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Century Aluminum Company Common Stock CENX

BASIC MATERIALS · ALUMINUM
i

Market dataready · fetched 2026-11-13T02:09:56.267Z

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: 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 · 2026-11-12T21:42:35.784492564Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:09:54.862947+00:00

Share price$35.40
1D-1.3%
AH$35.29$35.68$36.06$36.45$36.835:30 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$0.32$1.18$2.04$2.90$3.76$27.74$31.10$34.45$37.81$41.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CENX spot · $35.40CENX PRICE$0.42$0.55$0.68$0.86$1.06$1.26$1.46$1.66$2.00$2.42$2.83$3.25$0.41$0.58$0.74$0.91$1.07$1.28$1.55$1.83$2.10$2.38$2.65$3.07$3.51
PutsCheap0.79×
Calls——
Skew——
Implied moveBearish±$3.01
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.2073.1%11.9%32.8961.7%8.3%
25Δ38.4672.5%10.2%33.3462.7%7.4%
30Δ37.7372.0%8.5%33.8063.7%6.6%
35Δ37.1571.8%7.4%34.2664.8%5.8%
40Δ36.6671.9%6.6%34.7265.8%5.0%
45Δ36.1672.0%5.7%35.1766.3%4.3%
50Δ35.6672.1%4.9%35.6366.2%3.7%
55Δ35.1772.2%4.0%36.0966.0%3.2%
60Δ34.6173.7%3.4%36.5465.8%2.7%
65Δ34.0375.9%2.9%37.0065.6%2.2%
70Δ33.4478.1%2.5%37.4665.4%1.7%
75Δ32.8680.4%2.0%38.0063.1%1.3%
80Δ38.5660.6%1.0%

20Δ

Calls
Pseudo strike
39.20
IV
73.1%
B/E move
11.9%
Puts
Pseudo strike
32.89
IV
61.7%
B/E move
8.3%

25Δ

Calls
Pseudo strike
38.46
IV
72.5%
B/E move
10.2%
Puts
Pseudo strike
33.34
IV
62.7%
B/E move
7.4%

30Δ

Calls
Pseudo strike
37.73
IV
72.0%
B/E move
8.5%
Puts
Pseudo strike
33.80
IV
63.7%
B/E move
6.6%

35Δ

Calls
Pseudo strike
37.15
IV
71.8%
B/E move
7.4%
Puts
Pseudo strike
34.26
IV
64.8%
B/E move
5.8%

40Δ

Calls
Pseudo strike
36.66
IV
71.9%
B/E move
6.6%
Puts
Pseudo strike
34.72
IV
65.8%
B/E move
5.0%

45Δ

Calls
Pseudo strike
36.16
IV
72.0%
B/E move
5.7%
Puts
Pseudo strike
35.17
IV
66.3%
B/E move
4.3%

50Δ

Calls
Pseudo strike
35.66
IV
72.1%
B/E move
4.9%
Puts
Pseudo strike
35.63
IV
66.2%
B/E move
3.7%

55Δ

Calls
Pseudo strike
35.17
IV
72.2%
B/E move
4.0%
Puts
Pseudo strike
36.09
IV
66.0%
B/E move
3.2%

60Δ

Calls
Pseudo strike
34.61
IV
73.7%
B/E move
3.4%
Puts
Pseudo strike
36.54
IV
65.8%
B/E move
2.7%

65Δ

Calls
Pseudo strike
34.03
IV
75.9%
B/E move
2.9%
Puts
Pseudo strike
37.00
IV
65.6%
B/E move
2.2%

70Δ

Calls
Pseudo strike
33.44
IV
78.1%
B/E move
2.5%
Puts
Pseudo strike
37.46
IV
65.4%
B/E move
1.7%

75Δ

Calls
Pseudo strike
32.86
IV
80.4%
B/E move
2.0%
Puts
Pseudo strike
38.00
IV
63.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.56
IV
60.6%
B/E move
1.0%

Options history

IV · four-Friday blend65.88%
Daily EOD
CENX61.3%63.9%66.5%2026-10-19: 62.36%2026-10-20: 61.62%2026-10-21: 63.76%2026-10-22: 64.16%2026-10-23: 63.29%2026-10-26: 65.95%2026-10-27: 66.18%2026-10-28: 65.90%2026-10-29: 64.39%2026-10-30: 65.88%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
62.36%
61.62%
63.76%
64.16%
63.29%
65.95%
66.18%
65.90%
64.39%
65.88%