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Canopy Growth Corporation Common Shares CGC

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Market datapartial · fetched 2026-10-22T16:16:23.607Z

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 · 2026-10-22T16:15:48.733394112Z

FundamentalsAlpha Vantage · unavailable

Share price$0.68
1D+0.8%
$0.66$0.67$0.68$0.69$0.705:30 AM6:30 AM9:00 AM1:00 PMCGC
Sold putSold call

Canopy Growth Corporation Common Shares options

Live interpolated CGC call and put midpoint premiums by absolute delta.Canopy Growth Corporation Common Shares$0.01$0.64$1.28$1.91$2.55$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICECGC PRICE$0.08$0.10$1.10$2.36
PutsExpensive6.89×
CallsExpensive7.39×
SkewBullish-6.30 pp
Implied move——
TiltBearish90.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.49637.3%275.5%
25Δ2.91770.0%340.3%
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ1.70614.7%11.7%
75Δ2.97780.0%10.8%
80Δ

20Δ

Calls
Pseudo strike
2.49
IV
637.3%
B/E move
275.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
2.91
IV
770.0%
B/E move
340.3%
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
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.70
IV
614.7%
B/E move
11.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.97
IV
780.0%
B/E move
10.8%

80Δ

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

Options history

No recorded observations