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Celanese Corporation Common Stock CE

i

Market dataready · fetched 2026-11-11T13:48:51.564Z

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 · 2026-11-11T00:25:35.37525997Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:48:51.156402+00:00

Share price$49.35
1D+1.9%
AH$46.92$47.46$48.00$48.54$49.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCE
Sold putSold callAH

Celanese Corporation Common Stock options

Live interpolated CE call and put midpoint premiums by absolute delta.Celanese Corporation Common Stock$0.28$1.74$3.19$4.65$6.10$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECE PRICE$0.44$0.56$0.69$0.82$0.94$0.60$0.83$1.06$1.29$1.51$1.74$1.97$2.38$3.20$4.03$4.86$5.68
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.5148.6%9.3%45.7158.4%8.6%
25Δ52.7847.4%8.1%46.3558.4%7.8%
30Δ52.0546.2%6.9%46.9958.4%6.9%
35Δ51.3345.0%5.7%47.6358.3%6.1%
40Δ50.6043.8%4.5%48.2758.3%5.2%
45Δ48.9158.2%4.4%
50Δ49.5658.2%3.6%
55Δ50.3059.4%2.9%
60Δ51.2963.7%2.6%
65Δ52.2867.9%2.2%
70Δ53.2772.2%1.9%
75Δ54.2676.4%1.6%
80Δ

20Δ

Calls
Pseudo strike
53.51
IV
48.6%
B/E move
9.3%
Puts
Pseudo strike
45.71
IV
58.4%
B/E move
8.6%

25Δ

Calls
Pseudo strike
52.78
IV
47.4%
B/E move
8.1%
Puts
Pseudo strike
46.35
IV
58.4%
B/E move
7.8%

30Δ

Calls
Pseudo strike
52.05
IV
46.2%
B/E move
6.9%
Puts
Pseudo strike
46.99
IV
58.4%
B/E move
6.9%

35Δ

Calls
Pseudo strike
51.33
IV
45.0%
B/E move
5.7%
Puts
Pseudo strike
47.63
IV
58.3%
B/E move
6.1%

40Δ

Calls
Pseudo strike
50.60
IV
43.8%
B/E move
4.5%
Puts
Pseudo strike
48.27
IV
58.3%
B/E move
5.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.91
IV
58.2%
B/E move
4.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.56
IV
58.2%
B/E move
3.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.30
IV
59.4%
B/E move
2.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.29
IV
63.7%
B/E move
2.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.28
IV
67.9%
B/E move
2.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.27
IV
72.2%
B/E move
1.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.26
IV
76.4%
B/E move
1.6%

80Δ

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

Options history

IV · four-Friday blend57.43%
Daily EOD
CE51.7%56.0%60.3%2026-10-19: 52.27%2026-10-20: 53.24%2026-10-21: 53.78%2026-10-22: 53.95%2026-10-23: 53.81%2026-10-26: 55.70%2026-10-27: 55.24%2026-10-28: 59.71%2026-10-29: 56.73%2026-10-30: 57.43%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
52.27%
53.24%
53.78%
53.95%
53.81%
55.70%
55.24%
59.71%
56.73%
57.43%