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Cantor Equity Partners I, Inc. Class A Ordinary Shares CEPO

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Market datapartial · fetched 2026-10-22T13:56:37.651Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T13:30:00.239281404Z

FundamentalsAlpha Vantage · unavailable

Share price$10.79
1D+0.0%
$10.78$10.79$10.79$10.79$10.805:30 AM6:30 AM9:00 AM1:00 PMCEPO
Sold putSold call

Cantor Equity Partners I, Inc. Class A Ordinary Shares options

Live interpolated CEPO call and put midpoint premiums by absolute delta.Cantor Equity Partners I, Inc. Class A Ordinary Shares$0.92$1.79$2.65$3.52$4.38$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICECEPO PRICE$1.01$1.05$2.49$2.63$2.76$2.90$3.04$3.18$3.31$3.45$3.59$3.72$3.86$4.00$4.13
PutsExpensive16.58×
CallsExpensive12.89×
SkewBearish+31.34 pp
Implied move——
TiltBearish90.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.66283.4%52.1%
25Δ8.22267.1%48.2%
30Δ19.64170.8%91.4%8.78250.7%44.3%
35Δ15.60137.0%54.3%9.33234.3%40.4%
40Δ9.89218.0%36.5%
45Δ10.44201.6%32.7%
50Δ11.00185.3%28.8%
55Δ11.55168.9%24.9%
60Δ12.11152.5%21.0%
65Δ12.66136.2%17.2%
70Δ13.22119.8%13.3%
75Δ13.77103.4%9.4%
80Δ14.3387.1%5.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.66
IV
283.4%
B/E move
52.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.22
IV
267.1%
B/E move
48.2%

30Δ

Calls
Pseudo strike
19.64
IV
170.8%
B/E move
91.4%
Puts
Pseudo strike
8.78
IV
250.7%
B/E move
44.3%

35Δ

Calls
Pseudo strike
15.60
IV
137.0%
B/E move
54.3%
Puts
Pseudo strike
9.33
IV
234.3%
B/E move
40.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.89
IV
218.0%
B/E move
36.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.44
IV
201.6%
B/E move
32.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.00
IV
185.3%
B/E move
28.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.55
IV
168.9%
B/E move
24.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.11
IV
152.5%
B/E move
21.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.66
IV
136.2%
B/E move
17.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.22
IV
119.8%
B/E move
13.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.77
IV
103.4%
B/E move
9.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.33
IV
87.1%
B/E move
5.5%

Options history

No recorded observations