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Clean Energy Fuels Corp CLNE

ENERGY · OIL & GAS REFINING & MARKETING
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Market dataready · fetched 2026-10-22T21:13:03.335Z

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 · 2026-10-22T20:52:05.758804393Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:13:01.593603+00:00

Share price$1.40
1D+3.4%
AH$1.35$1.37$1.39$1.41$1.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCLNE
Sold putSold callAH

Clean Energy Fuels Corp options

Live interpolated CLNE call and put midpoint premiums by absolute delta.Clean Energy Fuels Corp$0.00$0.60$1.21$1.81$2.42$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICECLNE PRICE$0.04$0.05$0.06$0.08$0.09$0.34$0.82$1.29$1.77$2.24
PutsExpensive1.20×
CallsCheap0.81×
SkewBearish+32.73 pp
Implied move——
TiltBearish90.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.9098.9%38.5%
25Δ1.8296.7%33.5%
30Δ1.7494.4%28.6%
35Δ1.6592.1%23.6%
40Δ1.5789.8%18.6%
45Δ
50Δ
55Δ
60Δ1.6782.7%5.1%
65Δ2.16104.9%4.4%
70Δ2.64127.1%3.6%
75Δ3.13149.3%2.9%
80Δ3.61171.5%2.1%

20Δ

Calls
Pseudo strike
1.90
IV
98.9%
B/E move
38.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
1.82
IV
96.7%
B/E move
33.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
1.74
IV
94.4%
B/E move
28.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
1.65
IV
92.1%
B/E move
23.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
1.57
IV
89.8%
B/E move
18.6%
Puts
Pseudo strike
IV
B/E move

45Δ

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

50Δ

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

55Δ

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

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.67
IV
82.7%
B/E move
5.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.16
IV
104.9%
B/E move
4.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.64
IV
127.1%
B/E move
3.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.13
IV
149.3%
B/E move
2.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.61
IV
171.5%
B/E move
2.1%

Options history

No recorded observations