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Cirrus Logic, Inc. Common Stock CRUS

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Market datapartial · fetched 2026-10-23T06:04:17.762Z

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 · 2026-10-22T20:10:58.782378194Z

FundamentalsAlpha Vantage · unavailable

Share price$110.50
1D+2.1%
AH$108$109$110$111$1125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRUS
Sold putSold callAH

Cirrus Logic, Inc. Common Stock options

Live interpolated CRUS call and put midpoint premiums by absolute delta.Cirrus Logic, Inc. Common Stock$1.33$5.96$10.59$15.23$19.86$89.85$100.14$110.43$120.73$131.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRUS spot · $110.50CRUS PRICE$1.83$2.29$2.89$3.48$4.06$4.81$5.69$6.57$7.91$9.26$11.00$12.98$15.28$1.96$2.63$3.34$4.24$5.38$6.51$7.31$8.11$9.47$11.51$13.76$16.20$18.52
PutsExpensive1.34×
CallsExpensive1.40×
SkewBearish+0.43 pp
Implied moveBearish±$13.00
TiltBearish10.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ129.2458.1%18.6%98.8953.0%12.3%
25Δ123.9853.7%14.3%101.4352.7%10.6%
30Δ121.1453.2%12.2%103.7152.5%9.2%
35Δ118.5152.0%10.4%105.8953.3%8.0%
40Δ116.0250.2%8.7%107.9655.1%7.2%
45Δ113.8649.7%7.4%110.0256.8%6.3%
50Δ111.9250.1%6.4%111.9754.3%5.3%
55Δ109.9750.4%5.5%113.9351.7%4.2%
60Δ107.8752.0%4.8%116.1851.4%3.4%
65Δ105.7753.6%4.1%118.7953.6%2.9%
70Δ103.3355.6%3.5%121.6355.3%2.4%
75Δ100.6957.8%2.9%124.6856.4%1.8%
80Δ97.7259.1%2.3%127.6255.0%1.3%

20Δ

Calls
Pseudo strike
129.24
IV
58.1%
B/E move
18.6%
Puts
Pseudo strike
98.89
IV
53.0%
B/E move
12.3%

25Δ

Calls
Pseudo strike
123.98
IV
53.7%
B/E move
14.3%
Puts
Pseudo strike
101.43
IV
52.7%
B/E move
10.6%

30Δ

Calls
Pseudo strike
121.14
IV
53.2%
B/E move
12.2%
Puts
Pseudo strike
103.71
IV
52.5%
B/E move
9.2%

35Δ

Calls
Pseudo strike
118.51
IV
52.0%
B/E move
10.4%
Puts
Pseudo strike
105.89
IV
53.3%
B/E move
8.0%

40Δ

Calls
Pseudo strike
116.02
IV
50.2%
B/E move
8.7%
Puts
Pseudo strike
107.96
IV
55.1%
B/E move
7.2%

45Δ

Calls
Pseudo strike
113.86
IV
49.7%
B/E move
7.4%
Puts
Pseudo strike
110.02
IV
56.8%
B/E move
6.3%

50Δ

Calls
Pseudo strike
111.92
IV
50.1%
B/E move
6.4%
Puts
Pseudo strike
111.97
IV
54.3%
B/E move
5.3%

55Δ

Calls
Pseudo strike
109.97
IV
50.4%
B/E move
5.5%
Puts
Pseudo strike
113.93
IV
51.7%
B/E move
4.2%

60Δ

Calls
Pseudo strike
107.87
IV
52.0%
B/E move
4.8%
Puts
Pseudo strike
116.18
IV
51.4%
B/E move
3.4%

65Δ

Calls
Pseudo strike
105.77
IV
53.6%
B/E move
4.1%
Puts
Pseudo strike
118.79
IV
53.6%
B/E move
2.9%

70Δ

Calls
Pseudo strike
103.33
IV
55.6%
B/E move
3.5%
Puts
Pseudo strike
121.63
IV
55.3%
B/E move
2.4%

75Δ

Calls
Pseudo strike
100.69
IV
57.8%
B/E move
2.9%
Puts
Pseudo strike
124.68
IV
56.4%
B/E move
1.8%

80Δ

Calls
Pseudo strike
97.72
IV
59.1%
B/E move
2.3%
Puts
Pseudo strike
127.62
IV
55.0%
B/E move
1.3%

Options history

CRUS43.6844.6845.682026-10-20: 43.82%2026-10-21: 45.54%Oct 20Oct 21
Table
DateIV
43.82%
45.54%