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Constellation Energy Corp CEG

UTILITIES · UTILITIES - INDEPENDENT POWER PRODUCERS
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Market dataready · fetched 2026-10-16T00:25:17.564Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:56:41.087848563Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:21:41.812098+00:00

Share price$275.54
1D+0.4%
AH$268$270$272$275$2775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCEG
Sold putSold callAH

Constellation Energy Corp options

Live interpolated CEG call and put midpoint premiums by absolute delta.Constellation Energy Corp$0.74$2.59$4.45$6.30$8.16$265.78$270.46$275.15$279.83$284.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CEG spot · $275.54CEG PRICE$0.94$1.16$1.43$1.76$2.08$2.54$3.00$3.56$4.34$5.12$5.92$6.72$7.62$1.03$1.14$1.47$1.79$2.11$2.42$2.77$3.13$3.49$4.29$5.31$6.25$7.15
PutsCheap0.83×
CallsExpensive1.13×
SkewBullish-4.45 pp
Implied moveBullish±$5.77
TiltBullish4.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ283.1359.7%3.1%268.1268.5%3.1%
25Δ281.1354.6%2.4%270.6451.6%2.2%
30Δ279.7252.8%2.0%271.7252.0%1.9%
35Δ278.6452.1%1.8%272.7851.8%1.7%
40Δ277.5651.4%1.5%273.7750.2%1.4%
45Δ276.6151.9%1.3%274.7548.7%1.2%
50Δ275.6752.4%1.1%275.6147.1%1.0%
55Δ274.6853.5%1.0%276.4345.6%0.8%
60Δ273.5756.0%0.9%277.2444.1%0.6%
65Δ272.4758.4%0.7%278.3346.1%0.5%
70Δ271.2958.1%0.6%279.5349.9%0.5%
75Δ270.1157.9%0.5%280.7250.9%0.4%
80Δ268.8956.2%0.4%281.9050.3%0.3%

20Δ

Calls
Pseudo strike
283.13
IV
59.7%
B/E move
3.1%
Puts
Pseudo strike
268.12
IV
68.5%
B/E move
3.1%

25Δ

Calls
Pseudo strike
281.13
IV
54.6%
B/E move
2.4%
Puts
Pseudo strike
270.64
IV
51.6%
B/E move
2.2%

30Δ

Calls
Pseudo strike
279.72
IV
52.8%
B/E move
2.0%
Puts
Pseudo strike
271.72
IV
52.0%
B/E move
1.9%

35Δ

Calls
Pseudo strike
278.64
IV
52.1%
B/E move
1.8%
Puts
Pseudo strike
272.78
IV
51.8%
B/E move
1.7%

40Δ

Calls
Pseudo strike
277.56
IV
51.4%
B/E move
1.5%
Puts
Pseudo strike
273.77
IV
50.2%
B/E move
1.4%

45Δ

Calls
Pseudo strike
276.61
IV
51.9%
B/E move
1.3%
Puts
Pseudo strike
274.75
IV
48.7%
B/E move
1.2%

50Δ

Calls
Pseudo strike
275.67
IV
52.4%
B/E move
1.1%
Puts
Pseudo strike
275.61
IV
47.1%
B/E move
1.0%

55Δ

Calls
Pseudo strike
274.68
IV
53.5%
B/E move
1.0%
Puts
Pseudo strike
276.43
IV
45.6%
B/E move
0.8%

60Δ

Calls
Pseudo strike
273.57
IV
56.0%
B/E move
0.9%
Puts
Pseudo strike
277.24
IV
44.1%
B/E move
0.6%

65Δ

Calls
Pseudo strike
272.47
IV
58.4%
B/E move
0.7%
Puts
Pseudo strike
278.33
IV
46.1%
B/E move
0.5%

70Δ

Calls
Pseudo strike
271.29
IV
58.1%
B/E move
0.6%
Puts
Pseudo strike
279.53
IV
49.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
270.11
IV
57.9%
B/E move
0.5%
Puts
Pseudo strike
280.72
IV
50.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
268.89
IV
56.2%
B/E move
0.4%
Puts
Pseudo strike
281.90
IV
50.3%
B/E move
0.3%