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CenterPoint Energy, Inc. CNP

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Market datapartial · fetched 2026-10-22T04:38:49.998Z

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 · 2026-10-21T23:21:08.667488837Z

FundamentalsAlpha Vantage · unavailable

Share price$40.18
1D-0.3%
AH$40.26$40.33$40.41$40.48$40.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCNP
Sold putSold callAH

CenterPoint Energy, Inc. options

Live interpolated CNP call and put midpoint premiums by absolute delta.CenterPoint Energy, Inc.$0.22$1.31$2.41$3.51$4.61$35.67$37.77$39.87$41.98$44.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CNP spot · $40.18CNP PRICE$0.64$0.34$0.44$0.54$0.65$0.83$1.01$1.19$1.40$1.61$1.82$2.29$2.99$0.66$0.92$0.47$0.59$0.71$0.84$0.98$1.13$1.28$1.95$2.73$3.51$4.29
PutsExpensive1.18×
CallsCheap0.93×
SkewBearish+1.86 pp
Implied moveBalanced±$1.99
TiltBearish12.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.4053.2%17.1%37.0242.5%9.5%
25Δ41.9720.3%5.3%36.8851.4%10.5%
30Δ41.6320.4%4.7%39.1321.0%3.8%
35Δ41.3020.4%4.1%39.4521.0%3.3%
40Δ40.9720.5%3.6%39.7621.0%2.8%
45Δ40.6621.5%3.3%40.0720.9%2.3%
50Δ40.3622.5%3.0%40.3720.6%2.0%
55Δ40.0523.5%2.7%40.6620.4%1.6%
60Δ39.7123.7%2.3%40.9520.1%1.3%
65Δ39.3623.6%2.0%41.7122.9%1.1%
70Δ39.0123.6%1.6%42.5526.4%0.9%
75Δ38.4625.5%1.4%43.3929.9%0.7%
80Δ37.6728.9%1.2%44.2433.4%0.6%

20Δ

Calls
Pseudo strike
46.40
IV
53.2%
B/E move
17.1%
Puts
Pseudo strike
37.02
IV
42.5%
B/E move
9.5%

25Δ

Calls
Pseudo strike
41.97
IV
20.3%
B/E move
5.3%
Puts
Pseudo strike
36.88
IV
51.4%
B/E move
10.5%

30Δ

Calls
Pseudo strike
41.63
IV
20.4%
B/E move
4.7%
Puts
Pseudo strike
39.13
IV
21.0%
B/E move
3.8%

35Δ

Calls
Pseudo strike
41.30
IV
20.4%
B/E move
4.1%
Puts
Pseudo strike
39.45
IV
21.0%
B/E move
3.3%

40Δ

Calls
Pseudo strike
40.97
IV
20.5%
B/E move
3.6%
Puts
Pseudo strike
39.76
IV
21.0%
B/E move
2.8%

45Δ

Calls
Pseudo strike
40.66
IV
21.5%
B/E move
3.3%
Puts
Pseudo strike
40.07
IV
20.9%
B/E move
2.3%

50Δ

Calls
Pseudo strike
40.36
IV
22.5%
B/E move
3.0%
Puts
Pseudo strike
40.37
IV
20.6%
B/E move
2.0%

55Δ

Calls
Pseudo strike
40.05
IV
23.5%
B/E move
2.7%
Puts
Pseudo strike
40.66
IV
20.4%
B/E move
1.6%

60Δ

Calls
Pseudo strike
39.71
IV
23.7%
B/E move
2.3%
Puts
Pseudo strike
40.95
IV
20.1%
B/E move
1.3%

65Δ

Calls
Pseudo strike
39.36
IV
23.6%
B/E move
2.0%
Puts
Pseudo strike
41.71
IV
22.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
39.01
IV
23.6%
B/E move
1.6%
Puts
Pseudo strike
42.55
IV
26.4%
B/E move
0.9%

75Δ

Calls
Pseudo strike
38.46
IV
25.5%
B/E move
1.4%
Puts
Pseudo strike
43.39
IV
29.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
37.67
IV
28.9%
B/E move
1.2%
Puts
Pseudo strike
44.24
IV
33.4%
B/E move
0.6%

Options history

No recorded observations