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Celanese Corporation Common Stock CE

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Market dataready · fetched 2026-11-04T01:09:17.893Z

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 · 2026-11-04T00:00:00.002513208Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T01:09:17.421537+00:00

Share price$50.36
1D+0.4%
AH$48.32$49.01$49.71$50.40$51.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCE
Sold putSold callAH

Celanese Corporation Common Stock options

Live interpolated CE call and put midpoint premiums by absolute delta.Celanese Corporation Common Stock$0.29$2.48$4.67$6.87$9.06$42.92$46.53$50.14$53.75$57.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CE spot · $50.36CE PRICE$0.52$0.76$1.01$1.25$1.49$1.74$1.98$2.22$2.71$3.22$3.73$4.24$4.75$0.76$1.02$1.28$1.53$1.79$2.07$2.66$3.24$3.82$4.40$4.98$5.93$8.43
PutsExpensive1.16×
CallsCheap0.88×
SkewBearish+10.05 pp
Implied moveBearish±$4.64
TiltBearish17.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.0245.1%10.3%45.6557.0%10.9%
25Δ54.3145.3%9.4%46.5356.0%9.6%
30Δ53.6045.5%8.4%47.4254.9%8.4%
35Δ52.9045.8%7.5%48.3053.9%7.1%
40Δ52.1946.0%6.6%49.1952.9%5.9%
45Δ51.4946.2%5.7%50.0752.1%4.7%
50Δ50.7846.5%4.8%50.9252.9%4.2%
55Δ50.0846.7%3.9%51.7753.7%3.6%
60Δ49.3446.4%3.3%52.6254.5%3.1%
65Δ48.6046.1%2.9%53.4755.2%2.6%
70Δ47.8645.7%2.4%54.3256.0%2.0%
75Δ47.1245.4%2.0%55.5158.6%1.6%
80Δ46.3845.0%1.5%58.1468.7%1.3%

20Δ

Calls
Pseudo strike
55.02
IV
45.1%
B/E move
10.3%
Puts
Pseudo strike
45.65
IV
57.0%
B/E move
10.9%

25Δ

Calls
Pseudo strike
54.31
IV
45.3%
B/E move
9.4%
Puts
Pseudo strike
46.53
IV
56.0%
B/E move
9.6%

30Δ

Calls
Pseudo strike
53.60
IV
45.5%
B/E move
8.4%
Puts
Pseudo strike
47.42
IV
54.9%
B/E move
8.4%

35Δ

Calls
Pseudo strike
52.90
IV
45.8%
B/E move
7.5%
Puts
Pseudo strike
48.30
IV
53.9%
B/E move
7.1%

40Δ

Calls
Pseudo strike
52.19
IV
46.0%
B/E move
6.6%
Puts
Pseudo strike
49.19
IV
52.9%
B/E move
5.9%

45Δ

Calls
Pseudo strike
51.49
IV
46.2%
B/E move
5.7%
Puts
Pseudo strike
50.07
IV
52.1%
B/E move
4.7%

50Δ

Calls
Pseudo strike
50.78
IV
46.5%
B/E move
4.8%
Puts
Pseudo strike
50.92
IV
52.9%
B/E move
4.2%

55Δ

Calls
Pseudo strike
50.08
IV
46.7%
B/E move
3.9%
Puts
Pseudo strike
51.77
IV
53.7%
B/E move
3.6%

60Δ

Calls
Pseudo strike
49.34
IV
46.4%
B/E move
3.3%
Puts
Pseudo strike
52.62
IV
54.5%
B/E move
3.1%

65Δ

Calls
Pseudo strike
48.60
IV
46.1%
B/E move
2.9%
Puts
Pseudo strike
53.47
IV
55.2%
B/E move
2.6%

70Δ

Calls
Pseudo strike
47.86
IV
45.7%
B/E move
2.4%
Puts
Pseudo strike
54.32
IV
56.0%
B/E move
2.0%

75Δ

Calls
Pseudo strike
47.12
IV
45.4%
B/E move
2.0%
Puts
Pseudo strike
55.51
IV
58.6%
B/E move
1.6%

80Δ

Calls
Pseudo strike
46.38
IV
45.0%
B/E move
1.5%
Puts
Pseudo strike
58.14
IV
68.7%
B/E move
1.3%

Options history

IV · four-Friday blend57.43%
Daily EOD
CE51.7%56.0%60.3%2026-10-19: 52.27%2026-10-20: 53.24%2026-10-21: 53.78%2026-10-22: 53.95%2026-10-23: 53.81%2026-10-26: 55.70%2026-10-27: 55.24%2026-10-28: 59.71%2026-10-29: 56.73%2026-10-30: 57.43%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
52.27%
53.24%
53.78%
53.95%
53.81%
55.70%
55.24%
59.71%
56.73%
57.43%