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Century Aluminum Company Common Stock CENX

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Market datapartial · fetched 2026-10-23T01:37:12.306Z

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 · 2026-10-22T20:04:35.004872308Z

FundamentalsAlpha Vantage · unavailable

Share price$32.75
1D+0.3%
AH$32.04$32.37$32.70$33.02$33.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCENX
Sold putSold callAH

Century Aluminum Company Common Stock options

Live interpolated CENX call and put midpoint premiums by absolute delta.Century Aluminum Company Common Stock$0.34$3.19$6.03$8.88$11.73$24.55$28.61$32.68$36.74$40.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CENX spot · $32.75CENX PRICE$0.65$0.82$1.05$1.31$1.56$1.88$2.19$2.51$2.78$3.05$3.31$3.57$4.86$0.82$1.10$1.38$1.67$1.95$2.30$2.92$3.55$4.21$4.93$5.66$7.21$10.91
PutsExpensive1.07×
CallsFair1.02×
SkewBearish+9.15 pp
Implied moveBearish±$5.12
TiltBearish24.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.5169.0%22.6%28.3669.1%15.9%
25Δ37.8464.8%18.0%29.2770.2%14.0%
30Δ36.8064.5%15.6%30.1770.5%12.1%
35Δ35.9265.2%13.7%31.0068.2%10.4%
40Δ35.0465.8%11.7%31.8366.0%8.8%
45Δ34.2465.7%10.3%32.6764.8%7.3%
50Δ33.4565.6%8.8%33.5567.7%6.5%
55Δ32.6665.5%7.4%34.4370.6%5.7%
60Δ31.9962.7%6.2%35.3672.5%4.9%
65Δ31.3559.4%5.0%36.3672.6%4.0%
70Δ30.7156.0%3.9%37.3772.7%3.2%
75Δ30.0752.6%2.7%39.1277.9%2.6%
80Δ28.6662.3%2.3%42.9495.2%2.2%

20Δ

Calls
Pseudo strike
39.51
IV
69.0%
B/E move
22.6%
Puts
Pseudo strike
28.36
IV
69.1%
B/E move
15.9%

25Δ

Calls
Pseudo strike
37.84
IV
64.8%
B/E move
18.0%
Puts
Pseudo strike
29.27
IV
70.2%
B/E move
14.0%

30Δ

Calls
Pseudo strike
36.80
IV
64.5%
B/E move
15.6%
Puts
Pseudo strike
30.17
IV
70.5%
B/E move
12.1%

35Δ

Calls
Pseudo strike
35.92
IV
65.2%
B/E move
13.7%
Puts
Pseudo strike
31.00
IV
68.2%
B/E move
10.4%

40Δ

Calls
Pseudo strike
35.04
IV
65.8%
B/E move
11.7%
Puts
Pseudo strike
31.83
IV
66.0%
B/E move
8.8%

45Δ

Calls
Pseudo strike
34.24
IV
65.7%
B/E move
10.3%
Puts
Pseudo strike
32.67
IV
64.8%
B/E move
7.3%

50Δ

Calls
Pseudo strike
33.45
IV
65.6%
B/E move
8.8%
Puts
Pseudo strike
33.55
IV
67.7%
B/E move
6.5%

55Δ

Calls
Pseudo strike
32.66
IV
65.5%
B/E move
7.4%
Puts
Pseudo strike
34.43
IV
70.6%
B/E move
5.7%

60Δ

Calls
Pseudo strike
31.99
IV
62.7%
B/E move
6.2%
Puts
Pseudo strike
35.36
IV
72.5%
B/E move
4.9%

65Δ

Calls
Pseudo strike
31.35
IV
59.4%
B/E move
5.0%
Puts
Pseudo strike
36.36
IV
72.6%
B/E move
4.0%

70Δ

Calls
Pseudo strike
30.71
IV
56.0%
B/E move
3.9%
Puts
Pseudo strike
37.37
IV
72.7%
B/E move
3.2%

75Δ

Calls
Pseudo strike
30.07
IV
52.6%
B/E move
2.7%
Puts
Pseudo strike
39.12
IV
77.9%
B/E move
2.6%

80Δ

Calls
Pseudo strike
28.66
IV
62.3%
B/E move
2.3%
Puts
Pseudo strike
42.94
IV
95.2%
B/E move
2.2%

Options history

CENX61.4562.6963.932026-10-20: 61.62%2026-10-21: 63.76%Oct 20Oct 21
Table
DateIV
61.62%
63.76%