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Canopy Growth Corporation Common Shares CGC

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Market datapartial · fetched 2026-10-22T23:42:43.028Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-30

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 · 2026-10-22T23:40:04.933587675Z

FundamentalsAlpha Vantage · unavailable

Share price$0.67
1D-0.3%
AH$0.66$0.67$0.68$0.69$0.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCGC
Sold putSold callAH

Canopy Growth Corporation Common Shares options

Live interpolated CGC call and put midpoint premiums by absolute delta.Canopy Growth Corporation Common Shares$0.17$0.77$1.37$1.96$2.56$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICECGC PRICE$0.29$0.47$0.45$0.43$0.41$0.39$0.37$0.34$0.32$0.30$0.28$0.26$0.24$1.54$1.97$2.39$1.87
PutsExpensive7.63×
CallsExpensive5.34×
SkewBearish+213.90 pp
Implied move——
TiltBearish26.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.59677.7%326.9%
25Δ2.99796.5%412.7%
30Δ2.80749.0%382.5%
35Δ2.62701.5%352.4%
40Δ2.44654.0%322.3%
45Δ2.26606.5%292.2%
50Δ2.08559.0%262.0%
55Δ1.90511.5%231.9%
60Δ1.71464.0%201.8%
65Δ1.53416.5%171.7%2.11794.4%16.7%
70Δ1.35369.0%141.5%2.54797.1%15.4%
75Δ1.17321.5%111.4%2.97799.8%14.2%
80Δ0.99274.0%81.3%2.48649.2%9.9%

20Δ

Calls
Pseudo strike
2.59
IV
677.7%
B/E move
326.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
2.99
IV
796.5%
B/E move
412.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
2.80
IV
749.0%
B/E move
382.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
2.62
IV
701.5%
B/E move
352.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
2.44
IV
654.0%
B/E move
322.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
2.26
IV
606.5%
B/E move
292.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
2.08
IV
559.0%
B/E move
262.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
1.90
IV
511.5%
B/E move
231.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
1.71
IV
464.0%
B/E move
201.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
1.53
IV
416.5%
B/E move
171.7%
Puts
Pseudo strike
2.11
IV
794.4%
B/E move
16.7%

70Δ

Calls
Pseudo strike
1.35
IV
369.0%
B/E move
141.5%
Puts
Pseudo strike
2.54
IV
797.1%
B/E move
15.4%

75Δ

Calls
Pseudo strike
1.17
IV
321.5%
B/E move
111.4%
Puts
Pseudo strike
2.97
IV
799.8%
B/E move
14.2%

80Δ

Calls
Pseudo strike
0.99
IV
274.0%
B/E move
81.3%
Puts
Pseudo strike
2.48
IV
649.2%
B/E move
9.9%

Options history

No recorded observations