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Century Aluminum Company Common Stock CENX

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Market datapartial · fetched 2026-10-23T16:42:22.123Z

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 · 2026-10-23T16:42:13.476783342Z

FundamentalsAlpha Vantage · unavailable

Share price$31.79
1D-2.3%
$31.59$31.85$32.12$32.39$32.655:30 AM6:30 AM9:00 AM1:00 PMCENX
Sold putSold call

Century Aluminum Company Common Stock options

Live interpolated CENX call and put midpoint premiums by absolute delta.Century Aluminum Company Common Stock$0.45$2.14$3.82$5.50$7.18$23.98$28.03$32.08$36.14$40.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CENX spot · $31.79CENX PRICE$0.64$0.85$1.08$1.32$1.60$1.88$2.16$2.59$3.01$3.44$4.25$5.12$6.13$0.77$1.03$1.30$1.59$1.96$2.33$2.70$3.26$3.82$4.39$5.13$5.88$6.70
PutsFair0.97×
CallsExpensive1.12×
SkewBullish-4.29 pp
Implied moveBearish±$4.87
TiltBearish9.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.3269.8%22.5%27.5670.7%15.7%
25Δ37.0870.0%19.3%28.4469.8%13.8%
30Δ36.0670.2%16.8%29.3268.9%11.8%
35Δ35.0370.4%14.3%30.1868.2%10.1%
40Δ34.1869.9%12.5%30.9468.1%8.8%
45Δ33.3269.5%10.7%31.7068.0%7.6%
50Δ32.4769.1%9.0%32.4668.0%6.4%
55Δ31.6970.0%7.8%33.2968.4%5.5%
60Δ30.9070.9%6.7%34.1468.9%4.6%
65Δ30.1271.8%5.5%34.9869.4%3.8%
70Δ29.0777.0%4.8%35.9769.0%3.0%
75Δ27.9782.9%4.1%36.9568.5%2.3%
80Δ26.7187.3%3.3%37.9866.9%1.6%

20Δ

Calls
Pseudo strike
38.32
IV
69.8%
B/E move
22.5%
Puts
Pseudo strike
27.56
IV
70.7%
B/E move
15.7%

25Δ

Calls
Pseudo strike
37.08
IV
70.0%
B/E move
19.3%
Puts
Pseudo strike
28.44
IV
69.8%
B/E move
13.8%

30Δ

Calls
Pseudo strike
36.06
IV
70.2%
B/E move
16.8%
Puts
Pseudo strike
29.32
IV
68.9%
B/E move
11.8%

35Δ

Calls
Pseudo strike
35.03
IV
70.4%
B/E move
14.3%
Puts
Pseudo strike
30.18
IV
68.2%
B/E move
10.1%

40Δ

Calls
Pseudo strike
34.18
IV
69.9%
B/E move
12.5%
Puts
Pseudo strike
30.94
IV
68.1%
B/E move
8.8%

45Δ

Calls
Pseudo strike
33.32
IV
69.5%
B/E move
10.7%
Puts
Pseudo strike
31.70
IV
68.0%
B/E move
7.6%

50Δ

Calls
Pseudo strike
32.47
IV
69.1%
B/E move
9.0%
Puts
Pseudo strike
32.46
IV
68.0%
B/E move
6.4%

55Δ

Calls
Pseudo strike
31.69
IV
70.0%
B/E move
7.8%
Puts
Pseudo strike
33.29
IV
68.4%
B/E move
5.5%

60Δ

Calls
Pseudo strike
30.90
IV
70.9%
B/E move
6.7%
Puts
Pseudo strike
34.14
IV
68.9%
B/E move
4.6%

65Δ

Calls
Pseudo strike
30.12
IV
71.8%
B/E move
5.5%
Puts
Pseudo strike
34.98
IV
69.4%
B/E move
3.8%

70Δ

Calls
Pseudo strike
29.07
IV
77.0%
B/E move
4.8%
Puts
Pseudo strike
35.97
IV
69.0%
B/E move
3.0%

75Δ

Calls
Pseudo strike
27.97
IV
82.9%
B/E move
4.1%
Puts
Pseudo strike
36.95
IV
68.5%
B/E move
2.3%

80Δ

Calls
Pseudo strike
26.71
IV
87.3%
B/E move
3.3%
Puts
Pseudo strike
37.98
IV
66.9%
B/E move
1.6%

Options history

CENX61.4262.8964.362026-10-20: 61.62%2026-10-21: 63.76%2026-10-22: 64.16%Oct 20Oct 22
Table
DateIV
61.62%
63.76%
64.16%