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Central Puerto S.A. CEPU

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-10-22T23:55:46.422Z

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 · 2026-10-22T23:00:00.002783199Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:55:45.705142+00:00

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. options

Live interpolated CEPU call and put midpoint premiums by absolute delta.Central Puerto S.A.$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+29.45 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
20Δ19.57163.2%70.7%8.91149.6%29.8%
25Δ19.89195.1%75.3%9.88125.3%22.3%
30Δ15.95130.2%40.9%10.48124.9%19.7%
35Δ12.9256.9%13.0%11.03127.8%17.7%
40Δ12.2254.8%8.9%11.58130.7%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%13.93139.9%10.6%
60Δ10.9492.2%7.5%15.01143.2%9.2%
65Δ10.62101.5%7.1%16.09146.5%7.8%
70Δ10.29110.9%6.7%17.17149.8%6.4%
75Δ9.90124.4%6.5%18.25153.2%5.0%
80Δ8.63184.8%7.2%19.33156.5%3.6%

20Δ

Calls
Pseudo strike
19.57
IV
163.2%
B/E move
70.7%
Puts
Pseudo strike
8.91
IV
149.6%
B/E move
29.8%

25Δ

Calls
Pseudo strike
19.89
IV
195.1%
B/E move
75.3%
Puts
Pseudo strike
9.88
IV
125.3%
B/E move
22.3%

30Δ

Calls
Pseudo strike
15.95
IV
130.2%
B/E move
40.9%
Puts
Pseudo strike
10.48
IV
124.9%
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
127.8%
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
130.7%
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
139.9%
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
143.2%
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
146.5%
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
149.8%
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
153.2%
B/E move
5.0%

80Δ

Calls
Pseudo strike
8.63
IV
184.8%
B/E move
7.2%
Puts
Pseudo strike
19.33
IV
156.5%
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%