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Cronos Group Inc CRON

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-10-23T06:53:50.267Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T23:47:10.268360528Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:53:49.269616+00:00

Share price$3.45
1D+2.5%
AH$3.35$3.38$3.41$3.44$3.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRON
Sold putSold callAH

Cronos Group Inc options

Live interpolated CRON call and put midpoint premiums by absolute delta.Cronos Group Inc$0.42$1.31$2.21$3.10$4.00$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICECRON PRICE$0.51$0.78$1.05$1.32$1.59$1.86$2.12$2.39$2.66$2.93$3.20$3.47$3.74
PutsExpensive2.28×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.0488.3%26.6%
25Δ3.3892.2%24.8%
30Δ3.7196.1%22.9%
35Δ4.04100.0%21.0%
40Δ4.38104.0%19.1%
45Δ4.71107.9%17.2%
50Δ5.05111.8%15.3%
55Δ5.38115.7%13.4%
60Δ5.71119.6%11.5%
65Δ6.05123.5%9.7%
70Δ6.38127.5%7.8%
75Δ6.72131.4%5.9%
80Δ7.05135.3%4.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.04
IV
88.3%
B/E move
26.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.38
IV
92.2%
B/E move
24.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.71
IV
96.1%
B/E move
22.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.04
IV
100.0%
B/E move
21.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.38
IV
104.0%
B/E move
19.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.71
IV
107.9%
B/E move
17.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.05
IV
111.8%
B/E move
15.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.38
IV
115.7%
B/E move
13.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.71
IV
119.6%
B/E move
11.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.05
IV
123.5%
B/E move
9.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.38
IV
127.5%
B/E move
7.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.72
IV
131.4%
B/E move
5.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.05
IV
135.3%
B/E move
4.0%

Options history

No recorded observations