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Companhia Energetica De Minas Gerais-CEMIG CIG

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-11-12T01:42:27.151Z

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 · 2026-11-12T00:00:00.002707404Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T01:42:26.802061+00:00

Share price$1.90
1D-0.3%
AH$1.89$1.89$1.90$1.91$1.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCIG
Sold putSold callAH

Companhia Energetica De Minas Gerais-CEMIG options

Live interpolated CIG call and put midpoint premiums by absolute delta.Companhia Energetica De Minas Gerais-CEMIG$0.00$0.76$1.51$2.27$3.02$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICECIG PRICE$0.05$0.23$0.44$0.65$0.87$1.08$1.30$1.51$1.73$1.94$2.16$2.37$2.59$2.80
PutsExpensive4.45×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.70191.1%22.5%
25Δ1.94207.5%21.0%
30Δ2.18223.8%19.6%
35Δ2.0176.6%8.4%2.43240.1%18.1%
40Δ2.67256.5%16.7%
45Δ2.91272.8%15.2%
50Δ3.15289.2%13.7%
55Δ3.39305.5%12.3%
60Δ3.64321.9%10.8%
65Δ3.88338.2%9.4%
70Δ4.12354.5%7.9%
75Δ4.36370.9%6.5%
80Δ4.61387.2%5.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.70
IV
191.1%
B/E move
22.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.94
IV
207.5%
B/E move
21.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.18
IV
223.8%
B/E move
19.6%

35Δ

Calls
Pseudo strike
2.01
IV
76.6%
B/E move
8.4%
Puts
Pseudo strike
2.43
IV
240.1%
B/E move
18.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.67
IV
256.5%
B/E move
16.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.91
IV
272.8%
B/E move
15.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.15
IV
289.2%
B/E move
13.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.39
IV
305.5%
B/E move
12.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.64
IV
321.9%
B/E move
10.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.88
IV
338.2%
B/E move
9.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.12
IV
354.5%
B/E move
7.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.36
IV
370.9%
B/E move
6.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.61
IV
387.2%
B/E move
5.0%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations