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Market datapartial · fetched 2026-10-23T05:18:46.809Z

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 · 2026-10-22T23:27:03.510542753Z

FundamentalsAlpha Vantage · unavailable

Share price$70.50
1D+2.1%
AH$68.35$68.89$69.43$69.97$70.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCMS
Sold putSold callAH

CMS Energy Corporation options

Live interpolated CMS call and put midpoint premiums by absolute delta.CMS Energy Corporation$0.00$5.28$10.56$15.84$21.12$60.61$64.61$68.61$72.60$76.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CMS spot · $70.50CMS PRICE$0.44$0.57$0.71$0.84$0.97$1.11$1.24$1.37$1.51$0.79$1.10$1.40$1.71$2.02$2.43$3.18$3.93$4.68$5.42$8.10$13.30$19.59
PutsExpensive2.40×
CallsCheap0.75×
SkewBearish+24.87 pp
Implied moveBearish±$4.42
TiltBearish77.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.5320.1%6.3%65.8831.0%7.7%
25Δ73.9719.4%5.7%66.7531.5%6.9%
30Δ73.4218.7%5.1%67.6132.0%6.1%
35Δ72.8618.1%4.5%68.4832.5%5.3%
40Δ72.3017.4%3.9%69.3433.0%4.5%
45Δ71.7416.7%3.3%70.2533.8%3.8%
50Δ71.1916.1%2.7%71.2935.3%3.4%
55Δ70.6315.4%2.1%72.3336.9%3.0%
60Δ70.0714.7%1.5%73.3738.5%2.6%
65Δ74.4140.0%2.1%
70Δ77.1250.6%2.1%
75Δ82.2269.6%2.2%
80Δ88.7084.8%2.0%

20Δ

Calls
Pseudo strike
74.53
IV
20.1%
B/E move
6.3%
Puts
Pseudo strike
65.88
IV
31.0%
B/E move
7.7%

25Δ

Calls
Pseudo strike
73.97
IV
19.4%
B/E move
5.7%
Puts
Pseudo strike
66.75
IV
31.5%
B/E move
6.9%

30Δ

Calls
Pseudo strike
73.42
IV
18.7%
B/E move
5.1%
Puts
Pseudo strike
67.61
IV
32.0%
B/E move
6.1%

35Δ

Calls
Pseudo strike
72.86
IV
18.1%
B/E move
4.5%
Puts
Pseudo strike
68.48
IV
32.5%
B/E move
5.3%

40Δ

Calls
Pseudo strike
72.30
IV
17.4%
B/E move
3.9%
Puts
Pseudo strike
69.34
IV
33.0%
B/E move
4.5%

45Δ

Calls
Pseudo strike
71.74
IV
16.7%
B/E move
3.3%
Puts
Pseudo strike
70.25
IV
33.8%
B/E move
3.8%

50Δ

Calls
Pseudo strike
71.19
IV
16.1%
B/E move
2.7%
Puts
Pseudo strike
71.29
IV
35.3%
B/E move
3.4%

55Δ

Calls
Pseudo strike
70.63
IV
15.4%
B/E move
2.1%
Puts
Pseudo strike
72.33
IV
36.9%
B/E move
3.0%

60Δ

Calls
Pseudo strike
70.07
IV
14.7%
B/E move
1.5%
Puts
Pseudo strike
73.37
IV
38.5%
B/E move
2.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.41
IV
40.0%
B/E move
2.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.12
IV
50.6%
B/E move
2.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.22
IV
69.6%
B/E move
2.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
88.70
IV
84.8%
B/E move
2.0%

Options history

CMS19.5019.5219.542026-10-21: 19.52%Oct 21Oct 21
Table
DateIV
19.52%