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Celularity Inc. Class A Common Stock CELU

i

Market dataready · fetched 2026-11-03T20:15:10.638Z

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 · 2026-11-03T19:59:42.105038713Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-03T20:15:09.974167+00:00

Share price$0.82
1D-8.4%
$0.79$0.82$0.85$0.88$0.915:30 AM6:30 AM9:00 AM1:00 PMCELU
Sold putSold call

Celularity Inc. Class A Common Stock options

Live interpolated CELU call and put midpoint premiums by absolute delta.Celularity Inc. Class A Common Stock$0.04$1.01$1.98$2.95$3.91$-0.30$0.15$0.60$1.05$1.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CELU spot · $0.82CELU PRICE$0.15$0.24$0.32$0.38$0.38$0.38$0.28$0.31$0.34$0.41$0.43$0.45$0.47$0.81$1.16$1.51$1.87$2.22$2.57$2.93$3.28$3.63
PutsExpensive2.09×
Calls——
Skew——
Implied moveBearish±$1.89
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.67704.5%68.8%
25Δ0.77641.3%58.2%
30Δ7.26751.3%798.1%0.88578.1%47.6%
35Δ6.38770.2%702.5%0.99514.9%37.0%
40Δ5.50789.1%606.8%1.36508.9%33.4%
45Δ4.69800.0%514.8%1.73506.9%30.2%
50Δ3.97800.0%427.5%2.11504.8%27.0%
55Δ3.25800.0%340.2%2.49502.8%23.9%
60Δ2.87500.7%20.7%
65Δ3.25498.7%17.5%
70Δ0.77333.5%27.5%3.63496.6%14.4%
75Δ0.69322.5%21.0%4.01494.5%11.2%
80Δ0.61311.4%14.5%4.39492.5%8.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.67
IV
704.5%
B/E move
68.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.77
IV
641.3%
B/E move
58.2%

30Δ

Calls
Pseudo strike
7.26
IV
751.3%
B/E move
798.1%
Puts
Pseudo strike
0.88
IV
578.1%
B/E move
47.6%

35Δ

Calls
Pseudo strike
6.38
IV
770.2%
B/E move
702.5%
Puts
Pseudo strike
0.99
IV
514.9%
B/E move
37.0%

40Δ

Calls
Pseudo strike
5.50
IV
789.1%
B/E move
606.8%
Puts
Pseudo strike
1.36
IV
508.9%
B/E move
33.4%

45Δ

Calls
Pseudo strike
4.69
IV
800.0%
B/E move
514.8%
Puts
Pseudo strike
1.73
IV
506.9%
B/E move
30.2%

50Δ

Calls
Pseudo strike
3.97
IV
800.0%
B/E move
427.5%
Puts
Pseudo strike
2.11
IV
504.8%
B/E move
27.0%

55Δ

Calls
Pseudo strike
3.25
IV
800.0%
B/E move
340.2%
Puts
Pseudo strike
2.49
IV
502.8%
B/E move
23.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.87
IV
500.7%
B/E move
20.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.25
IV
498.7%
B/E move
17.5%

70Δ

Calls
Pseudo strike
0.77
IV
333.5%
B/E move
27.5%
Puts
Pseudo strike
3.63
IV
496.6%
B/E move
14.4%

75Δ

Calls
Pseudo strike
0.69
IV
322.5%
B/E move
21.0%
Puts
Pseudo strike
4.01
IV
494.5%
B/E move
11.2%

80Δ

Calls
Pseudo strike
0.61
IV
311.4%
B/E move
14.5%
Puts
Pseudo strike
4.39
IV
492.5%
B/E move
8.0%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations