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

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Market datapartial · fetched 2026-10-22T17:34:38.977Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-10-22T14:15:57.195122251Z

FundamentalsAlpha Vantage · unavailable

Share price$10.79
1D+0.0%
$10.78$10.78$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$0.09$2.20$4.31$6.42$8.53$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICECEPO PRICE$0.31$1.01$1.70$2.39$3.08$3.77$4.46$5.15$5.84$6.53$7.23$7.92
PutsExpensive1.32×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ10.0726.1%9.6%
30Δ10.8529.8%8.8%
35Δ11.6333.5%8.0%
40Δ12.4037.2%7.2%
45Δ13.1840.9%6.4%
50Δ13.9644.6%5.6%
55Δ14.7348.3%4.8%
60Δ15.5152.0%4.0%
65Δ16.2855.7%3.2%
70Δ17.0659.4%2.4%
75Δ17.8463.2%1.6%
80Δ18.6166.9%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.07
IV
26.1%
B/E move
9.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.85
IV
29.8%
B/E move
8.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.63
IV
33.5%
B/E move
8.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.40
IV
37.2%
B/E move
7.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.18
IV
40.9%
B/E move
6.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.96
IV
44.6%
B/E move
5.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.73
IV
48.3%
B/E move
4.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.51
IV
52.0%
B/E move
4.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.28
IV
55.7%
B/E move
3.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.06
IV
59.4%
B/E move
2.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.84
IV
63.2%
B/E move
1.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.61
IV
66.9%
B/E move
0.9%

Options history

No recorded observations