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Constellation Energy Corp CEG

UTILITIES · UTILITIES - INDEPENDENT POWER PRODUCERS
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Market dataready · fetched 2026-10-20T14:16:22.237Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-20T14:16:18.466467649Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T14:13:38.019736+00:00

Share price$259.21
1D+0.1%
$258.22$258.83$259.45$260.06$260.675:30 AM6:30 AM9:00 AM1:00 PMCEG
Sold putSold call

Constellation Energy Corp options

Live interpolated CEG call and put midpoint premiums by absolute delta.Constellation Energy Corp$1.06$4.50$7.95$11.39$14.83$242.45$251.80$261.14$270.49$279.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CEG spot · $259.21CEG PRICE$1.51$2.02$2.61$3.24$3.99$4.70$5.42$6.34$7.40$8.77$10.32$11.37$13.84$1.43$1.93$2.53$3.29$3.89$4.53$5.45$6.28$7.12$8.10$8.97$9.80$11.72
PutsFair1.00×
CallsExpensive2.34×
SkewBullish-7.12 pp
Implied moveBalanced±$10.87
TiltBullish4.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ271.6258.8%5.4%249.2153.2%4.4%
25Δ269.2158.9%4.6%251.2353.4%3.8%
30Δ267.1759.8%4.1%252.9754.6%3.4%
35Δ265.2060.2%3.6%254.5257.3%3.1%
40Δ263.3761.1%3.1%256.2556.3%2.6%
45Δ261.5260.8%2.7%258.0154.9%2.2%
50Δ259.6759.7%2.3%259.6456.1%1.9%
55Δ257.9160.0%1.9%261.2555.4%1.6%
60Δ256.0960.4%1.6%262.8754.3%1.3%
65Δ254.0762.3%1.4%264.5053.5%1.1%
70Δ251.9464.1%1.2%265.9951.4%0.8%
75Δ250.1361.3%0.9%267.4248.9%0.6%
80Δ247.2064.8%0.7%269.7350.2%0.5%

20Δ

Calls
Pseudo strike
271.62
IV
58.8%
B/E move
5.4%
Puts
Pseudo strike
249.21
IV
53.2%
B/E move
4.4%

25Δ

Calls
Pseudo strike
269.21
IV
58.9%
B/E move
4.6%
Puts
Pseudo strike
251.23
IV
53.4%
B/E move
3.8%

30Δ

Calls
Pseudo strike
267.17
IV
59.8%
B/E move
4.1%
Puts
Pseudo strike
252.97
IV
54.6%
B/E move
3.4%

35Δ

Calls
Pseudo strike
265.20
IV
60.2%
B/E move
3.6%
Puts
Pseudo strike
254.52
IV
57.3%
B/E move
3.1%

40Δ

Calls
Pseudo strike
263.37
IV
61.1%
B/E move
3.1%
Puts
Pseudo strike
256.25
IV
56.3%
B/E move
2.6%

45Δ

Calls
Pseudo strike
261.52
IV
60.8%
B/E move
2.7%
Puts
Pseudo strike
258.01
IV
54.9%
B/E move
2.2%

50Δ

Calls
Pseudo strike
259.67
IV
59.7%
B/E move
2.3%
Puts
Pseudo strike
259.64
IV
56.1%
B/E move
1.9%

55Δ

Calls
Pseudo strike
257.91
IV
60.0%
B/E move
1.9%
Puts
Pseudo strike
261.25
IV
55.4%
B/E move
1.6%

60Δ

Calls
Pseudo strike
256.09
IV
60.4%
B/E move
1.6%
Puts
Pseudo strike
262.87
IV
54.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
254.07
IV
62.3%
B/E move
1.4%
Puts
Pseudo strike
264.50
IV
53.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
251.94
IV
64.1%
B/E move
1.2%
Puts
Pseudo strike
265.99
IV
51.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
250.13
IV
61.3%
B/E move
0.9%
Puts
Pseudo strike
267.42
IV
48.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
247.20
IV
64.8%
B/E move
0.7%
Puts
Pseudo strike
269.73
IV
50.2%
B/E move
0.5%

Options history

CEG49.2050.4551.702026-10-19T19:54:50.265000+00:00: 49.37%2026-10-20T13:30:05.963000+00:00: 49.83%2026-10-20T13:40:49.631000+00:00: 49.84%2026-10-20T13:47:06.757000+00:00: 49.96%2026-10-20T13:52:54.291000+00:00: 50.95%2026-10-20T14:02:30.273000+00:00: 51.28%2026-10-20T14:11:38.729000+00:00: 51.53%Oct 19Oct 20
Table
ObservationIVSkewImplied move
49.37%0.15 pp11.78%
49.83%-2.85 pp11.63%
49.84%-3.48 pp11.62%
49.96%-2.21 pp11.67%
50.95%-0.22 pp11.98%
51.28%-1.28 pp12.02%
51.53%-0.31 pp12.09%