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Cion Investment Corp CION

FINANCIAL SERVICES · ASSET MANAGEMENT
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Market dataready · fetched 2026-10-22T03:53:23.220Z

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 · 2026-10-21T23:00:00.00208815Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T03:50:09.530484+00:00

Share price$6.31
1D+0.3%
AH$6.27$6.30$6.32$6.34$6.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCION
Sold putSold callAH

Cion Investment Corp options

Live interpolated CION call and put midpoint premiums by absolute delta.Cion Investment Corp$0.11$1.71$3.31$4.92$6.52$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICECION PRICE$0.37$0.51$0.66$0.28$0.41$0.54$0.67$0.80$0.92$1.05$1.18$1.31$1.44$2.27$3.72$6.06
PutsExpensive3.02×
CallsExpensive7.13×
SkewBullish-99.79 pp
Implied move——
TiltBearish86.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.05159.6%65.2%5.2888.2%20.7%
25Δ11.11209.0%84.3%5.5189.4%19.1%
30Δ12.17258.4%103.3%5.7590.6%17.4%
35Δ5.9891.9%15.7%
40Δ6.2293.1%14.1%
45Δ6.4594.3%12.4%
50Δ6.6995.6%10.7%
55Δ6.9296.8%9.0%
60Δ7.1698.1%7.4%
65Δ7.3999.3%5.7%
70Δ8.27121.3%4.9%
75Δ9.72161.5%4.9%
80Δ12.10199.4%4.2%

20Δ

Calls
Pseudo strike
10.05
IV
159.6%
B/E move
65.2%
Puts
Pseudo strike
5.28
IV
88.2%
B/E move
20.7%

25Δ

Calls
Pseudo strike
11.11
IV
209.0%
B/E move
84.3%
Puts
Pseudo strike
5.51
IV
89.4%
B/E move
19.1%

30Δ

Calls
Pseudo strike
12.17
IV
258.4%
B/E move
103.3%
Puts
Pseudo strike
5.75
IV
90.6%
B/E move
17.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.98
IV
91.9%
B/E move
15.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.22
IV
93.1%
B/E move
14.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.45
IV
94.3%
B/E move
12.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.69
IV
95.6%
B/E move
10.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.92
IV
96.8%
B/E move
9.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.16
IV
98.1%
B/E move
7.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.39
IV
99.3%
B/E move
5.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.27
IV
121.3%
B/E move
4.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.72
IV
161.5%
B/E move
4.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.10
IV
199.4%
B/E move
4.2%

Options history

No recorded observations