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Central Puerto S.A. American Depositary Shares (each represents ten Common Shares) CEPU

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-11-12T02:15:34.644Z

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 · 2026-11-12T00:00:00.003328885Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:14:10.561592+00:00

Share price$10.19
1D+1.2%
AH$10.03$10.12$10.22$10.31$10.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCEPU
Sold putSold callAH

Central Puerto S.A. American Depositary Shares (each represents ten Common Shares) options

Live interpolated CEPU call and put midpoint premiums by absolute delta.Central Puerto S.A. American Depositary Shares (each represents ten Common Shares)$0.03$3.38$6.72$10.07$13.41$8.02$9.11$10.19$11.28$12.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CEPU spot · $10.19CEPU PRICE$0.39$0.46$0.53$0.59$0.66$1.21$0.85$1.22$1.60$1.97$2.35$2.72$11.17$12.45
Puts——
Calls——
Skew——
Implied moveBearish±$1.81
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.14477.3%41.8%
25Δ
30Δ
35Δ11.33105.4%15.1%
40Δ11.04103.2%12.9%
45Δ10.76101.1%10.7%10.26123.3%7.6%
50Δ10.4798.9%8.6%10.69136.2%7.0%
55Δ10.1996.7%6.4%11.13149.1%6.4%
60Δ11.57162.1%5.8%
65Δ12.00175.0%5.2%
70Δ12.44187.9%4.6%
75Δ20.61443.6%7.4%
80Δ22.09424.4%5.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.14
IV
477.3%
B/E move
41.8%

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
11.33
IV
105.4%
B/E move
15.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
11.04
IV
103.2%
B/E move
12.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
10.76
IV
101.1%
B/E move
10.7%
Puts
Pseudo strike
10.26
IV
123.3%
B/E move
7.6%

50Δ

Calls
Pseudo strike
10.47
IV
98.9%
B/E move
8.6%
Puts
Pseudo strike
10.69
IV
136.2%
B/E move
7.0%

55Δ

Calls
Pseudo strike
10.19
IV
96.7%
B/E move
6.4%
Puts
Pseudo strike
11.13
IV
149.1%
B/E move
6.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.57
IV
162.1%
B/E move
5.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.00
IV
175.0%
B/E move
5.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.44
IV
187.9%
B/E move
4.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.61
IV
443.6%
B/E move
7.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.09
IV
424.4%
B/E move
5.4%

Options history

IV · four-Friday blend98.85%
Daily EOD
CEPU61.9%86.4%110.9%2026-10-19: 74.94%2026-10-20: 72.37%2026-10-21: 65.29%2026-10-22: 86.91%2026-10-23: 70.06%2026-10-27: 97.11%2026-10-29: 107.48%2026-10-30: 98.85%Oct 19Oct 22Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
74.94%
72.37%
65.29%
86.91%
70.06%
97.11%
107.48%
98.85%