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CG Oncology, Inc. Common stock CGON

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Market dataready · fetched 2026-11-13T01:26:12.583Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T21:41:22.935766425Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T01:26:12.123025+00:00

Share price$70.94
1D-2.8%
AH$67$69$70$72$735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCGON
Sold putSold callAH

CG Oncology, Inc. Common stock options

Live interpolated CGON call and put midpoint premiums by absolute delta.CG Oncology, Inc. Common stock$1.46$10.17$18.89$27.60$36.31$35.83$53.09$70.35$87.61$104.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CGON spot · $70.94CGON PRICE$2.40$3.21$4.20$5.19$6.23$7.57$8.89$10.04$11.40$13.90$15.95$17.95$20.18$4.80$5.91$7.25$8.87$11.09$13.00$15.19$17.69$20.29$22.27$24.84$28.83$33.80
PutsExpensive2.90×
CallsExpensive2.48×
SkewBearish+11.35 pp
Implied moveBearish±$24.08
TiltBearish25.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.96242.0%47.1%53.20325.0%31.8%
25Δ96.45244.6%40.5%58.07300.4%26.5%
30Δ92.40253.3%36.2%62.16286.4%22.6%
35Δ88.20257.1%31.6%65.97278.6%19.5%
40Δ83.71254.9%26.8%69.74284.0%17.3%
45Δ80.44263.4%24.1%73.36277.8%14.9%
50Δ76.74265.6%20.7%77.10273.5%12.7%
55Δ72.93258.9%17.0%80.95271.6%10.8%
60Δ69.20254.4%13.6%84.84269.7%9.0%
65Δ65.86277.8%12.4%88.07257.0%7.3%
70Δ62.25283.5%10.2%91.76247.6%5.7%
75Δ58.54281.3%7.8%96.64245.9%4.4%
80Δ54.77277.6%5.7%102.41244.6%3.3%

20Δ

Calls
Pseudo strike
101.96
IV
242.0%
B/E move
47.1%
Puts
Pseudo strike
53.20
IV
325.0%
B/E move
31.8%

25Δ

Calls
Pseudo strike
96.45
IV
244.6%
B/E move
40.5%
Puts
Pseudo strike
58.07
IV
300.4%
B/E move
26.5%

30Δ

Calls
Pseudo strike
92.40
IV
253.3%
B/E move
36.2%
Puts
Pseudo strike
62.16
IV
286.4%
B/E move
22.6%

35Δ

Calls
Pseudo strike
88.20
IV
257.1%
B/E move
31.6%
Puts
Pseudo strike
65.97
IV
278.6%
B/E move
19.5%

40Δ

Calls
Pseudo strike
83.71
IV
254.9%
B/E move
26.8%
Puts
Pseudo strike
69.74
IV
284.0%
B/E move
17.3%

45Δ

Calls
Pseudo strike
80.44
IV
263.4%
B/E move
24.1%
Puts
Pseudo strike
73.36
IV
277.8%
B/E move
14.9%

50Δ

Calls
Pseudo strike
76.74
IV
265.6%
B/E move
20.7%
Puts
Pseudo strike
77.10
IV
273.5%
B/E move
12.7%

55Δ

Calls
Pseudo strike
72.93
IV
258.9%
B/E move
17.0%
Puts
Pseudo strike
80.95
IV
271.6%
B/E move
10.8%

60Δ

Calls
Pseudo strike
69.20
IV
254.4%
B/E move
13.6%
Puts
Pseudo strike
84.84
IV
269.7%
B/E move
9.0%

65Δ

Calls
Pseudo strike
65.86
IV
277.8%
B/E move
12.4%
Puts
Pseudo strike
88.07
IV
257.0%
B/E move
7.3%

70Δ

Calls
Pseudo strike
62.25
IV
283.5%
B/E move
10.2%
Puts
Pseudo strike
91.76
IV
247.6%
B/E move
5.7%

75Δ

Calls
Pseudo strike
58.54
IV
281.3%
B/E move
7.8%
Puts
Pseudo strike
96.64
IV
245.9%
B/E move
4.4%

80Δ

Calls
Pseudo strike
54.77
IV
277.6%
B/E move
5.7%
Puts
Pseudo strike
102.41
IV
244.6%
B/E move
3.3%

Options history

IV · four-Friday blend105.99%
Daily EOD
CGON100.9%103.6%106.4%2026-10-19: 101.63%2026-10-20: 103.80%2026-10-21: 104.90%2026-10-22: 103.39%2026-10-23: 101.25%2026-10-26: 103.17%2026-10-27: 101.26%2026-10-28: 102.98%2026-10-29: 102.17%2026-10-30: 105.99%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
101.63%
103.80%
104.90%
103.39%
101.25%
103.17%
101.26%
102.98%
102.17%
105.99%