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Constellation Energy Corporation Common Stock CEG

i

Market dataready · fetched 2026-11-09T20:53:38.559Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-09T20:53:35.212474934Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-09T20:53:38.130473+00:00

Share price$274.96
1D+7.6%
$250$257$265$272$2795:30 AM6:30 AM9:00 AM1:00 PMCEG
Sold putSold call

Constellation Energy Corporation Common Stock options

Live interpolated CEG call and put midpoint premiums by absolute delta.Constellation Energy Corporation Common Stock$1.42$5.88$10.34$14.79$19.25$229.31$247.53$265.76$283.99$302.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CEG spot · $274.96CEG PRICE$1.91$2.47$3.48$4.19$4.99$6.37$7.16$8.48$10.29$12.06$12.84$14.26$17.96$2.23$2.91$3.49$4.42$5.41$6.58$7.88$8.65$10.67$11.09$13.41$14.58$16.63
PutsExpensive1.11×
CallsCheap0.93×
SkewBullish-2.61 pp
Implied moveBearish±$15.05
TiltBalanced0.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ290.9061.0%6.5%259.9367.1%6.3%
25Δ287.0858.2%5.3%263.2165.6%5.3%
30Δ285.6064.8%5.1%266.4561.6%4.4%
35Δ282.9464.1%4.4%268.8362.4%3.8%
40Δ280.3363.1%3.8%271.0663.4%3.4%
45Δ278.1867.7%3.5%273.4264.3%3.0%
50Δ275.7665.2%2.9%275.6765.9%2.6%
55Δ273.3166.0%2.5%277.9361.7%2.1%
60Δ270.7469.5%2.2%280.5165.8%1.9%
65Δ268.0371.0%1.9%282.2559.4%1.4%
70Δ266.0365.8%1.4%285.2062.0%1.2%
75Δ263.6163.2%1.1%287.2158.5%0.8%
80Δ259.4469.5%0.9%289.9157.5%0.6%

20Δ

Calls
Pseudo strike
290.90
IV
61.0%
B/E move
6.5%
Puts
Pseudo strike
259.93
IV
67.1%
B/E move
6.3%

25Δ

Calls
Pseudo strike
287.08
IV
58.2%
B/E move
5.3%
Puts
Pseudo strike
263.21
IV
65.6%
B/E move
5.3%

30Δ

Calls
Pseudo strike
285.60
IV
64.8%
B/E move
5.1%
Puts
Pseudo strike
266.45
IV
61.6%
B/E move
4.4%

35Δ

Calls
Pseudo strike
282.94
IV
64.1%
B/E move
4.4%
Puts
Pseudo strike
268.83
IV
62.4%
B/E move
3.8%

40Δ

Calls
Pseudo strike
280.33
IV
63.1%
B/E move
3.8%
Puts
Pseudo strike
271.06
IV
63.4%
B/E move
3.4%

45Δ

Calls
Pseudo strike
278.18
IV
67.7%
B/E move
3.5%
Puts
Pseudo strike
273.42
IV
64.3%
B/E move
3.0%

50Δ

Calls
Pseudo strike
275.76
IV
65.2%
B/E move
2.9%
Puts
Pseudo strike
275.67
IV
65.9%
B/E move
2.6%

55Δ

Calls
Pseudo strike
273.31
IV
66.0%
B/E move
2.5%
Puts
Pseudo strike
277.93
IV
61.7%
B/E move
2.1%

60Δ

Calls
Pseudo strike
270.74
IV
69.5%
B/E move
2.2%
Puts
Pseudo strike
280.51
IV
65.8%
B/E move
1.9%

65Δ

Calls
Pseudo strike
268.03
IV
71.0%
B/E move
1.9%
Puts
Pseudo strike
282.25
IV
59.4%
B/E move
1.4%

70Δ

Calls
Pseudo strike
266.03
IV
65.8%
B/E move
1.4%
Puts
Pseudo strike
285.20
IV
62.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
263.61
IV
63.2%
B/E move
1.1%
Puts
Pseudo strike
287.21
IV
58.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
259.44
IV
69.5%
B/E move
0.9%
Puts
Pseudo strike
289.91
IV
57.5%
B/E move
0.6%

Options history

IV · four-Friday blend56.13%
Daily close
CEG36.5%47.9%59.3%2026-08-11: 45.62%2026-08-12: 41.70%2026-08-13: 44.94%2026-08-14: 39.44%2026-08-17: 42.85%2026-08-18: 46.37%2026-08-19: 41.95%2026-08-20: 43.89%2026-08-21: 41.26%2026-08-24: 45.33%2026-08-25: 43.40%2026-08-26: 45.75%2026-08-27: 40.64%2026-08-28: 38.07%2026-08-31: 40.65%2026-09-01: 42.66%2026-09-02: 41.36%2026-09-03: 43.09%2026-09-04: 41.91%2026-09-08: 45.18%2026-09-09: 44.58%2026-09-10: 43.20%2026-09-11: 39.59%2026-09-14: 44.94%2026-09-15: 44.93%2026-09-16: 44.32%2026-09-17: 44.46%2026-09-18: 39.79%2026-09-21: 44.02%2026-09-22: 43.56%2026-09-23: 42.79%2026-09-24: 42.69%2026-09-25: 40.45%2026-09-28: 42.91%2026-09-29: 43.16%2026-09-30: 43.27%2026-10-01: 46.31%2026-10-02: 42.22%2026-10-05: 44.97%2026-10-06: 48.07%2026-10-07: 49.86%2026-10-08: 52.05%2026-10-09: 47.26%2026-10-12: 45.67%2026-10-13: 47.91%2026-10-14: 53.22%2026-10-15: 47.58%2026-10-16: 48.63%2026-10-19: 50.00%2026-10-20: 48.47%2026-10-21: 49.46%2026-10-22: 55.34%2026-10-23: 51.11%2026-10-26: 53.73%2026-10-27: 53.49%2026-10-28: 56.59%2026-10-29: 57.77%2026-10-30: 56.13%Aug 11Sep 21Oct 30
58 observations2026-08-11 — 2026-10-30
Table
DateIV (%)
45.62%
41.70%
44.94%
39.44%
42.85%
46.37%
41.95%
43.89%
41.26%
45.33%
43.40%
45.75%
40.64%
38.07%
40.65%
42.66%
41.36%
43.09%
41.91%
45.18%
44.58%
43.20%
39.59%
44.94%
44.93%
44.32%
44.46%
39.79%
44.02%
43.56%
42.79%
42.69%
40.45%
42.91%
43.16%
43.27%
46.31%
42.22%
44.97%
48.07%
49.86%
52.05%
47.26%
45.67%
47.91%
53.22%
47.58%
48.63%
50.00%
48.47%
49.46%
55.34%
51.11%
53.73%
53.49%
56.59%
57.77%
56.13%