IntraAlpha
Create free account Start free

Centuri Holdings, Inc. CTRI

i

Market dataready · fetched 2026-11-12T15:12:51.844Z

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 · 2026-11-12T15:12:36.440715596Z

FundamentalsSEC EDGAR · ready · as of 2026-09-27 · fetched 2026-11-12T15:12:50.426983+00:00

Share price$22.47
1D+0.3%
$22.33$22.39$22.46$22.53$22.595:30 AM6:30 AM9:00 AM1:00 PMCTRI
Sold putSold call

Centuri Holdings, Inc. options

Live interpolated CTRI call and put midpoint premiums by absolute delta.Centuri Holdings, Inc.$0.38$1.69$3.00$4.31$5.62$17.52$19.97$22.41$24.86$27.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CTRI spot · $22.47CTRI PRICE$0.86$0.53$0.56$0.60$0.63$0.67$0.99$1.41$1.83$2.25$2.67$0.77$1.02$0.96$1.30$1.64$1.98$2.32$2.65$5.25
Puts——
Calls——
Skew——
Implied moveBearish±$1.63
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.02154.0%18.8%
25Δ28.41188.8%30.3%19.63166.1%17.2%
30Δ24.6492.5%12.0%
35Δ24.1382.8%9.9%
40Δ23.6373.1%7.8%
45Δ23.1363.4%5.7%
50Δ22.6353.7%3.7%22.6464.9%3.5%
55Δ22.1659.4%3.0%23.0668.7%3.1%
60Δ21.7070.4%2.9%23.4972.4%2.8%
65Δ21.2581.4%2.7%23.9176.2%2.4%
70Δ20.7992.3%2.5%24.3380.0%2.0%
75Δ20.33103.3%2.4%24.7683.7%1.6%
80Δ27.43101.9%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.02
IV
154.0%
B/E move
18.8%

25Δ

Calls
Pseudo strike
28.41
IV
188.8%
B/E move
30.3%
Puts
Pseudo strike
19.63
IV
166.1%
B/E move
17.2%

30Δ

Calls
Pseudo strike
24.64
IV
92.5%
B/E move
12.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
24.13
IV
82.8%
B/E move
9.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
23.63
IV
73.1%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
23.13
IV
63.4%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
22.63
IV
53.7%
B/E move
3.7%
Puts
Pseudo strike
22.64
IV
64.9%
B/E move
3.5%

55Δ

Calls
Pseudo strike
22.16
IV
59.4%
B/E move
3.0%
Puts
Pseudo strike
23.06
IV
68.7%
B/E move
3.1%

60Δ

Calls
Pseudo strike
21.70
IV
70.4%
B/E move
2.9%
Puts
Pseudo strike
23.49
IV
72.4%
B/E move
2.8%

65Δ

Calls
Pseudo strike
21.25
IV
81.4%
B/E move
2.7%
Puts
Pseudo strike
23.91
IV
76.2%
B/E move
2.4%

70Δ

Calls
Pseudo strike
20.79
IV
92.3%
B/E move
2.5%
Puts
Pseudo strike
24.33
IV
80.0%
B/E move
2.0%

75Δ

Calls
Pseudo strike
20.33
IV
103.3%
B/E move
2.4%
Puts
Pseudo strike
24.76
IV
83.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.43
IV
101.9%
B/E move
1.3%

Options history

IV · four-Friday blend62.52%
Daily EOD
CTRI54.1%59.4%64.7%2026-10-19: 57.21%2026-10-20: 54.87%2026-10-21: 56.80%2026-10-22: 58.16%2026-10-23: 62.01%2026-10-26: 58.95%2026-10-27: 57.21%2026-10-28: 63.98%2026-10-29: 56.89%2026-10-30: 62.52%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
57.21%
54.87%
56.80%
58.16%
62.01%
58.95%
57.21%
63.98%
56.89%
62.52%