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Celanese Corporation CE

BASIC MATERIALS · CHEMICALS
i

Market dataready · fetched 2026-10-22T06:59:47.298Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.002082404Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T06:59:46.386178+00:00

Share price$47.27
1D-0.1%
AH$46.56$46.81$47.07$47.32$47.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCE
Sold putSold callAH

Celanese Corporation options

Live interpolated CE call and put midpoint premiums by absolute delta.Celanese Corporation$0.58$2.98$5.38$7.78$10.18$36.63$41.87$47.11$52.35$57.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CE spot · $47.27CE PRICE$0.84$1.12$1.42$1.72$2.02$2.52$3.04$3.56$4.09$4.61$5.62$6.63$7.64$1.13$1.53$1.93$2.34$2.88$3.43$3.99$4.55$5.21$6.08$6.94$7.81$9.49
PutsExpensive1.33×
CallsExpensive1.26×
SkewBearish+2.34 pp
Implied moveBearish±$7.03
TiltBearish12.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.7260.7%19.7%41.1665.2%15.3%
25Δ54.1260.2%16.9%42.4065.7%13.5%
30Δ52.7959.6%14.7%43.6466.1%11.8%
35Δ51.4658.9%12.5%44.8866.6%10.0%
40Δ50.1258.2%10.3%46.0066.0%8.8%
45Δ49.0759.1%9.2%47.1065.3%7.6%
50Δ48.0560.0%8.1%48.2064.6%6.5%
55Δ47.0361.0%7.0%49.3063.9%5.3%
60Δ46.0162.0%6.0%50.4463.2%4.3%
65Δ44.9862.9%4.9%51.6662.3%3.6%
70Δ43.6264.8%4.2%52.8861.4%2.8%
75Δ42.2666.6%3.4%54.1060.4%2.1%
80Δ40.8968.4%2.7%56.0961.8%1.4%

20Δ

Calls
Pseudo strike
55.72
IV
60.7%
B/E move
19.7%
Puts
Pseudo strike
41.16
IV
65.2%
B/E move
15.3%

25Δ

Calls
Pseudo strike
54.12
IV
60.2%
B/E move
16.9%
Puts
Pseudo strike
42.40
IV
65.7%
B/E move
13.5%

30Δ

Calls
Pseudo strike
52.79
IV
59.6%
B/E move
14.7%
Puts
Pseudo strike
43.64
IV
66.1%
B/E move
11.8%

35Δ

Calls
Pseudo strike
51.46
IV
58.9%
B/E move
12.5%
Puts
Pseudo strike
44.88
IV
66.6%
B/E move
10.0%

40Δ

Calls
Pseudo strike
50.12
IV
58.2%
B/E move
10.3%
Puts
Pseudo strike
46.00
IV
66.0%
B/E move
8.8%

45Δ

Calls
Pseudo strike
49.07
IV
59.1%
B/E move
9.2%
Puts
Pseudo strike
47.10
IV
65.3%
B/E move
7.6%

50Δ

Calls
Pseudo strike
48.05
IV
60.0%
B/E move
8.1%
Puts
Pseudo strike
48.20
IV
64.6%
B/E move
6.5%

55Δ

Calls
Pseudo strike
47.03
IV
61.0%
B/E move
7.0%
Puts
Pseudo strike
49.30
IV
63.9%
B/E move
5.3%

60Δ

Calls
Pseudo strike
46.01
IV
62.0%
B/E move
6.0%
Puts
Pseudo strike
50.44
IV
63.2%
B/E move
4.3%

65Δ

Calls
Pseudo strike
44.98
IV
62.9%
B/E move
4.9%
Puts
Pseudo strike
51.66
IV
62.3%
B/E move
3.6%

70Δ

Calls
Pseudo strike
43.62
IV
64.8%
B/E move
4.2%
Puts
Pseudo strike
52.88
IV
61.4%
B/E move
2.8%

75Δ

Calls
Pseudo strike
42.26
IV
66.6%
B/E move
3.4%
Puts
Pseudo strike
54.10
IV
60.4%
B/E move
2.1%

80Δ

Calls
Pseudo strike
40.89
IV
68.4%
B/E move
2.7%
Puts
Pseudo strike
56.09
IV
61.8%
B/E move
1.4%

Options history

No recorded observations