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Companhia Energetica De Minas Gerais-CEMIG CIG

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Market datapartial · fetched 2026-10-23T02:24:11.302Z

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 · 2026-10-22T23:00:00.002516992Z

FundamentalsAlpha Vantage · unavailable

Share price$2.28
1D+2.2%
AH$2.22$2.24$2.26$2.28$2.305:30 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$0.69$1.39$2.08$2.78$1.01$1.91$2.81$3.71$4.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CIG spot · $2.28CIG PRICE$0.38$0.42$0.47$0.51$0.55$0.60$0.64$0.69$0.73$0.77$0.07$0.10$0.18$0.26$0.34$0.41$0.49$0.82$1.17$1.52$1.87$2.22$2.58
PutsExpensive2.35×
CallsExpensive4.29×
SkewBullish-166.57 pp
Implied moveBalanced±$1.00
TiltBearish35.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.8892.3%20.7%
25Δ2.0381.4%15.4%
30Δ2.1293.9%14.8%
35Δ7.48425.8%244.4%2.22106.4%14.2%
40Δ6.92400.2%221.9%2.31118.9%13.6%
45Δ6.36374.6%199.4%2.40131.5%12.9%
50Δ5.81349.0%177.0%2.49144.0%12.3%
55Δ5.25323.3%154.5%2.84155.4%11.1%
60Δ4.69297.7%132.0%3.23166.8%9.7%
65Δ4.13272.1%109.5%3.61178.1%8.4%
70Δ3.58246.5%87.0%3.99189.5%7.0%
75Δ3.02220.9%64.5%4.37200.8%5.7%
80Δ2.46195.3%42.0%4.76212.2%4.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.88
IV
92.3%
B/E move
20.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.03
IV
81.4%
B/E move
15.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.12
IV
93.9%
B/E move
14.8%

35Δ

Calls
Pseudo strike
7.48
IV
425.8%
B/E move
244.4%
Puts
Pseudo strike
2.22
IV
106.4%
B/E move
14.2%

40Δ

Calls
Pseudo strike
6.92
IV
400.2%
B/E move
221.9%
Puts
Pseudo strike
2.31
IV
118.9%
B/E move
13.6%

45Δ

Calls
Pseudo strike
6.36
IV
374.6%
B/E move
199.4%
Puts
Pseudo strike
2.40
IV
131.5%
B/E move
12.9%

50Δ

Calls
Pseudo strike
5.81
IV
349.0%
B/E move
177.0%
Puts
Pseudo strike
2.49
IV
144.0%
B/E move
12.3%

55Δ

Calls
Pseudo strike
5.25
IV
323.3%
B/E move
154.5%
Puts
Pseudo strike
2.84
IV
155.4%
B/E move
11.1%

60Δ

Calls
Pseudo strike
4.69
IV
297.7%
B/E move
132.0%
Puts
Pseudo strike
3.23
IV
166.8%
B/E move
9.7%

65Δ

Calls
Pseudo strike
4.13
IV
272.1%
B/E move
109.5%
Puts
Pseudo strike
3.61
IV
178.1%
B/E move
8.4%

70Δ

Calls
Pseudo strike
3.58
IV
246.5%
B/E move
87.0%
Puts
Pseudo strike
3.99
IV
189.5%
B/E move
7.0%

75Δ

Calls
Pseudo strike
3.02
IV
220.9%
B/E move
64.5%
Puts
Pseudo strike
4.37
IV
200.8%
B/E move
5.7%

80Δ

Calls
Pseudo strike
2.46
IV
195.3%
B/E move
42.0%
Puts
Pseudo strike
4.76
IV
212.2%
B/E move
4.4%

Options history

No recorded observations