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CenterPoint Energy, Inc. CNP

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-11-04T00:31:03.005Z

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 · 2026-11-04T00:00:00.002248462Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T00:31:02.409437+00:00

Share price$42.53
1D+0.2%
AH$42.12$42.27$42.43$42.59$42.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCNP
Sold putSold callAH

CenterPoint Energy, Inc. options

Live interpolated CNP call and put midpoint premiums by absolute delta.CenterPoint Energy, Inc.$0.30$0.81$1.33$1.84$2.36$38.93$40.53$42.12$43.71$45.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CNP spot · $42.53CNP PRICE$0.35$0.44$0.53$0.63$0.75$0.87$0.99$1.19$1.64$2.05$2.21$0.38$0.48$0.58$0.69$0.83$0.97$1.11$1.23$1.34$1.46
Puts——
Calls——
Skew——
Implied moveBearish±$1.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ41.0327.1%4.4%
30Δ43.6319.7%3.4%41.3826.4%3.8%
35Δ43.3820.0%3.0%41.7425.8%3.2%
40Δ43.1320.3%2.7%42.0825.3%2.7%
45Δ42.8920.5%2.3%42.3725.2%2.3%
50Δ42.6520.4%2.0%42.6725.0%2.0%
55Δ42.4120.3%1.8%42.9624.9%1.6%
60Δ42.1820.2%1.5%43.2023.8%1.3%
65Δ41.8821.2%1.3%43.4422.6%1.0%
70Δ41.4125.2%1.2%43.6721.3%0.8%
75Δ40.9628.4%1.1%
80Δ40.6826.1%0.8%

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
41.03
IV
27.1%
B/E move
4.4%

30Δ

Calls
Pseudo strike
43.63
IV
19.7%
B/E move
3.4%
Puts
Pseudo strike
41.38
IV
26.4%
B/E move
3.8%

35Δ

Calls
Pseudo strike
43.38
IV
20.0%
B/E move
3.0%
Puts
Pseudo strike
41.74
IV
25.8%
B/E move
3.2%

40Δ

Calls
Pseudo strike
43.13
IV
20.3%
B/E move
2.7%
Puts
Pseudo strike
42.08
IV
25.3%
B/E move
2.7%

45Δ

Calls
Pseudo strike
42.89
IV
20.5%
B/E move
2.3%
Puts
Pseudo strike
42.37
IV
25.2%
B/E move
2.3%

50Δ

Calls
Pseudo strike
42.65
IV
20.4%
B/E move
2.0%
Puts
Pseudo strike
42.67
IV
25.0%
B/E move
2.0%

55Δ

Calls
Pseudo strike
42.41
IV
20.3%
B/E move
1.8%
Puts
Pseudo strike
42.96
IV
24.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
42.18
IV
20.2%
B/E move
1.5%
Puts
Pseudo strike
43.20
IV
23.8%
B/E move
1.3%

65Δ

Calls
Pseudo strike
41.88
IV
21.2%
B/E move
1.3%
Puts
Pseudo strike
43.44
IV
22.6%
B/E move
1.0%

70Δ

Calls
Pseudo strike
41.41
IV
25.2%
B/E move
1.2%
Puts
Pseudo strike
43.67
IV
21.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
40.96
IV
28.4%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
40.68
IV
26.1%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend19.58%
Daily EOD
CNP18.2%21.0%23.9%2026-10-19: 19.61%2026-10-20: 19.11%2026-10-21: 19.22%2026-10-22: 23.53%2026-10-23: 21.19%2026-10-26: 22.73%2026-10-27: 19.67%2026-10-28: 19.40%2026-10-29: 18.55%2026-10-30: 19.58%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.61%
19.11%
19.22%
23.53%
21.19%
22.73%
19.67%
19.40%
18.55%
19.58%