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Constellation Energy Corporation Common Stock CEG

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Market dataready · fetched 2026-11-04T04:16:39.787Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T04:16:39.290926+00:00

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$1.18$7.12$13.06$19.00$24.94$248.84$257.72$266.59$275.46$284.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CEG spot · $261.00CEG PRICE$2.20$2.61$3.55$4.75$5.20$6.39$7.98$8.80$10.70$12.65$15.18$18.49$23.23$1.82$1.99$2.79$3.60$5.27$6.47$7.81$8.50$9.13$9.65$10.28
Puts——
CallsExpensive2.05×
Skew——
Implied moveBullish±$13.25
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ278.9583.5%7.7%248.4867.0%5.5%
25Δ274.0975.7%6.0%252.9554.0%3.8%
30Δ272.0781.2%5.6%254.3058.9%3.6%
35Δ270.1688.8%5.3%255.8862.3%3.3%
40Δ266.6780.3%4.2%
45Δ264.2182.6%3.7%
50Δ261.9889.0%3.4%261.4553.5%1.8%
55Δ259.3283.8%2.7%263.1556.5%1.7%
60Δ256.6488.5%2.4%265.0359.1%1.5%
65Δ253.7491.1%2.1%266.5255.8%1.1%
70Δ250.4195.6%1.8%267.8952.1%0.9%
75Δ246.35101.7%1.5%269.0147.8%0.6%
80Δ240.95111.8%1.2%270.2243.9%0.4%

20Δ

Calls
Pseudo strike
278.95
IV
83.5%
B/E move
7.7%
Puts
Pseudo strike
248.48
IV
67.0%
B/E move
5.5%

25Δ

Calls
Pseudo strike
274.09
IV
75.7%
B/E move
6.0%
Puts
Pseudo strike
252.95
IV
54.0%
B/E move
3.8%

30Δ

Calls
Pseudo strike
272.07
IV
81.2%
B/E move
5.6%
Puts
Pseudo strike
254.30
IV
58.9%
B/E move
3.6%

35Δ

Calls
Pseudo strike
270.16
IV
88.8%
B/E move
5.3%
Puts
Pseudo strike
255.88
IV
62.3%
B/E move
3.3%

40Δ

Calls
Pseudo strike
266.67
IV
80.3%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
264.21
IV
82.6%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
261.98
IV
89.0%
B/E move
3.4%
Puts
Pseudo strike
261.45
IV
53.5%
B/E move
1.8%

55Δ

Calls
Pseudo strike
259.32
IV
83.8%
B/E move
2.7%
Puts
Pseudo strike
263.15
IV
56.5%
B/E move
1.7%

60Δ

Calls
Pseudo strike
256.64
IV
88.5%
B/E move
2.4%
Puts
Pseudo strike
265.03
IV
59.1%
B/E move
1.5%

65Δ

Calls
Pseudo strike
253.74
IV
91.1%
B/E move
2.1%
Puts
Pseudo strike
266.52
IV
55.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
250.41
IV
95.6%
B/E move
1.8%
Puts
Pseudo strike
267.89
IV
52.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
246.35
IV
101.7%
B/E move
1.5%
Puts
Pseudo strike
269.01
IV
47.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
240.95
IV
111.8%
B/E move
1.2%
Puts
Pseudo strike
270.22
IV
43.9%
B/E move
0.4%

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%