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Constellation Energy Corporation Common Stock CEG

i

Market datapartial · fetched 2026-11-04T03:20:16.963Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-04T00:56:38.4683231Z

FundamentalsAlpha Vantage · unavailable

Share price$261.00
1D+0.2%
AH$260$262$264$266$2685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCEG
Sold putSold callAH

Constellation Energy Corporation Common Stock options

Live interpolated CEG call and put midpoint premiums by absolute delta.Constellation Energy Corporation Common Stock$0.00$0.27$0.54$0.81$1.08$-0.26$0.12$0.50$0.88$1.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECEG PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend56.13%
Daily close
CEG35.4%54.7%73.9%2026-08-05: 71.28%2026-08-06: 52.22%2026-08-07: 45.02%2026-08-10: 46.01%2026-08-11: 45.62%2026-08-12: 41.70%2026-08-13: 44.94%2026-08-14: 39.44%2026-08-17: 42.85%2026-08-18: 46.37%2026-08-19: 41.95%2026-08-20: 43.89%2026-08-21: 41.26%2026-08-24: 45.33%2026-08-25: 43.40%2026-08-26: 45.75%2026-08-27: 40.64%2026-08-28: 38.07%2026-08-31: 40.65%2026-09-01: 42.66%2026-09-02: 41.36%2026-09-03: 43.09%2026-09-04: 41.91%2026-09-08: 45.18%2026-09-09: 44.58%2026-09-10: 43.20%2026-09-11: 39.59%2026-09-14: 44.94%2026-09-15: 44.93%2026-09-16: 44.32%2026-09-17: 44.46%2026-09-18: 39.79%2026-09-21: 44.02%2026-09-22: 43.56%2026-09-23: 42.79%2026-09-24: 42.69%2026-09-25: 40.45%2026-09-28: 42.91%2026-09-29: 43.16%2026-09-30: 43.27%2026-10-01: 46.31%2026-10-02: 42.22%2026-10-05: 44.97%2026-10-06: 48.07%2026-10-07: 49.86%2026-10-08: 52.05%2026-10-09: 47.26%2026-10-12: 45.67%2026-10-13: 47.91%2026-10-14: 53.22%2026-10-15: 47.58%2026-10-16: 48.63%2026-10-19: 50.00%2026-10-20: 48.47%2026-10-21: 49.46%2026-10-22: 55.34%2026-10-23: 51.11%2026-10-26: 53.73%2026-10-27: 53.49%2026-10-28: 56.59%2026-10-29: 57.77%2026-10-30: 56.13%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
71.28%
52.22%
45.02%
46.01%
45.62%
41.70%
44.94%
39.44%
42.85%
46.37%
41.95%
43.89%
41.26%
45.33%
43.40%
45.75%
40.64%
38.07%
40.65%
42.66%
41.36%
43.09%
41.91%
45.18%
44.58%
43.20%
39.59%
44.94%
44.93%
44.32%
44.46%
39.79%
44.02%
43.56%
42.79%
42.69%
40.45%
42.91%
43.16%
43.27%
46.31%
42.22%
44.97%
48.07%
49.86%
52.05%
47.26%
45.67%
47.91%
53.22%
47.58%
48.63%
50.00%
48.47%
49.46%
55.34%
51.11%
53.73%
53.49%
56.59%
57.77%
56.13%