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

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Market datapartial · fetched 2026-10-22T21:10:07.923Z

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 · 2026-10-22T20:00:00.122508473Z

FundamentalsAlpha Vantage · unavailable

Share price$10.78
1D-0.1%
AH$10.77$10.78$10.79$10.79$10.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCEPO
Sold putSold callAH

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$0.35$1.27$2.19$3.12$4.04$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICECEPO PRICE$0.45$0.67$0.89$1.11$1.34$1.56$1.78$2.00$2.22$2.44$2.67$2.89$3.11$2.69$3.05$3.41$3.77
PutsExpensive31.98×
CallsExpensive41.10×
SkewBullish-38.18 pp
Implied move——
TiltBullish28.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.42157.3%65.8%
25Δ16.71154.6%61.2%
30Δ15.99152.0%56.6%
35Δ15.28149.4%52.0%
40Δ14.56146.8%47.5%
45Δ13.85144.2%42.9%
50Δ13.13141.5%38.3%
55Δ12.42138.9%33.7%
60Δ11.70136.3%29.2%
65Δ10.98133.7%24.6%12.82109.7%6.0%
70Δ10.27131.0%20.0%13.30105.5%4.9%
75Δ9.55128.4%15.4%13.78101.2%3.8%
80Δ8.84125.8%10.8%14.2796.9%2.7%

20Δ

Calls
Pseudo strike
17.42
IV
157.3%
B/E move
65.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
16.71
IV
154.6%
B/E move
61.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
15.99
IV
152.0%
B/E move
56.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
15.28
IV
149.4%
B/E move
52.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
14.56
IV
146.8%
B/E move
47.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
13.85
IV
144.2%
B/E move
42.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
13.13
IV
141.5%
B/E move
38.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
12.42
IV
138.9%
B/E move
33.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
11.70
IV
136.3%
B/E move
29.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
10.98
IV
133.7%
B/E move
24.6%
Puts
Pseudo strike
12.82
IV
109.7%
B/E move
6.0%

70Δ

Calls
Pseudo strike
10.27
IV
131.0%
B/E move
20.0%
Puts
Pseudo strike
13.30
IV
105.5%
B/E move
4.9%

75Δ

Calls
Pseudo strike
9.55
IV
128.4%
B/E move
15.4%
Puts
Pseudo strike
13.78
IV
101.2%
B/E move
3.8%

80Δ

Calls
Pseudo strike
8.84
IV
125.8%
B/E move
10.8%
Puts
Pseudo strike
14.27
IV
96.9%
B/E move
2.7%

Options history

No recorded observations