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Cinemark Holdings, Inc. CNK

COMMUNICATION SERVICES · ENTERTAINMENT
i

Market dataready · fetched 2026-11-11T15:46:42.360Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T15:46:27.96303502Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:46:41.993112+00:00

Share price$40.87
1D-0.8%
$40.68$40.85$41.02$41.19$41.365:30 AM6:30 AM9:00 AM1:00 PMCNK
Sold putSold call

Cinemark Holdings, Inc. options

Live interpolated CNK call and put midpoint premiums by absolute delta.Cinemark Holdings, Inc.$0.39$1.11$1.84$2.56$3.28$34.41$37.62$40.84$44.05$47.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CNK spot · $40.87CNK PRICE$0.47$0.67$0.52$0.60$0.75$0.91$1.07$1.26$1.44$1.64$1.98$2.31$2.95$0.49$0.74$0.99$1.18$1.15$1.47$1.79$2.41$2.93$3.07
Puts——
CallsCheap0.60×
Skew——
Implied moveBearish±$2.22
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.0767.9%11.4%38.2855.2%7.5%
25Δ44.4871.8%10.5%38.5763.7%7.4%
30Δ42.5644.0%5.4%38.8772.3%7.3%
35Δ42.0240.9%4.3%39.3773.5%6.6%
40Δ41.6841.7%3.8%
45Δ41.3442.7%3.4%
50Δ41.0143.7%3.0%41.0043.1%2.5%
55Δ40.6543.4%2.5%41.4345.8%2.2%
60Δ40.3043.1%2.1%41.8548.5%2.0%
65Δ39.9443.1%1.7%42.5255.9%1.9%
70Δ39.5044.5%1.5%43.1359.6%1.6%
75Δ39.0646.0%1.2%43.4454.4%1.2%
80Δ38.3351.0%1.0%

20Δ

Calls
Pseudo strike
45.07
IV
67.9%
B/E move
11.4%
Puts
Pseudo strike
38.28
IV
55.2%
B/E move
7.5%

25Δ

Calls
Pseudo strike
44.48
IV
71.8%
B/E move
10.5%
Puts
Pseudo strike
38.57
IV
63.7%
B/E move
7.4%

30Δ

Calls
Pseudo strike
42.56
IV
44.0%
B/E move
5.4%
Puts
Pseudo strike
38.87
IV
72.3%
B/E move
7.3%

35Δ

Calls
Pseudo strike
42.02
IV
40.9%
B/E move
4.3%
Puts
Pseudo strike
39.37
IV
73.5%
B/E move
6.6%

40Δ

Calls
Pseudo strike
41.68
IV
41.7%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
41.34
IV
42.7%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
41.01
IV
43.7%
B/E move
3.0%
Puts
Pseudo strike
41.00
IV
43.1%
B/E move
2.5%

55Δ

Calls
Pseudo strike
40.65
IV
43.4%
B/E move
2.5%
Puts
Pseudo strike
41.43
IV
45.8%
B/E move
2.2%

60Δ

Calls
Pseudo strike
40.30
IV
43.1%
B/E move
2.1%
Puts
Pseudo strike
41.85
IV
48.5%
B/E move
2.0%

65Δ

Calls
Pseudo strike
39.94
IV
43.1%
B/E move
1.7%
Puts
Pseudo strike
42.52
IV
55.9%
B/E move
1.9%

70Δ

Calls
Pseudo strike
39.50
IV
44.5%
B/E move
1.5%
Puts
Pseudo strike
43.13
IV
59.6%
B/E move
1.6%

75Δ

Calls
Pseudo strike
39.06
IV
46.0%
B/E move
1.2%
Puts
Pseudo strike
43.44
IV
54.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
38.33
IV
51.0%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend43.73%
Daily EOD
CNK37.9%41.0%44.2%2026-10-19: 38.34%2026-10-20: 40.98%2026-10-21: 39.73%2026-10-22: 41.71%2026-10-23: 39.61%2026-10-26: 40.64%2026-10-27: 40.12%2026-10-28: 42.09%2026-10-29: 40.14%2026-10-30: 43.73%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.34%
40.98%
39.73%
41.71%
39.61%
40.64%
40.12%
42.09%
40.14%
43.73%