IntraAlpha
Create free account Start free

Credo Technology Group Holding Ltd Ordinary Shares CRDO

i

Market dataready · fetched 2026-11-07T01:01:25.250Z

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 · 2026-11-07T00:59:38.112796538Z

FundamentalsSEC EDGAR · ready · as of 2026-08-01 · fetched 2026-11-07T01:01:24.618739+00:00

Share price$121.50
1D-3.2%
AH$114$117$120$123$1265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRDO
Sold putSold callAH

Credo Technology Group Holding Ltd Ordinary Shares options

Live interpolated CRDO call and put midpoint premiums by absolute delta.Credo Technology Group Holding Ltd Ordinary Shares$1.05$9.28$17.51$25.74$33.97$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICECRDO PRICE$1.94$2.57$3.38$3.99$4.91$5.75$6.74$7.85$8.35$10.55$12.10$13.27$14.28$2.67$3.65$4.55$5.68$6.85$11.44$31.60
Puts——
CallsCheap0.86×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ139.80109.9%16.7%106.21130.0%14.8%
25Δ136.34110.1%14.3%109.27132.4%13.1%
30Δ133.68113.8%12.8%112.50128.9%11.2%
35Δ130.35109.1%10.6%115.32129.3%9.8%
40Δ127.97111.6%9.4%118.09128.4%8.4%
45Δ125.39110.1%7.9%
50Δ123.01110.2%6.8%
55Δ120.67110.4%5.8%126.38129.4%5.4%
60Δ118.53101.2%4.4%
65Δ115.91112.5%4.1%
70Δ113.41112.7%3.3%
75Δ111.23107.3%2.5%
80Δ109.3099.6%1.7%150.49163.3%2.2%

20Δ

Calls
Pseudo strike
139.80
IV
109.9%
B/E move
16.7%
Puts
Pseudo strike
106.21
IV
130.0%
B/E move
14.8%

25Δ

Calls
Pseudo strike
136.34
IV
110.1%
B/E move
14.3%
Puts
Pseudo strike
109.27
IV
132.4%
B/E move
13.1%

30Δ

Calls
Pseudo strike
133.68
IV
113.8%
B/E move
12.8%
Puts
Pseudo strike
112.50
IV
128.9%
B/E move
11.2%

35Δ

Calls
Pseudo strike
130.35
IV
109.1%
B/E move
10.6%
Puts
Pseudo strike
115.32
IV
129.3%
B/E move
9.8%

40Δ

Calls
Pseudo strike
127.97
IV
111.6%
B/E move
9.4%
Puts
Pseudo strike
118.09
IV
128.4%
B/E move
8.4%

45Δ

Calls
Pseudo strike
125.39
IV
110.1%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
123.01
IV
110.2%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
120.67
IV
110.4%
B/E move
5.8%
Puts
Pseudo strike
126.38
IV
129.4%
B/E move
5.4%

60Δ

Calls
Pseudo strike
118.53
IV
101.2%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
115.91
IV
112.5%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
113.41
IV
112.7%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
111.23
IV
107.3%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
109.30
IV
99.6%
B/E move
1.7%
Puts
Pseudo strike
150.49
IV
163.3%
B/E move
2.2%

Options history

IV · four-Friday blend93.10%
Daily close
CRDO59.9%91.3%122.7%2026-08-10: 96.10%2026-08-11: 95.65%2026-08-12: 95.22%2026-08-13: 97.97%2026-08-14: 91.46%2026-08-17: 97.99%2026-08-18: 100.91%2026-08-19: 99.47%2026-08-20: 97.22%2026-08-21: 95.70%2026-08-24: 103.38%2026-08-25: 103.27%2026-08-26: 104.29%2026-08-27: 102.77%2026-08-28: 98.85%2026-08-31: 105.04%2026-09-01: 118.38%2026-09-02: 78.00%2026-09-03: 76.59%2026-09-04: 74.97%2026-09-08: 77.83%2026-09-09: 74.20%2026-09-10: 71.83%2026-09-11: 64.27%2026-09-14: 70.66%2026-09-15: 73.28%2026-09-16: 72.61%2026-09-17: 67.24%2026-09-18: 65.34%2026-09-21: 74.18%2026-09-22: 75.62%2026-09-23: 80.52%2026-09-24: 75.68%2026-09-25: 78.15%2026-09-28: 79.25%2026-09-29: 80.27%2026-09-30: 82.99%2026-10-01: 82.44%2026-10-02: 74.66%2026-10-05: 73.50%2026-10-06: 75.29%2026-10-07: 78.78%2026-10-08: 84.89%2026-10-09: 75.44%2026-10-12: 78.79%2026-10-13: 84.78%2026-10-14: 90.87%2026-10-15: 84.81%2026-10-16: 83.60%2026-10-19: 86.62%2026-10-20: 87.77%2026-10-21: 84.75%2026-10-22: 96.04%2026-10-23: 89.19%2026-10-26: 90.50%2026-10-27: 89.63%2026-10-28: 91.01%2026-10-29: 91.43%2026-10-30: 93.10%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
96.10%
95.65%
95.22%
97.97%
91.46%
97.99%
100.91%
99.47%
97.22%
95.70%
103.38%
103.27%
104.29%
102.77%
98.85%
105.04%
118.38%
78.00%
76.59%
74.97%
77.83%
74.20%
71.83%
64.27%
70.66%
73.28%
72.61%
67.24%
65.34%
74.18%
75.62%
80.52%
75.68%
78.15%
79.25%
80.27%
82.99%
82.44%
74.66%
73.50%
75.29%
78.78%
84.89%
75.44%
78.79%
84.78%
90.87%
84.81%
83.60%
86.62%
87.77%
84.75%
96.04%
89.19%
90.50%
89.63%
91.01%
91.43%
93.10%