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CenterPoint Energy, Inc. CNP

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-11-11T14:02:54.469Z

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 · 2026-11-11T00:00:00.001798563Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:02:53.797232+00:00

Share price$41.24
1D+1.1%
AH$40.61$40.78$40.95$41.13$41.305:30 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.$0.14$0.82$1.51$2.20$2.88$38.30$39.59$40.88$42.16$43.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CNP spot · $41.24CNP PRICE$0.21$0.25$0.36$0.47$0.58$0.69$0.80$0.90$1.00$1.09$1.18$1.28$0.28$0.38$0.47$0.56$0.69$0.86$1.03$1.21$1.52$1.93$2.68
Puts——
Calls——
Skew——
Implied moveBearish±$1.55
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ42.3822.8%3.3%40.1426.9%3.3%
30Δ42.0120.6%2.5%40.3827.6%3.0%
35Δ41.8221.7%2.3%40.6128.3%2.7%
40Δ41.6323.0%2.1%40.8528.9%2.3%
45Δ41.4524.2%1.9%41.0929.7%2.0%
50Δ41.2625.5%1.7%41.3630.8%1.8%
55Δ41.0826.7%1.6%41.6331.8%1.6%
60Δ40.9026.5%1.4%41.8932.9%1.3%
65Δ40.7225.1%1.2%42.2835.5%1.2%
70Δ40.5423.7%1.0%42.7539.1%1.0%
75Δ40.3722.3%0.7%43.5346.9%0.9%
80Δ40.1920.9%0.5%

20Δ

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

25Δ

Calls
Pseudo strike
42.38
IV
22.8%
B/E move
3.3%
Puts
Pseudo strike
40.14
IV
26.9%
B/E move
3.3%

30Δ

Calls
Pseudo strike
42.01
IV
20.6%
B/E move
2.5%
Puts
Pseudo strike
40.38
IV
27.6%
B/E move
3.0%

35Δ

Calls
Pseudo strike
41.82
IV
21.7%
B/E move
2.3%
Puts
Pseudo strike
40.61
IV
28.3%
B/E move
2.7%

40Δ

Calls
Pseudo strike
41.63
IV
23.0%
B/E move
2.1%
Puts
Pseudo strike
40.85
IV
28.9%
B/E move
2.3%

45Δ

Calls
Pseudo strike
41.45
IV
24.2%
B/E move
1.9%
Puts
Pseudo strike
41.09
IV
29.7%
B/E move
2.0%

50Δ

Calls
Pseudo strike
41.26
IV
25.5%
B/E move
1.7%
Puts
Pseudo strike
41.36
IV
30.8%
B/E move
1.8%

55Δ

Calls
Pseudo strike
41.08
IV
26.7%
B/E move
1.6%
Puts
Pseudo strike
41.63
IV
31.8%
B/E move
1.6%

60Δ

Calls
Pseudo strike
40.90
IV
26.5%
B/E move
1.4%
Puts
Pseudo strike
41.89
IV
32.9%
B/E move
1.3%

65Δ

Calls
Pseudo strike
40.72
IV
25.1%
B/E move
1.2%
Puts
Pseudo strike
42.28
IV
35.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
40.54
IV
23.7%
B/E move
1.0%
Puts
Pseudo strike
42.75
IV
39.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
40.37
IV
22.3%
B/E move
0.7%
Puts
Pseudo strike
43.53
IV
46.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
40.19
IV
20.9%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend19.58%
Daily EOD
CNP18.2%21.0%23.9%2026-10-19: 19.61%2026-10-20: 19.11%2026-10-21: 19.22%2026-10-22: 23.53%2026-10-23: 21.19%2026-10-26: 22.73%2026-10-27: 19.67%2026-10-28: 19.40%2026-10-29: 18.55%2026-10-30: 19.58%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.61%
19.11%
19.22%
23.53%
21.19%
22.73%
19.67%
19.40%
18.55%
19.58%