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CenterPoint Energy Inc CNP

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-10-22T20:47:25.274Z

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 · 2026-10-22T20:10:00.003198806Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T20:47:23.318295+00:00

Share price$41.20
1D+1.6%
AH$40.49$40.68$40.88$41.08$41.275:30 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$0.12$1.89$3.66$5.43$7.21$35.53$37.99$40.44$42.90$45.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CNP spot · $41.20CNP PRICE$0.73$1.00$0.46$0.52$0.60$0.71$0.81$0.92$1.21$1.67$2.03$2.20$2.37$0.31$0.43$0.55$0.66$0.77$0.95$1.31$1.68$2.15$2.70$3.77$6.69$5.96
PutsExpensive1.44×
CallsFair0.98×
SkewBearish+4.38 pp
Implied moveBearish±$2.13
TiltBearish29.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.3759.8%19.2%39.2122.8%5.6%
25Δ47.3062.4%17.2%39.6023.3%4.9%
30Δ42.7821.5%4.9%39.9923.8%4.3%
35Δ42.3419.9%4.0%40.3623.1%3.6%
40Δ41.9418.5%3.3%40.7322.3%3.0%
45Δ41.6718.2%2.9%41.1122.7%2.5%
50Δ41.4017.9%2.5%41.5225.9%2.4%
55Δ41.1317.5%2.1%41.9229.1%2.3%
60Δ40.7719.4%1.9%42.4931.8%2.1%
65Δ40.3123.5%1.9%43.1434.7%1.9%
70Δ39.9025.7%1.8%44.2741.0%1.7%
75Δ39.5924.1%1.4%47.1259.4%1.9%
80Δ39.2722.4%1.1%46.7247.8%1.1%

20Δ

Calls
Pseudo strike
48.37
IV
59.8%
B/E move
19.2%
Puts
Pseudo strike
39.21
IV
22.8%
B/E move
5.6%

25Δ

Calls
Pseudo strike
47.30
IV
62.4%
B/E move
17.2%
Puts
Pseudo strike
39.60
IV
23.3%
B/E move
4.9%

30Δ

Calls
Pseudo strike
42.78
IV
21.5%
B/E move
4.9%
Puts
Pseudo strike
39.99
IV
23.8%
B/E move
4.3%

35Δ

Calls
Pseudo strike
42.34
IV
19.9%
B/E move
4.0%
Puts
Pseudo strike
40.36
IV
23.1%
B/E move
3.6%

40Δ

Calls
Pseudo strike
41.94
IV
18.5%
B/E move
3.3%
Puts
Pseudo strike
40.73
IV
22.3%
B/E move
3.0%

45Δ

Calls
Pseudo strike
41.67
IV
18.2%
B/E move
2.9%
Puts
Pseudo strike
41.11
IV
22.7%
B/E move
2.5%

50Δ

Calls
Pseudo strike
41.40
IV
17.9%
B/E move
2.5%
Puts
Pseudo strike
41.52
IV
25.9%
B/E move
2.4%

55Δ

Calls
Pseudo strike
41.13
IV
17.5%
B/E move
2.1%
Puts
Pseudo strike
41.92
IV
29.1%
B/E move
2.3%

60Δ

Calls
Pseudo strike
40.77
IV
19.4%
B/E move
1.9%
Puts
Pseudo strike
42.49
IV
31.8%
B/E move
2.1%

65Δ

Calls
Pseudo strike
40.31
IV
23.5%
B/E move
1.9%
Puts
Pseudo strike
43.14
IV
34.7%
B/E move
1.9%

70Δ

Calls
Pseudo strike
39.90
IV
25.7%
B/E move
1.8%
Puts
Pseudo strike
44.27
IV
41.0%
B/E move
1.7%

75Δ

Calls
Pseudo strike
39.59
IV
24.1%
B/E move
1.4%
Puts
Pseudo strike
47.12
IV
59.4%
B/E move
1.9%

80Δ

Calls
Pseudo strike
39.27
IV
22.4%
B/E move
1.1%
Puts
Pseudo strike
46.72
IV
47.8%
B/E move
1.1%

Options history

CNP19.0919.1619.242026-10-20: 19.11%2026-10-21: 19.22%Oct 20Oct 21
Table
DateIV
19.11%
19.22%