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CG Oncology, Inc. Common stock CGON

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-23T18:19:47.545Z

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 · 2026-10-23T18:18:56.239480835Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T18:15:23.092916+00:00

Share price$61.26
1D-1.6%
$59.67$60.36$61.05$61.73$62.425:30 AM6:30 AM9:00 AM1:00 PMCGON
Sold putSold call

CG Oncology, Inc. Common stock options

Live interpolated CGON call and put midpoint premiums by absolute delta.CG Oncology, Inc. Common stock$2.21$8.28$14.35$20.43$26.50$36.90$49.32$61.75$74.17$86.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CGON spot · $61.26CGON PRICE$2.86$3.42$4.03$4.71$5.51$6.40$7.67$8.94$10.17$11.52$13.51$15.74$3.62$4.74$5.78$6.80$7.86$8.93$10.90$13.33$15.66$18.54$21.96$24.75
PutsExpensive2.29×
CallsExpensive2.56×
SkewBullish-5.75 pp
Implied moveBearish±$15.34
TiltBearish20.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ85.82135.2%44.8%52.02117.5%21.0%
30Δ79.34126.4%35.1%54.53120.8%18.7%
35Δ73.81119.4%27.1%57.07118.7%16.3%
40Δ70.19115.9%22.3%59.61115.3%13.8%
45Δ67.29113.9%18.8%61.93111.6%11.7%
50Δ64.52113.2%15.8%64.22107.9%9.8%
55Δ62.12117.4%13.9%67.02110.1%8.4%
60Δ59.71120.9%12.1%70.11115.3%7.3%
65Δ57.15119.6%9.9%73.22115.3%6.0%
70Δ54.54119.1%7.8%76.82116.7%4.9%
75Δ51.65123.0%6.4%80.89118.1%3.8%
80Δ48.54126.7%4.9%84.38114.3%2.7%

20Δ

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

25Δ

Calls
Pseudo strike
85.82
IV
135.2%
B/E move
44.8%
Puts
Pseudo strike
52.02
IV
117.5%
B/E move
21.0%

30Δ

Calls
Pseudo strike
79.34
IV
126.4%
B/E move
35.1%
Puts
Pseudo strike
54.53
IV
120.8%
B/E move
18.7%

35Δ

Calls
Pseudo strike
73.81
IV
119.4%
B/E move
27.1%
Puts
Pseudo strike
57.07
IV
118.7%
B/E move
16.3%

40Δ

Calls
Pseudo strike
70.19
IV
115.9%
B/E move
22.3%
Puts
Pseudo strike
59.61
IV
115.3%
B/E move
13.8%

45Δ

Calls
Pseudo strike
67.29
IV
113.9%
B/E move
18.8%
Puts
Pseudo strike
61.93
IV
111.6%
B/E move
11.7%

50Δ

Calls
Pseudo strike
64.52
IV
113.2%
B/E move
15.8%
Puts
Pseudo strike
64.22
IV
107.9%
B/E move
9.8%

55Δ

Calls
Pseudo strike
62.12
IV
117.4%
B/E move
13.9%
Puts
Pseudo strike
67.02
IV
110.1%
B/E move
8.4%

60Δ

Calls
Pseudo strike
59.71
IV
120.9%
B/E move
12.1%
Puts
Pseudo strike
70.11
IV
115.3%
B/E move
7.3%

65Δ

Calls
Pseudo strike
57.15
IV
119.6%
B/E move
9.9%
Puts
Pseudo strike
73.22
IV
115.3%
B/E move
6.0%

70Δ

Calls
Pseudo strike
54.54
IV
119.1%
B/E move
7.8%
Puts
Pseudo strike
76.82
IV
116.7%
B/E move
4.9%

75Δ

Calls
Pseudo strike
51.65
IV
123.0%
B/E move
6.4%
Puts
Pseudo strike
80.89
IV
118.1%
B/E move
3.8%

80Δ

Calls
Pseudo strike
48.54
IV
126.7%
B/E move
4.9%
Puts
Pseudo strike
84.38
IV
114.3%
B/E move
2.7%

Options history

CGON103.27104.15105.022026-10-20: 103.80%2026-10-21: 104.90%2026-10-22: 103.39%Oct 20Oct 22
Table
DateIV
103.80%
104.90%
103.39%