IntraAlpha
Create free account Start free

Crescent Energy Company CRGY

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-13T19:12:18.334Z

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 · 2026-11-13T19:12:00.267289488Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T19:12:17.845573+00:00

Share price$12.16
1D+0.0%
$11.85$11.93$12.02$12.10$12.185:30 AM6:30 AM9:00 AM1:00 PMCRGY
Sold putSold call

Crescent Energy Company options

Live interpolated CRGY call and put midpoint premiums by absolute delta.Crescent Energy Company$0.07$0.81$1.56$2.31$3.05$10.53$11.22$11.90$12.59$13.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CRGY spot · $12.15CRGY PRICE$0.16$0.19$0.21$0.23$0.26$0.28$0.30$0.32$0.35$0.15$0.19$0.24$0.28$0.33$0.40$0.48$0.56$0.64$0.73$0.81$0.89$2.84
PutsExpensive1.43×
Calls——
Skew——
Implied moveBearish±$0.78
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.29129.3%27.1%11.1971.7%9.2%
25Δ14.89118.3%24.0%11.3770.0%8.0%
30Δ14.49107.3%20.9%11.5568.2%6.9%
35Δ14.0996.2%17.8%11.7466.5%5.8%
40Δ13.6885.2%14.7%11.9264.8%4.6%
45Δ13.2874.2%11.6%12.0863.5%3.9%
50Δ12.8863.2%8.4%12.2262.7%3.4%
55Δ12.4852.1%5.3%12.3561.8%3.0%
60Δ12.0841.1%2.2%12.4961.0%2.5%
65Δ12.6360.1%2.1%
70Δ12.7759.3%1.6%
75Δ12.9058.4%1.2%
80Δ14.76145.6%1.9%

20Δ

Calls
Pseudo strike
15.29
IV
129.3%
B/E move
27.1%
Puts
Pseudo strike
11.19
IV
71.7%
B/E move
9.2%

25Δ

Calls
Pseudo strike
14.89
IV
118.3%
B/E move
24.0%
Puts
Pseudo strike
11.37
IV
70.0%
B/E move
8.0%

30Δ

Calls
Pseudo strike
14.49
IV
107.3%
B/E move
20.9%
Puts
Pseudo strike
11.55
IV
68.2%
B/E move
6.9%

35Δ

Calls
Pseudo strike
14.09
IV
96.2%
B/E move
17.8%
Puts
Pseudo strike
11.74
IV
66.5%
B/E move
5.8%

40Δ

Calls
Pseudo strike
13.68
IV
85.2%
B/E move
14.7%
Puts
Pseudo strike
11.92
IV
64.8%
B/E move
4.6%

45Δ

Calls
Pseudo strike
13.28
IV
74.2%
B/E move
11.6%
Puts
Pseudo strike
12.08
IV
63.5%
B/E move
3.9%

50Δ

Calls
Pseudo strike
12.88
IV
63.2%
B/E move
8.4%
Puts
Pseudo strike
12.22
IV
62.7%
B/E move
3.4%

55Δ

Calls
Pseudo strike
12.48
IV
52.1%
B/E move
5.3%
Puts
Pseudo strike
12.35
IV
61.8%
B/E move
3.0%

60Δ

Calls
Pseudo strike
12.08
IV
41.1%
B/E move
2.2%
Puts
Pseudo strike
12.49
IV
61.0%
B/E move
2.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.63
IV
60.1%
B/E move
2.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.77
IV
59.3%
B/E move
1.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.90
IV
58.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.76
IV
145.6%
B/E move
1.9%

Options history

IV · four-Friday blend48.63%
Daily EOD
CRGY45.6%48.1%50.7%2026-10-19: 47.99%2026-10-20: 49.41%2026-10-21: 48.79%2026-10-22: 50.35%2026-10-23: 47.71%2026-10-26: 48.61%2026-10-27: 47.76%2026-10-28: 45.92%2026-10-29: 48.07%2026-10-30: 48.63%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
47.99%
49.41%
48.79%
50.35%
47.71%
48.61%
47.76%
45.92%
48.07%
48.63%