IntraAlpha
Create free account Start free

Cerebras Systems Inc. Class A Common Stock CBRS

i

Market dataready · fetched 2026-11-06T22:48:21.594Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T22:47:56.818215769Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-06T22:48:20.812148+00:00

Share price$90.01
1D+5.7%
AH$83$85$87$89$915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCBRS
Sold putSold callAH

Cerebras Systems Inc. Class A Common Stock options

Live interpolated CBRS call and put midpoint premiums by absolute delta.Cerebras Systems Inc. Class A Common Stock$1.95$8.42$14.88$21.35$27.81$69.66$81.05$92.43$103.82$115.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive CBRS spot · $90.01CBRS PRICE$2.65$3.49$4.37$5.34$6.35$7.44$10.79$12.06$3.04$4.04$5.61$6.48$7.65$11.05$15.65$20.42$25.95
Puts——
Calls——
Skew——
Implied moveBearish±$18.49
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.64192.6%20.5%
25Δ107.00159.3%21.8%78.11189.4%17.7%
30Δ104.19164.7%19.6%80.89202.1%16.4%
35Δ101.23168.1%17.3%84.26189.4%13.6%
40Δ98.37171.1%15.2%87.23184.3%11.6%
45Δ95.50172.1%13.2%
50Δ92.68172.4%11.2%93.14187.1%8.8%
55Δ
60Δ99.82192.2%6.5%
65Δ84.71162.3%6.1%
70Δ82.26158.4%4.8%106.61186.5%4.2%
75Δ112.80200.8%3.5%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.64
IV
192.6%
B/E move
20.5%

25Δ

Calls
Pseudo strike
107.00
IV
159.3%
B/E move
21.8%
Puts
Pseudo strike
78.11
IV
189.4%
B/E move
17.7%

30Δ

Calls
Pseudo strike
104.19
IV
164.7%
B/E move
19.6%
Puts
Pseudo strike
80.89
IV
202.1%
B/E move
16.4%

35Δ

Calls
Pseudo strike
101.23
IV
168.1%
B/E move
17.3%
Puts
Pseudo strike
84.26
IV
189.4%
B/E move
13.6%

40Δ

Calls
Pseudo strike
98.37
IV
171.1%
B/E move
15.2%
Puts
Pseudo strike
87.23
IV
184.3%
B/E move
11.6%

45Δ

Calls
Pseudo strike
95.50
IV
172.1%
B/E move
13.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
92.68
IV
172.4%
B/E move
11.2%
Puts
Pseudo strike
93.14
IV
187.1%
B/E move
8.8%

55Δ

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

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
99.82
IV
192.2%
B/E move
6.5%

65Δ

Calls
Pseudo strike
84.71
IV
162.3%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
82.26
IV
158.4%
B/E move
4.8%
Puts
Pseudo strike
106.61
IV
186.5%
B/E move
4.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
112.80
IV
200.8%
B/E move
3.5%

80Δ

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

Options history

IV · four-Friday blend104.31%
Daily close
CBRS59.0%108.2%157.4%2026-08-10: 137.75%2026-08-11: 130.67%2026-08-12: 150.65%2026-08-13: 107.17%2026-08-14: 93.72%2026-08-17: 109.06%2026-08-18: 106.28%2026-08-19: 100.55%2026-08-20: 97.75%2026-08-21: 87.91%2026-08-24: 94.23%2026-08-25: 90.19%2026-08-26: 92.04%2026-08-27: 89.08%2026-08-28: 70.47%2026-08-31: 74.02%2026-09-01: 72.56%2026-09-02: 74.76%2026-09-03: 72.67%2026-09-04: 73.44%2026-09-08: 78.43%2026-09-09: 75.23%2026-09-10: 75.21%2026-09-11: 69.54%2026-09-14: 73.75%2026-09-15: 73.06%2026-09-16: 78.03%2026-09-17: 73.78%2026-09-18: 67.49%2026-09-21: 74.87%2026-09-22: 74.44%2026-09-23: 76.19%2026-09-24: 71.65%2026-09-25: 74.06%2026-09-28: 78.87%2026-09-29: 82.41%2026-09-30: 70.51%2026-10-01: 72.08%2026-10-02: 66.10%2026-10-05: 72.03%2026-10-06: 71.12%2026-10-07: 69.64%2026-10-08: 70.18%2026-10-09: 65.79%2026-10-12: 71.91%2026-10-13: 73.78%2026-10-14: 77.72%2026-10-15: 82.52%2026-10-16: 87.48%2026-10-19: 92.02%2026-10-20: 91.07%2026-10-21: 88.89%2026-10-22: 96.81%2026-10-23: 91.99%2026-10-26: 96.51%2026-10-27: 104.78%2026-10-28: 113.20%2026-10-29: 106.76%2026-10-30: 104.31%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
137.75%
130.67%
150.65%
107.17%
93.72%
109.06%
106.28%
100.55%
97.75%
87.91%
94.23%
90.19%
92.04%
89.08%
70.47%
74.02%
72.56%
74.76%
72.67%
73.44%
78.43%
75.23%
75.21%
69.54%
73.75%
73.06%
78.03%
73.78%
67.49%
74.87%
74.44%
76.19%
71.65%
74.06%
78.87%
82.41%
70.51%
72.08%
66.10%
72.03%
71.12%
69.64%
70.18%
65.79%
71.91%
73.78%
77.72%
82.52%
87.48%
92.02%
91.07%
88.89%
96.81%
91.99%
96.51%
104.78%
113.20%
106.76%
104.31%