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Centrus Energy Corp. LEU

ENERGY · URANIUM
i

Market dataready · fetched 2026-11-03T13:44:20.188Z

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 · 2026-11-03T00:55:29.705308488Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-02T04:48:20.620595+00:00

NewsAlpha Vantage · collected 2026-11-03T02:39:03.006256+00:00

Research2026-08-31 · 44 entries · 35 trades · 0 option records · 6747 price bars

Share price$95.50
1D+0.7%
$96.94$97.14$97.34$97.54$97.755:30 AM6:30 AM9:00 AM1:00 PMLEU
Sold putSold call

Centrus Energy Corp. options

Live interpolated LEU call and put midpoint premiums by absolute delta.Centrus Energy Corp.$1.04$10.40$19.76$29.11$38.47$64.26$79.55$94.84$110.13$125.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LEU spot · $95.50LEU PRICE$2.06$2.67$3.38$4.17$4.99$5.71$6.49$7.52$8.55$9.51$10.48$11.57$12.76$3.02$4.07$5.22$6.64$8.23$10.07$12.09$14.38$17.46$20.32$24.03$30.57$35.77
PutsExpensive1.41×
CallsFair1.04×
SkewBearish+35.70 pp
Implied moveBearish±$18.57
TiltBearish36.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.1196.0%26.9%82.11112.3%17.2%
25Δ114.4493.3%22.6%85.47113.5%14.8%
30Δ111.0293.1%19.8%88.67113.1%12.6%
35Δ107.9692.9%17.4%91.77114.6%10.9%
40Δ105.0492.7%15.2%94.78117.3%9.4%
45Δ102.2689.1%13.1%97.97118.8%8.0%
50Δ99.5886.1%11.1%101.27120.3%6.6%
55Δ97.2985.5%9.8%104.74122.0%5.4%
60Δ95.0184.9%8.4%108.83125.7%4.3%
65Δ92.9581.6%7.3%112.78125.7%3.2%
70Δ90.8978.3%6.2%117.48127.3%2.1%
75Δ88.9174.8%5.2%124.75136.7%1.4%
80Δ87.0071.1%4.5%130.58136.0%0.7%

20Δ

Calls
Pseudo strike
119.11
IV
96.0%
B/E move
26.9%
Puts
Pseudo strike
82.11
IV
112.3%
B/E move
17.2%

25Δ

Calls
Pseudo strike
114.44
IV
93.3%
B/E move
22.6%
Puts
Pseudo strike
85.47
IV
113.5%
B/E move
14.8%

30Δ

Calls
Pseudo strike
111.02
IV
93.1%
B/E move
19.8%
Puts
Pseudo strike
88.67
IV
113.1%
B/E move
12.6%

35Δ

Calls
Pseudo strike
107.96
IV
92.9%
B/E move
17.4%
Puts
Pseudo strike
91.77
IV
114.6%
B/E move
10.9%

40Δ

Calls
Pseudo strike
105.04
IV
92.7%
B/E move
15.2%
Puts
Pseudo strike
94.78
IV
117.3%
B/E move
9.4%

45Δ

Calls
Pseudo strike
102.26
IV
89.1%
B/E move
13.1%
Puts
Pseudo strike
97.97
IV
118.8%
B/E move
8.0%

50Δ

Calls
Pseudo strike
99.58
IV
86.1%
B/E move
11.1%
Puts
Pseudo strike
101.27
IV
120.3%
B/E move
6.6%

55Δ

Calls
Pseudo strike
97.29
IV
85.5%
B/E move
9.8%
Puts
Pseudo strike
104.74
IV
122.0%
B/E move
5.4%

60Δ

Calls
Pseudo strike
95.01
IV
84.9%
B/E move
8.4%
Puts
Pseudo strike
108.83
IV
125.7%
B/E move
4.3%

65Δ

Calls
Pseudo strike
92.95
IV
81.6%
B/E move
7.3%
Puts
Pseudo strike
112.78
IV
125.7%
B/E move
3.2%

70Δ

Calls
Pseudo strike
90.89
IV
78.3%
B/E move
6.2%
Puts
Pseudo strike
117.48
IV
127.3%
B/E move
2.1%

75Δ

Calls
Pseudo strike
88.91
IV
74.8%
B/E move
5.2%
Puts
Pseudo strike
124.75
IV
136.7%
B/E move
1.4%

80Δ

Calls
Pseudo strike
87.00
IV
71.1%
B/E move
4.5%
Puts
Pseudo strike
130.58
IV
136.0%
B/E move
0.7%

Options history

IV · four-Friday blend87.23%
Daily close
LEU67.8%81.7%95.7%2026-08-05: 93.78%2026-08-06: 82.08%2026-08-07: 80.53%2026-08-10: 79.83%2026-08-11: 75.15%2026-08-12: 74.95%2026-08-13: 73.57%2026-08-14: 69.68%2026-08-17: 73.33%2026-08-18: 77.16%2026-08-19: 74.10%2026-08-20: 73.70%2026-08-21: 73.91%2026-08-24: 73.92%2026-08-25: 75.67%2026-08-26: 74.39%2026-08-27: 75.28%2026-08-28: 74.49%2026-08-31: 75.70%2026-09-01: 75.15%2026-09-02: 73.66%2026-09-03: 73.43%2026-09-04: 73.29%2026-09-08: 76.82%2026-09-09: 76.92%2026-09-10: 74.57%2026-09-11: 73.02%2026-09-14: 76.09%2026-09-15: 76.91%2026-09-16: 78.94%2026-09-17: 80.45%2026-09-18: 74.27%2026-09-21: 77.73%2026-09-22: 76.83%2026-09-23: 75.45%2026-09-24: 75.72%2026-09-25: 75.01%2026-09-28: 76.23%2026-09-29: 74.65%2026-09-30: 74.09%2026-10-01: 72.50%2026-10-02: 71.68%2026-10-05: 70.22%2026-10-06: 73.46%2026-10-07: 71.76%2026-10-08: 71.92%2026-10-09: 70.73%2026-10-12: 72.06%2026-10-13: 73.83%2026-10-14: 73.96%2026-10-15: 78.79%2026-10-16: 77.19%2026-10-19: 80.43%2026-10-20: 80.98%2026-10-21: 79.49%2026-10-22: 83.72%2026-10-23: 84.75%2026-10-26: 82.57%2026-10-27: 85.38%2026-10-28: 85.37%2026-10-29: 82.81%2026-10-30: 87.28%2026-11-02: 87.23%Aug 5Sep 18Nov 2
63 observations2026-08-05 — 2026-11-02
Table
DateIV (%)
93.78%
82.08%
80.53%
79.83%
75.15%
74.95%
73.57%
69.68%
73.33%
77.16%
74.10%
73.70%
73.91%
73.92%
75.67%
74.39%
75.28%
74.49%
75.70%
75.15%
73.66%
73.43%
73.29%
76.82%
76.92%
74.57%
73.02%
76.09%
76.91%
78.94%
80.45%
74.27%
77.73%
76.83%
75.45%
75.72%
75.01%
76.23%
74.65%
74.09%
72.50%
71.68%
70.22%
73.46%
71.76%
71.92%
70.73%
72.06%
73.83%
73.96%
78.79%
77.19%
80.43%
80.98%
79.49%
83.72%
84.75%
82.57%
85.38%
85.37%
82.81%
87.28%
87.23%

Company coverage

Moat

Wide

Centrus is the only U.S. company licensed by the NRC to produce HALEU (High-Assay, Low-Enriched Uranium) — essential for advanced nuclear reactors. This regulatory protection represents a decades-long competitive advantage. The $3.8 billion backlog…

Physical assets

Strong

The American Centrifuge Plant in Piketon, Ohio — the first U.S.-owned, U.S.-technology enrichment facility to begin production since 1954. Contains specialized centrifuges with a 16-centrifuge cascade currently operational and plans for a 120-centri…

Software / hardware

Software3%
Hardware97%

Growth. Only U.S. HALEU producer scales enrichment as advanced reactors (X-energy, Kairos, TerraPower) enter fuel procurement phase, with $3.8B backlog extending to 2040. Primary assets. American Centrifuge Plant Piketon OH (only U.S. HALEU facility…

Latest entries
  1. manual · sw-hw

    Growth. Only U.S. HALEU producer scales enrichment as advanced reactors (X-energy, Kairos, TerraPower) enter fuel procurement phase, with $3.8B backlog extending to 2040. Primary assets. American Centrifuge Plant Piketon OH (only…

  2. manual · physical-assets

    The American Centrifuge Plant in Piketon, Ohio — the first U.S.-owned, U.S.-technology enrichment facility to begin production since 1954. Contains specialized centrifuges with a 16-centrifuge cascade currently operational and pl…

  3. manual · moat

    Centrus is the only U.S. company licensed by the NRC to produce HALEU (High-Assay, Low-Enriched Uranium) — essential for advanced nuclear reactors. This regulatory protection represents a decades-long competitive advantage. The $…

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Notes

Full portfolio moat / asset analysis

Centrus is the only U.S. company licensed by the NRC to produce HALEU (High-Assay, Low-Enriched Uranium) — essential for advanced nuclear reactors. This regulatory protection represents a decades-long competitive advantage. The $3.8 billion backlog extends to 2040. DOE contract awards of $900M (January 2026) and prior $2.7B demonstrate government commitment…

Full portfolio moat / asset analysis

The American Centrifuge Plant in Piketon, Ohio — the first U.S.-owned, U.S.-technology enrichment facility to begin production since 1954. Contains specialized centrifuges with a 16-centrifuge cascade currently operational and plans for a 120-centrifuge cascade. Also operates centrifuge manufacturing in Oak Ridge, Tennessee. Uranium enrichment facilities re…

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