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

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Market datapartial · fetched 2026-10-22T22:58:50.937Z

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 · 2026-10-22T22:30:00.003332206Z

FundamentalsAlpha Vantage · unavailable

Share price$11.77
1D-2.4%
AH$11.64$11.75$11.87$11.98$12.105:30 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)$0.16$2.26$4.37$6.48$8.59$6.15$8.72$11.28$13.85$16.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CEPU spot · $11.77CEPU PRICE$0.53$0.75$0.63$0.38$0.59$0.87$1.15$1.43$1.71$1.99$2.27$2.64$3.99$0.64$0.74$1.03$1.35$1.67$1.99$2.50$3.41$4.33$5.24$6.15$7.07$7.98
PutsExpensive2.22×
CallsExpensive1.67×
SkewBearish+29.41 pp
Implied moveBearish±$3.65
TiltBearish40.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.57163.0%70.7%8.91149.4%29.8%
25Δ19.89194.8%75.3%9.88125.1%22.3%
30Δ15.95130.0%40.9%10.48124.8%19.7%
35Δ12.9256.9%13.0%11.03127.7%17.7%
40Δ12.2254.8%8.9%11.58130.6%15.8%
45Δ11.9064.2%8.5%12.13133.5%13.8%
50Δ11.5873.5%8.2%12.86136.5%12.0%
55Δ11.2682.9%7.8%13.93139.8%10.6%
60Δ10.9492.2%7.5%15.01143.1%9.2%
65Δ10.62101.5%7.1%16.09146.4%7.8%
70Δ10.29110.9%6.7%17.17149.7%6.4%
75Δ9.90124.4%6.5%18.25153.0%5.0%
80Δ8.63184.6%7.2%19.33156.3%3.6%

20Δ

Calls
Pseudo strike
19.57
IV
163.0%
B/E move
70.7%
Puts
Pseudo strike
8.91
IV
149.4%
B/E move
29.8%

25Δ

Calls
Pseudo strike
19.89
IV
194.8%
B/E move
75.3%
Puts
Pseudo strike
9.88
IV
125.1%
B/E move
22.3%

30Δ

Calls
Pseudo strike
15.95
IV
130.0%
B/E move
40.9%
Puts
Pseudo strike
10.48
IV
124.8%
B/E move
19.7%

35Δ

Calls
Pseudo strike
12.92
IV
56.9%
B/E move
13.0%
Puts
Pseudo strike
11.03
IV
127.7%
B/E move
17.7%

40Δ

Calls
Pseudo strike
12.22
IV
54.8%
B/E move
8.9%
Puts
Pseudo strike
11.58
IV
130.6%
B/E move
15.8%

45Δ

Calls
Pseudo strike
11.90
IV
64.2%
B/E move
8.5%
Puts
Pseudo strike
12.13
IV
133.5%
B/E move
13.8%

50Δ

Calls
Pseudo strike
11.58
IV
73.5%
B/E move
8.2%
Puts
Pseudo strike
12.86
IV
136.5%
B/E move
12.0%

55Δ

Calls
Pseudo strike
11.26
IV
82.9%
B/E move
7.8%
Puts
Pseudo strike
13.93
IV
139.8%
B/E move
10.6%

60Δ

Calls
Pseudo strike
10.94
IV
92.2%
B/E move
7.5%
Puts
Pseudo strike
15.01
IV
143.1%
B/E move
9.2%

65Δ

Calls
Pseudo strike
10.62
IV
101.5%
B/E move
7.1%
Puts
Pseudo strike
16.09
IV
146.4%
B/E move
7.8%

70Δ

Calls
Pseudo strike
10.29
IV
110.9%
B/E move
6.7%
Puts
Pseudo strike
17.17
IV
149.7%
B/E move
6.4%

75Δ

Calls
Pseudo strike
9.90
IV
124.4%
B/E move
6.5%
Puts
Pseudo strike
18.25
IV
153.0%
B/E move
5.0%

80Δ

Calls
Pseudo strike
8.63
IV
184.6%
B/E move
7.2%
Puts
Pseudo strike
19.33
IV
156.3%
B/E move
3.6%

Options history

CEPU64.7268.8372.942026-10-20: 72.37%2026-10-21: 65.29%Oct 20Oct 21
Table
DateIV
72.37%
65.29%