Share price$275.55
1D+0.4%
Sold putSold callAH
Constellation Energy Corp CEG
i
Market datapartial · fetched 2026-10-15T23:44:27.090Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:36:14.305656472Z
FundamentalsAlpha Vantage · unavailable
Constellation Energy Corp options
PutsCheap0.91×
CallsCheap0.86×
SkewBearish+0.32 pp
Implied moveBearish±$34.01
TiltBearish11.7% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 319.13 | 49.4% | 17.4% | 245.44 | 49.5% | 12.8% |
| 25Δ | 310.82 | 49.3% | 14.9% | 251.96 | 49.6% | 11.1% |
| 30Δ | 304.08 | 49.8% | 13.1% | 257.99 | 49.5% | 9.6% |
| 35Δ | 297.57 | 49.8% | 11.4% | 263.70 | 48.9% | 8.3% |
| 40Δ | 291.16 | 49.1% | 9.7% | 269.27 | 48.0% | 7.0% |
| 45Δ | 285.44 | 48.9% | 8.4% | 274.60 | 48.4% | 6.1% |
| 50Δ | 279.88 | 48.8% | 7.1% | 279.90 | 48.9% | 5.2% |
| 55Δ | 274.54 | 49.1% | 6.2% | 285.57 | 49.3% | 4.4% |
| 60Δ | 269.18 | 49.3% | 5.2% | 291.35 | 49.7% | 3.7% |
| 65Δ | 263.75 | 49.1% | 4.4% | 297.51 | 49.8% | 3.0% |
| 70Δ | 258.11 | 49.0% | 3.6% | 304.54 | 50.4% | 2.4% |
| 75Δ | 252.01 | 49.5% | 2.9% | 312.44 | 51.1% | 1.8% |
| 80Δ | 245.43 | 49.5% | 2.2% | 321.39 | 51.7% | 1.2% |
20Δ
- Pseudo strike
- 319.13
- IV
- 49.4%
- B/E move
- 17.4%
- Pseudo strike
- 245.44
- IV
- 49.5%
- B/E move
- 12.8%
25Δ
- Pseudo strike
- 310.82
- IV
- 49.3%
- B/E move
- 14.9%
- Pseudo strike
- 251.96
- IV
- 49.6%
- B/E move
- 11.1%
30Δ
- Pseudo strike
- 304.08
- IV
- 49.8%
- B/E move
- 13.1%
- Pseudo strike
- 257.99
- IV
- 49.5%
- B/E move
- 9.6%
35Δ
- Pseudo strike
- 297.57
- IV
- 49.8%
- B/E move
- 11.4%
- Pseudo strike
- 263.70
- IV
- 48.9%
- B/E move
- 8.3%
40Δ
- Pseudo strike
- 291.16
- IV
- 49.1%
- B/E move
- 9.7%
- Pseudo strike
- 269.27
- IV
- 48.0%
- B/E move
- 7.0%
45Δ
- Pseudo strike
- 285.44
- IV
- 48.9%
- B/E move
- 8.4%
- Pseudo strike
- 274.60
- IV
- 48.4%
- B/E move
- 6.1%
50Δ
- Pseudo strike
- 279.88
- IV
- 48.8%
- B/E move
- 7.1%
- Pseudo strike
- 279.90
- IV
- 48.9%
- B/E move
- 5.2%
55Δ
- Pseudo strike
- 274.54
- IV
- 49.1%
- B/E move
- 6.2%
- Pseudo strike
- 285.57
- IV
- 49.3%
- B/E move
- 4.4%
60Δ
- Pseudo strike
- 269.18
- IV
- 49.3%
- B/E move
- 5.2%
- Pseudo strike
- 291.35
- IV
- 49.7%
- B/E move
- 3.7%
65Δ
- Pseudo strike
- 263.75
- IV
- 49.1%
- B/E move
- 4.4%
- Pseudo strike
- 297.51
- IV
- 49.8%
- B/E move
- 3.0%
70Δ
- Pseudo strike
- 258.11
- IV
- 49.0%
- B/E move
- 3.6%
- Pseudo strike
- 304.54
- IV
- 50.4%
- B/E move
- 2.4%
75Δ
- Pseudo strike
- 252.01
- IV
- 49.5%
- B/E move
- 2.9%
- Pseudo strike
- 312.44
- IV
- 51.1%
- B/E move
- 1.8%
80Δ
- Pseudo strike
- 245.43
- IV
- 49.5%
- B/E move
- 2.2%
- Pseudo strike
- 321.39
- IV
- 51.7%
- B/E move
- 1.2%