1.3%
70Δ117.6050.3%1.5%
75Δ116.0553.4%1.3%
80Δ114.1756.8%1.1%

20Δ

Calls
Pseudo strike
135.72
IV
77.1%
B/E move
12.3%
Puts
Pseudo strike
111.15
IV
72.9%
B/E move
10.2%

25Δ

Calls
Pseudo strike
129.73
IV
54.8%
B/E move
7.4%
Puts
Pseudo strike
112.64
IV
68.6%
B/E move
9.2%

30Δ

Calls
Pseudo strike
127.77
IV
49.2%
B/E move
5.9%
Puts
Pseudo strike
114.14
IV
64.4%
B/E move
8.2%

35Δ

Calls
Pseudo strike
125.81
IV
43.7%
B/E move
4.4%
Puts
Pseudo strike
115.63
IV
60.1%
B/E move
7.2%

40Δ

Calls
Pseudo strike
124.42
IV
41.9%
B/E move
3.6%
Puts
Pseudo strike
117.13
IV
55.9%
B/E move
6.2%

45Δ

Calls
Pseudo strike
123.43
IV
42.7%
B/E move
3.2%
Puts
Pseudo strike
118.62
IV
51.6%
B/E move
5.2%

50Δ

Calls
Pseudo strike
122.43
IV
43.5%
B/E move
2.9%
Puts
Pseudo strike
120.12
IV
47.4%
B/E move
4.2%

55Δ

Calls
Pseudo strike
121.44
IV
44.2%
B/E move
2.5%
Puts
Pseudo strike
121.62
IV
43.1%
B/E move
3.2%

60Δ

Calls
Pseudo strike
120.45
IV
45.0%
B/E move
2.1%
Puts
Pseudo strike
123.11
IV
38.9%
B/E move
2.2%

65Δ

Calls
Pseudo strike
119.15
IV
47.1%
B/E move
1.8%
Puts
Pseudo strike
124.61
IV
34.6%
B/E move
1.3%

70Δ

Calls
Pseudo strike
117.60
IV
50.3%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
116.05
IV
53.4%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
114.17
IV
56.8%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend47.14%
Daily EOD
CRUS43.0%45.2%47.5%2026-10-19: 44.48%2026-10-20: 43.82%2026-10-21: 45.54%2026-10-22: 46.36%2026-10-23: 45.07%2026-10-26: 45.63%2026-10-27: 45.44%2026-10-28: 43.97%2026-10-29: 43.30%2026-10-30: 47.14%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
44.48%
43.82%
45.54%
46.36%
45.07%
45.63%
45.44%
43.97%
43.30%
47.14%