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Crescent Energy Company CRGY

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Market datapartial · fetched 2026-10-23T05:08:44.782Z

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 · 2026-10-22T23:11:40.803977782Z

FundamentalsAlpha Vantage · unavailable

Share price$13.40
1D-2.0%
AH$13.08$13.25$13.42$13.58$13.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRGY
Sold putSold callAH

Crescent Energy Company options

Live interpolated CRGY call and put midpoint premiums by absolute delta.Crescent Energy Company$0.11$0.87$1.64$2.40$3.16$10.61$12.00$13.38$14.76$16.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRGY spot · $13.40CRGY PRICE$0.20$0.26$0.34$0.42$0.50$0.61$0.72$0.84$0.96$1.10$1.25$1.41$1.57$0.24$0.35$0.47$0.58$0.71$0.84$0.98$1.12$1.36$1.67$1.98$2.44$2.94
PutsFair1.01×
CallsCheap0.86×
SkewBearish+9.41 pp
Implied moveBearish±$1.71
TiltBearish21.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.3050.1%15.6%12.0252.3%12.0%
25Δ14.8849.1%13.0%12.2854.4%11.0%
30Δ14.6149.7%11.6%12.5456.5%9.9%
35Δ14.3450.3%10.2%12.8058.7%8.8%
40Δ14.0851.0%8.8%13.0660.1%7.8%
45Δ13.8251.3%7.7%13.3459.3%6.8%
50Δ13.5851.6%6.8%13.6158.6%5.7%
55Δ13.3451.9%5.8%13.8957.8%4.7%
60Δ13.0952.2%4.8%14.2359.2%3.9%
65Δ12.8451.7%4.0%14.6262.0%3.4%
70Δ12.5950.7%3.3%15.0164.9%2.8%
75Δ12.3449.8%2.6%15.5467.1%2.2%
80Δ12.0948.9%1.9%16.1269.7%1.6%

20Δ

Calls
Pseudo strike
15.30
IV
50.1%
B/E move
15.6%
Puts
Pseudo strike
12.02
IV
52.3%
B/E move
12.0%

25Δ

Calls
Pseudo strike
14.88
IV
49.1%
B/E move
13.0%
Puts
Pseudo strike
12.28
IV
54.4%
B/E move
11.0%

30Δ

Calls
Pseudo strike
14.61
IV
49.7%
B/E move
11.6%
Puts
Pseudo strike
12.54
IV
56.5%
B/E move
9.9%

35Δ

Calls
Pseudo strike
14.34
IV
50.3%
B/E move
10.2%
Puts
Pseudo strike
12.80
IV
58.7%
B/E move
8.8%

40Δ

Calls
Pseudo strike
14.08
IV
51.0%
B/E move
8.8%
Puts
Pseudo strike
13.06
IV
60.1%
B/E move
7.8%

45Δ

Calls
Pseudo strike
13.82
IV
51.3%
B/E move
7.7%
Puts
Pseudo strike
13.34
IV
59.3%
B/E move
6.8%

50Δ

Calls
Pseudo strike
13.58
IV
51.6%
B/E move
6.8%
Puts
Pseudo strike
13.61
IV
58.6%
B/E move
5.7%

55Δ

Calls
Pseudo strike
13.34
IV
51.9%
B/E move
5.8%
Puts
Pseudo strike
13.89
IV
57.8%
B/E move
4.7%

60Δ

Calls
Pseudo strike
13.09
IV
52.2%
B/E move
4.8%
Puts
Pseudo strike
14.23
IV
59.2%
B/E move
3.9%

65Δ

Calls
Pseudo strike
12.84
IV
51.7%
B/E move
4.0%
Puts
Pseudo strike
14.62
IV
62.0%
B/E move
3.4%

70Δ

Calls
Pseudo strike
12.59
IV
50.7%
B/E move
3.3%
Puts
Pseudo strike
15.01
IV
64.9%
B/E move
2.8%

75Δ

Calls
Pseudo strike
12.34
IV
49.8%
B/E move
2.6%
Puts
Pseudo strike
15.54
IV
67.1%
B/E move
2.2%

80Δ

Calls
Pseudo strike
12.09
IV
48.9%
B/E move
1.9%
Puts
Pseudo strike
16.12
IV
69.7%
B/E move
1.6%

Options history

CRGY48.7449.1049.452026-10-20: 49.41%2026-10-21: 48.79%Oct 20Oct 21
Table
DateIV
49.41%
48.79%