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Cronos Group Inc. Common Share CRON

i

Market dataready · fetched 2026-11-13T19:12:01.235Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-13T19:11:17.535374506Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T19:12:00.265199+00:00

Share price$3.41
1D+0.2%
$3.35$3.37$3.39$3.40$3.425:30 AM6:30 AM9:00 AM1:00 PMCRON
Sold putSold call

Cronos Group Inc. Common Share options

Live interpolated CRON call and put midpoint premiums by absolute delta.Cronos Group Inc. Common Share$0.05$0.18$0.30$0.42$0.54$2.49$2.97$3.46$3.94$4.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CRON spot · $3.40CRON PRICE$0.07$0.09$0.12$0.14$0.17$0.20$0.23$0.28$0.32$0.37$0.41$0.46$0.50$0.18$0.20$0.22$0.24$0.26$0.28$0.30
Puts——
CallsCheap0.76×
Skew——
Implied moveBearish±$0.53
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.1547.3%24.0%2.58101.3%29.7%
25Δ3.9644.2%18.8%2.7392.3%25.8%
30Δ3.8644.5%16.9%2.8883.2%21.9%
35Δ3.7744.7%14.9%3.0374.2%18.0%
40Δ3.6845.0%13.0%3.1865.1%14.1%
45Δ3.5845.2%11.1%3.3456.1%10.3%
50Δ3.4945.4%9.3%3.4947.0%6.4%
55Δ3.4145.0%8.2%
60Δ3.3344.6%7.1%
65Δ3.2444.1%6.0%
70Δ3.1643.7%4.9%
75Δ3.0843.3%3.9%
80Δ3.0043.0%2.8%

20Δ

Calls
Pseudo strike
4.15
IV
47.3%
B/E move
24.0%
Puts
Pseudo strike
2.58
IV
101.3%
B/E move
29.7%

25Δ

Calls
Pseudo strike
3.96
IV
44.2%
B/E move
18.8%
Puts
Pseudo strike
2.73
IV
92.3%
B/E move
25.8%

30Δ

Calls
Pseudo strike
3.86
IV
44.5%
B/E move
16.9%
Puts
Pseudo strike
2.88
IV
83.2%
B/E move
21.9%

35Δ

Calls
Pseudo strike
3.77
IV
44.7%
B/E move
14.9%
Puts
Pseudo strike
3.03
IV
74.2%
B/E move
18.0%

40Δ

Calls
Pseudo strike
3.68
IV
45.0%
B/E move
13.0%
Puts
Pseudo strike
3.18
IV
65.1%
B/E move
14.1%

45Δ

Calls
Pseudo strike
3.58
IV
45.2%
B/E move
11.1%
Puts
Pseudo strike
3.34
IV
56.1%
B/E move
10.3%

50Δ

Calls
Pseudo strike
3.49
IV
45.4%
B/E move
9.3%
Puts
Pseudo strike
3.49
IV
47.0%
B/E move
6.4%

55Δ

Calls
Pseudo strike
3.41
IV
45.0%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.33
IV
44.6%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.24
IV
44.1%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.16
IV
43.7%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.08
IV
43.3%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.00
IV
43.0%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations