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Celularity Inc. Class A Common Stock CELU

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-07T07:43:35.849Z

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 · 2026-11-06T23:09:44.815844854Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T07:43:34.803606+00:00

Share price$0.77
1D+4.1%
AH$0.72$0.73$0.75$0.76$0.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCELU
Sold putSold callAH

Celularity Inc. Class A Common Stock options

Live interpolated CELU call and put midpoint premiums by absolute delta.Celularity Inc. Class A Common Stock$0.00$1.57$3.13$4.70$6.26$-0.21$0.16$0.52$0.89$1.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CELU spot · $0.77CELU PRICE$0.17$0.38$0.50$0.50$0.50$0.50$0.50$0.29$0.34$0.39$0.45$0.50$0.50$0.50$0.50$0.54$0.61$0.69$0.76$0.83$0.93$1.05$1.16$5.81
PutsExpensive2.54×
Calls——
Skew——
Implied moveBearish±$1.19
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.62748.3%84.6%
25Δ7.22800.0%858.9%0.73699.8%70.2%
30Δ5.81800.0%703.5%0.84651.4%55.8%
35Δ4.72800.0%578.4%0.95602.9%41.3%
40Δ4.08800.0%494.2%1.06568.5%32.8%
45Δ3.43800.0%410.0%1.16544.9%28.7%
50Δ2.78800.0%325.8%1.27521.3%24.7%
55Δ2.13800.0%241.6%1.37497.7%20.7%
60Δ1.47474.1%16.6%
65Δ0.85563.6%47.8%1.60455.0%13.6%
70Δ0.76621.1%43.4%1.73437.5%11.0%
75Δ0.68678.6%39.0%1.87419.9%8.4%
80Δ0.59736.1%34.5%6.51715.8%9.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.62
IV
748.3%
B/E move
84.6%

25Δ

Calls
Pseudo strike
7.22
IV
800.0%
B/E move
858.9%
Puts
Pseudo strike
0.73
IV
699.8%
B/E move
70.2%

30Δ

Calls
Pseudo strike
5.81
IV
800.0%
B/E move
703.5%
Puts
Pseudo strike
0.84
IV
651.4%
B/E move
55.8%

35Δ

Calls
Pseudo strike
4.72
IV
800.0%
B/E move
578.4%
Puts
Pseudo strike
0.95
IV
602.9%
B/E move
41.3%

40Δ

Calls
Pseudo strike
4.08
IV
800.0%
B/E move
494.2%
Puts
Pseudo strike
1.06
IV
568.5%
B/E move
32.8%

45Δ

Calls
Pseudo strike
3.43
IV
800.0%
B/E move
410.0%
Puts
Pseudo strike
1.16
IV
544.9%
B/E move
28.7%

50Δ

Calls
Pseudo strike
2.78
IV
800.0%
B/E move
325.8%
Puts
Pseudo strike
1.27
IV
521.3%
B/E move
24.7%

55Δ

Calls
Pseudo strike
2.13
IV
800.0%
B/E move
241.6%
Puts
Pseudo strike
1.37
IV
497.7%
B/E move
20.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.47
IV
474.1%
B/E move
16.6%

65Δ

Calls
Pseudo strike
0.85
IV
563.6%
B/E move
47.8%
Puts
Pseudo strike
1.60
IV
455.0%
B/E move
13.6%

70Δ

Calls
Pseudo strike
0.76
IV
621.1%
B/E move
43.4%
Puts
Pseudo strike
1.73
IV
437.5%
B/E move
11.0%

75Δ

Calls
Pseudo strike
0.68
IV
678.6%
B/E move
39.0%
Puts
Pseudo strike
1.87
IV
419.9%
B/E move
8.4%

80Δ

Calls
Pseudo strike
0.59
IV
736.1%
B/E move
34.5%
Puts
Pseudo strike
6.51
IV
715.8%
B/E move
9.1%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations