Share price$3.45
1D+2.5%
Sold putSold callAH
Cronos Group Inc. Common Share CRON
i
Market datapartial · fetched 2026-10-23T09:07:59.309Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T23:47:10.268360528Z
FundamentalsAlpha Vantage · unavailable
Cronos Group Inc. Common Share options
PutsExpensive2.29×
Calls——
Skew——
Implied move——
Tilt——
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.04 | 88.4% | 26.6% | |||
| 25Δ | 3.38 | 92.3% | 24.8% | |||
| 30Δ | 3.71 | 96.2% | 22.9% | |||
| 35Δ | 4.04 | 100.1% | 21.0% | |||
| 40Δ | 4.38 | 104.0% | 19.1% | |||
| 45Δ | 4.71 | 107.9% | 17.2% | |||
| 50Δ | 5.05 | 111.9% | 15.3% | |||
| 55Δ | 5.38 | 115.8% | 13.4% | |||
| 60Δ | 5.71 | 119.7% | 11.5% | |||
| 65Δ | 6.05 | 123.6% | 9.7% | |||
| 70Δ | 6.38 | 127.5% | 7.8% | |||
| 75Δ | 6.72 | 131.4% | 5.9% | |||
| 80Δ | 7.05 | 135.4% | 4.0% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.04
- IV
- 88.4%
- B/E move
- 26.6%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.38
- IV
- 92.3%
- B/E move
- 24.8%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.71
- IV
- 96.2%
- B/E move
- 22.9%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.04
- IV
- 100.1%
- B/E move
- 21.0%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.38
- IV
- 104.0%
- B/E move
- 19.1%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.71
- IV
- 107.9%
- B/E move
- 17.2%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.05
- IV
- 111.9%
- B/E move
- 15.3%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.38
- IV
- 115.8%
- B/E move
- 13.4%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.71
- IV
- 119.7%
- B/E move
- 11.5%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.05
- IV
- 123.6%
- B/E move
- 9.7%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.38
- IV
- 127.5%
- B/E move
- 7.8%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.72
- IV
- 131.4%
- B/E move
- 5.9%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 7.05
- IV
- 135.4%
- B/E move
- 4.0%
Options history
No recorded observations