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Cirrus Logic, Inc. Common Stock CRUS

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-11-06T20:54:53.403Z

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 · 2026-11-06T20:54:51.995822671Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T20:54:52.951270+00:00

Share price$112.92
1D+2.2%
$110$111$112$114$1155:30 AM6:30 AM9:00 AM1:00 PMCRUS
Sold putSold call

Cirrus Logic, Inc. Common Stock options

Live interpolated CRUS call and put midpoint premiums by absolute delta.Cirrus Logic, Inc. Common Stock$0.62$3.03$5.43$7.84$10.24$97.95$105.10$112.24$119.39$126.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CRUS spot · $112.92CRUS PRICE$0.88$1.25$1.67$2.08$2.50$3.06$3.89$4.72$5.55$6.44$7.43$8.42$9.55$1.20$1.50$1.79$2.11$2.59$3.07$3.55$4.03$4.65$5.47$6.29$7.11
Puts——
CallsCheap0.89×
Skew——
Implied moveBullish±$7.44
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ120.6637.0%7.6%105.1446.5%8.0%
25Δ119.1737.3%6.6%106.8343.8%6.7%
30Δ118.0338.3%6.0%108.5341.1%5.5%
35Δ116.8939.3%5.4%110.1438.7%4.3%
40Δ115.7540.4%4.7%111.2038.2%3.8%
45Δ114.5741.8%4.2%112.2737.8%3.3%
50Δ113.3044.0%3.8%113.3337.3%2.8%
55Δ112.0346.3%3.4%114.4036.9%2.3%
60Δ110.7748.5%3.0%115.5136.5%1.8%
65Δ109.4149.7%2.6%116.6836.3%1.5%
70Δ107.9149.2%2.1%117.8536.1%1.2%
75Δ106.4148.8%1.7%119.0235.9%0.9%
80Δ104.7948.8%1.3%

20Δ

Calls
Pseudo strike
120.66
IV
37.0%
B/E move
7.6%
Puts
Pseudo strike
105.14
IV
46.5%
B/E move
8.0%

25Δ

Calls
Pseudo strike
119.17
IV
37.3%
B/E move
6.6%
Puts
Pseudo strike
106.83
IV
43.8%
B/E move
6.7%

30Δ

Calls
Pseudo strike
118.03
IV
38.3%
B/E move
6.0%
Puts
Pseudo strike
108.53
IV
41.1%
B/E move
5.5%

35Δ

Calls
Pseudo strike
116.89
IV
39.3%
B/E move
5.4%
Puts
Pseudo strike
110.14
IV
38.7%
B/E move
4.3%

40Δ

Calls
Pseudo strike
115.75
IV
40.4%
B/E move
4.7%
Puts
Pseudo strike
111.20
IV
38.2%
B/E move
3.8%

45Δ

Calls
Pseudo strike
114.57
IV
41.8%
B/E move
4.2%
Puts
Pseudo strike
112.27
IV
37.8%
B/E move
3.3%

50Δ

Calls
Pseudo strike
113.30
IV
44.0%
B/E move
3.8%
Puts
Pseudo strike
113.33
IV
37.3%
B/E move
2.8%

55Δ

Calls
Pseudo strike
112.03
IV
46.3%
B/E move
3.4%
Puts
Pseudo strike
114.40
IV
36.9%
B/E move
2.3%

60Δ

Calls
Pseudo strike
110.77
IV
48.5%
B/E move
3.0%
Puts
Pseudo strike
115.51
IV
36.5%
B/E move
1.8%

65Δ

Calls
Pseudo strike
109.41
IV
49.7%
B/E move
2.6%
Puts
Pseudo strike
116.68
IV
36.3%
B/E move
1.5%

70Δ

Calls
Pseudo strike
107.91
IV
49.2%
B/E move
2.1%
Puts
Pseudo strike
117.85
IV
36.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
106.41
IV
48.8%
B/E move
1.7%
Puts
Pseudo strike
119.02
IV
35.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
104.79
IV
48.8%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend47.14%
Daily EOD
CRUS43.0%45.2%47.5%2026-10-19: 44.48%2026-10-20: 43.82%2026-10-21: 45.54%2026-10-22: 46.36%2026-10-23: 45.07%2026-10-26: 45.63%2026-10-27: 45.44%2026-10-28: 43.97%2026-10-29: 43.30%2026-10-30: 47.14%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
44.48%
43.82%
45.54%
46.36%
45.07%
45.63%
45.44%
43.97%
43.30%
47.14%