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Clean Energy Fuels Corp. Common Stock CLNE

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Market datapartial · fetched 2026-10-22T04:39:39.615Z

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 · 2026-10-21T21:33:36.256035119Z

FundamentalsAlpha Vantage · unavailable

Share price$1.36
1D-1.5%
AH$1.33$1.34$1.35$1.36$1.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCLNE
Sold putSold callAH

Clean Energy Fuels Corp. Common Stock options

Live interpolated CLNE call and put midpoint premiums by absolute delta.Clean Energy Fuels Corp. Common Stock$0.02$0.30$0.58$0.86$1.13$0.85$1.12$1.38$1.64$1.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CLNE spot · $1.36CLNE PRICE$0.09$0.13$0.17$0.20$0.24$0.28$0.32$0.36$0.40$0.05$0.07$0.09$0.10$0.12$0.14$0.16$0.17$0.19$0.28$0.54$0.80$1.05
PutsCheap0.89×
CallsFair0.99×
SkewBullish-20.00 pp
Implied moveBullish±$0.32
TiltBearish26.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.0898.1%24.3%
25Δ1.1395.5%22.0%
30Δ1.1892.8%19.7%
35Δ1.2390.2%17.4%
40Δ1.4884.5%15.4%1.2887.5%15.1%
45Δ1.4391.7%14.2%1.3284.9%12.8%
50Δ1.3798.8%13.0%1.3782.3%10.5%
55Δ1.32106.0%11.7%1.4279.6%8.3%
60Δ1.26113.2%10.5%1.4777.0%6.0%
65Δ1.20120.3%9.3%1.5980.7%4.2%
70Δ1.15127.5%8.0%1.8597.4%3.5%
75Δ1.09134.7%6.8%2.12114.2%2.9%
80Δ1.04141.8%5.6%2.38130.9%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.08
IV
98.1%
B/E move
24.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.13
IV
95.5%
B/E move
22.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.18
IV
92.8%
B/E move
19.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.23
IV
90.2%
B/E move
17.4%

40Δ

Calls
Pseudo strike
1.48
IV
84.5%
B/E move
15.4%
Puts
Pseudo strike
1.28
IV
87.5%
B/E move
15.1%

45Δ

Calls
Pseudo strike
1.43
IV
91.7%
B/E move
14.2%
Puts
Pseudo strike
1.32
IV
84.9%
B/E move
12.8%

50Δ

Calls
Pseudo strike
1.37
IV
98.8%
B/E move
13.0%
Puts
Pseudo strike
1.37
IV
82.3%
B/E move
10.5%

55Δ

Calls
Pseudo strike
1.32
IV
106.0%
B/E move
11.7%
Puts
Pseudo strike
1.42
IV
79.6%
B/E move
8.3%

60Δ

Calls
Pseudo strike
1.26
IV
113.2%
B/E move
10.5%
Puts
Pseudo strike
1.47
IV
77.0%
B/E move
6.0%

65Δ

Calls
Pseudo strike
1.20
IV
120.3%
B/E move
9.3%
Puts
Pseudo strike
1.59
IV
80.7%
B/E move
4.2%

70Δ

Calls
Pseudo strike
1.15
IV
127.5%
B/E move
8.0%
Puts
Pseudo strike
1.85
IV
97.4%
B/E move
3.5%

75Δ

Calls
Pseudo strike
1.09
IV
134.7%
B/E move
6.8%
Puts
Pseudo strike
2.12
IV
114.2%
B/E move
2.9%

80Δ

Calls
Pseudo strike
1.04
IV
141.8%
B/E move
5.6%
Puts
Pseudo strike
2.38
IV
130.9%
B/E move
2.2%

Options history

No recorded observations