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Canopy Growth Corp CGC

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-10-22T17:15:34.600Z

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 · 2026-10-22T17:13:54.159949497Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T17:15:33.555307+00:00

Share price$0.67
1D-0.5%
$0.66$0.67$0.68$0.69$0.705:30 AM6:30 AM9:00 AM1:00 PMCGC
Sold putSold call

Canopy Growth Corp options

Live interpolated CGC call and put midpoint premiums by absolute delta.Canopy Growth Corp$0.08$0.40$0.72$1.03$1.35$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICECGC PRICE$0.12$0.12$0.13$0.13$0.14$0.14$0.15$0.16$0.16$0.17$0.17$1.26$0.88
PutsExpensive6.00×
CallsExpensive5.41×
SkewBearish+70.41 pp
Implied move——
TiltBearish14.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ2.83757.4%336.4%
35Δ2.63708.9%308.4%
40Δ2.44660.4%280.3%
45Δ2.24611.9%252.2%
50Δ2.05563.3%224.2%
55Δ1.85514.8%196.1%
60Δ1.66466.3%168.1%
65Δ1.46417.8%140.0%
70Δ1.27369.3%112.0%1.85660.9%12.3%
75Δ1.07320.7%83.9%1.50509.5%8.1%
80Δ0.88272.2%55.9%

20Δ

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

25Δ

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

30Δ

Calls
Pseudo strike
2.83
IV
757.4%
B/E move
336.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
2.63
IV
708.9%
B/E move
308.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
2.44
IV
660.4%
B/E move
280.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
2.24
IV
611.9%
B/E move
252.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
2.05
IV
563.3%
B/E move
224.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
1.85
IV
514.8%
B/E move
196.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
1.66
IV
466.3%
B/E move
168.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
1.46
IV
417.8%
B/E move
140.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.27
IV
369.3%
B/E move
112.0%
Puts
Pseudo strike
1.85
IV
660.9%
B/E move
12.3%

75Δ

Calls
Pseudo strike
1.07
IV
320.7%
B/E move
83.9%
Puts
Pseudo strike
1.50
IV
509.5%
B/E move
8.1%

80Δ

Calls
Pseudo strike
0.88
IV
272.2%
B/E move
55.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations