Share price$13.40
1D-2.0%
Sold putSold callAH
Crescent Energy Co CRGY
ENERGY · OIL & GAS E&Pi
Market dataready · fetched 2026-10-23T06:08:36.525Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T23:11:40.803977782Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:08:36.107343+00:00
Crescent Energy Co options
PutsFair1.02×
CallsCheap0.86×
SkewBearish+9.41 pp
Implied moveBearish±$1.71
TiltBearish21.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.30 | 50.1% | 15.6% | 12.02 | 52.3% | 12.0% |
| 25Δ | 14.88 | 49.1% | 13.0% | 12.28 | 54.4% | 11.0% |
| 30Δ | 14.61 | 49.7% | 11.6% | 12.54 | 56.5% | 9.9% |
| 35Δ | 14.34 | 50.3% | 10.2% | 12.80 | 58.7% | 8.8% |
| 40Δ | 14.08 | 51.0% | 8.8% | 13.06 | 60.1% | 7.8% |
| 45Δ | 13.82 | 51.3% | 7.7% | 13.34 | 59.3% | 6.8% |
| 50Δ | 13.58 | 51.6% | 6.8% | 13.61 | 58.6% | 5.7% |
| 55Δ | 13.34 | 51.9% | 5.8% | 13.89 | 57.8% | 4.7% |
| 60Δ | 13.09 | 52.2% | 4.8% | 14.23 | 59.2% | 3.9% |
| 65Δ | 12.84 | 51.7% | 4.0% | 14.62 | 62.0% | 3.4% |
| 70Δ | 12.59 | 50.7% | 3.3% | 15.01 | 64.9% | 2.8% |
| 75Δ | 12.34 | 49.8% | 2.6% | 15.54 | 67.1% | 2.2% |
| 80Δ | 12.09 | 48.9% | 1.9% | 16.12 | 69.7% | 1.6% |
20Δ
- Pseudo strike
- 15.30
- IV
- 50.1%
- B/E move
- 15.6%
- Pseudo strike
- 12.02
- IV
- 52.3%
- B/E move
- 12.0%
25Δ
- Pseudo strike
- 14.88
- IV
- 49.1%
- B/E move
- 13.0%
- Pseudo strike
- 12.28
- IV
- 54.4%
- B/E move
- 11.0%
30Δ
- Pseudo strike
- 14.61
- IV
- 49.7%
- B/E move
- 11.6%
- Pseudo strike
- 12.54
- IV
- 56.5%
- B/E move
- 9.9%
35Δ
- Pseudo strike
- 14.34
- IV
- 50.3%
- B/E move
- 10.2%
- Pseudo strike
- 12.80
- IV
- 58.7%
- B/E move
- 8.8%
40Δ
- Pseudo strike
- 14.08
- IV
- 51.0%
- B/E move
- 8.8%
- Pseudo strike
- 13.06
- IV
- 60.1%
- B/E move
- 7.8%
45Δ
- Pseudo strike
- 13.82
- IV
- 51.3%
- B/E move
- 7.7%
- Pseudo strike
- 13.34
- IV
- 59.3%
- B/E move
- 6.8%
50Δ
- Pseudo strike
- 13.58
- IV
- 51.6%
- B/E move
- 6.8%
- Pseudo strike
- 13.61
- IV
- 58.6%
- B/E move
- 5.7%
55Δ
- Pseudo strike
- 13.34
- IV
- 51.9%
- B/E move
- 5.8%
- Pseudo strike
- 13.89
- IV
- 57.8%
- B/E move
- 4.7%
60Δ
- Pseudo strike
- 13.09
- IV
- 52.2%
- B/E move
- 4.8%
- Pseudo strike
- 14.23
- IV
- 59.2%
- B/E move
- 3.9%
65Δ
- Pseudo strike
- 12.84
- IV
- 51.7%
- B/E move
- 4.0%
- Pseudo strike
- 14.62
- IV
- 62.0%
- B/E move
- 3.4%
70Δ
- Pseudo strike
- 12.59
- IV
- 50.7%
- B/E move
- 3.3%
- Pseudo strike
- 15.01
- IV
- 64.9%
- B/E move
- 2.8%
75Δ
- Pseudo strike
- 12.34
- IV
- 49.8%
- B/E move
- 2.6%
- Pseudo strike
- 15.54
- IV
- 67.1%
- B/E move
- 2.2%
80Δ
- Pseudo strike
- 12.09
- IV
- 48.9%
- B/E move
- 1.9%
- Pseudo strike
- 16.12
- IV
- 69.7%
- B/E move
- 1.6%
Options history
Table
| Date | IV |
|---|---|
| 49.41% | |
| 48.79% |