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Cenovus Energy Inc. CVE

ENERGY · OIL & GAS INTEGRATED
i

Market dataready · fetched 2026-11-03T18:46:20.981Z

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 · 2026-11-03T18:46:11.944401388Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T18:46:20.492977+00:00

Share price$30.79
1D+1.6%
$30.16$30.37$30.58$30.80$31.015:30 AM6:30 AM9:00 AM1:00 PMCVE
Sold putSold call

Cenovus Energy Inc. options

Live interpolated CVE call and put midpoint premiums by absolute delta.Cenovus Energy Inc.$0.32$1.06$1.80$2.53$3.27$26.64$28.67$30.71$32.75$34.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 CVE spot · $30.79CVE PRICE$0.47$0.60$0.75$0.90$1.07$1.24$1.49$1.74$2.01$2.30$2.65$3.06$0.40$0.52$0.67$0.83$1.01$1.21$1.41$1.65$1.89$2.18$2.51
Puts——
Calls——
Skew——
Implied moveBearish±$2.65
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.2551.0%9.5%
25Δ33.3549.5%9.9%28.8449.5%8.0%
30Δ32.8349.9%8.6%29.3249.3%7.0%
35Δ32.3550.0%7.5%29.7549.6%6.1%
40Δ31.8850.1%6.5%30.1849.7%5.3%
45Δ31.4550.1%5.6%30.6049.6%4.6%
50Δ31.0250.1%4.8%31.0149.6%3.8%
55Δ30.5951.0%4.2%31.4349.2%3.3%
60Δ30.1552.0%3.6%31.8548.8%2.7%
65Δ29.7052.3%3.0%32.3048.5%2.2%
70Δ29.2452.2%2.4%32.7648.4%1.7%
75Δ28.7452.3%1.9%
80Δ28.1952.7%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.25
IV
51.0%
B/E move
9.5%

25Δ

Calls
Pseudo strike
33.35
IV
49.5%
B/E move
9.9%
Puts
Pseudo strike
28.84
IV
49.5%
B/E move
8.0%

30Δ

Calls
Pseudo strike
32.83
IV
49.9%
B/E move
8.6%
Puts
Pseudo strike
29.32
IV
49.3%
B/E move
7.0%

35Δ

Calls
Pseudo strike
32.35
IV
50.0%
B/E move
7.5%
Puts
Pseudo strike
29.75
IV
49.6%
B/E move
6.1%

40Δ

Calls
Pseudo strike
31.88
IV
50.1%
B/E move
6.5%
Puts
Pseudo strike
30.18
IV
49.7%
B/E move
5.3%

45Δ

Calls
Pseudo strike
31.45
IV
50.1%
B/E move
5.6%
Puts
Pseudo strike
30.60
IV
49.6%
B/E move
4.6%

50Δ

Calls
Pseudo strike
31.02
IV
50.1%
B/E move
4.8%
Puts
Pseudo strike
31.01
IV
49.6%
B/E move
3.8%

55Δ

Calls
Pseudo strike
30.59
IV
51.0%
B/E move
4.2%
Puts
Pseudo strike
31.43
IV
49.2%
B/E move
3.3%

60Δ

Calls
Pseudo strike
30.15
IV
52.0%
B/E move
3.6%
Puts
Pseudo strike
31.85
IV
48.8%
B/E move
2.7%

65Δ

Calls
Pseudo strike
29.70
IV
52.3%
B/E move
3.0%
Puts
Pseudo strike
32.30
IV
48.5%
B/E move
2.2%

70Δ

Calls
Pseudo strike
29.24
IV
52.2%
B/E move
2.4%
Puts
Pseudo strike
32.76
IV
48.4%
B/E move
1.7%

75Δ

Calls
Pseudo strike
28.74
IV
52.3%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
28.19
IV
52.7%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend40.78%
Daily EOD
CVE38.0%39.5%41.0%2026-10-19: 38.68%2026-10-20: 38.38%2026-10-21: 38.56%2026-10-22: 39.34%2026-10-23: 39.04%2026-10-26: 40.22%2026-10-27: 40.60%2026-10-28: 38.22%2026-10-29: 40.51%2026-10-30: 40.78%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.68%
38.38%
38.56%
39.34%
39.04%
40.22%
40.60%
38.22%
40.51%
40.78%