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Cenovus Energy Inc. CVE

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Market datapartial · fetched 2026-10-22T14:14:50.364Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T14:14:48.874352724Z

FundamentalsAlpha Vantage · unavailable

Share price$32.45
1D-3.2%
$32.35$32.67$32.98$33.29$33.615:30 AM6:30 AM9:00 AM1:00 PMCVE
Sold putSold call

Cenovus Energy Inc. options

Live interpolated CVE call and put midpoint premiums by absolute delta.Cenovus Energy Inc.$0.27$2.02$3.78$5.54$7.30$26.30$29.31$32.31$35.32$38.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CVE spot · $32.45CVE PRICE$0.46$0.55$0.69$0.87$1.06$1.24$1.44$1.66$2.14$2.99$3.22$4.23$6.79$0.54$0.61$0.77$0.96$1.17$1.41$1.66$1.81$1.87$1.93$2.05$2.28$2.51
PutsCheap0.70×
CallsFair1.00×
SkewBullish-13.27 pp
Implied moveBearish±$3.11
TiltBullish16.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.7947.6%14.8%28.8652.9%12.7%
25Δ35.5842.6%11.3%30.2741.5%8.6%
30Δ34.8842.0%9.6%30.8241.4%7.4%
35Δ34.3642.9%8.6%31.3341.5%6.4%
40Δ33.8343.3%7.5%31.8141.7%5.6%
45Δ33.3042.9%6.5%32.3041.8%4.8%
50Δ32.7942.4%5.5%32.7841.9%4.1%
55Δ32.3042.0%4.7%33.1739.9%3.4%
60Δ31.7146.9%4.3%33.4836.1%2.6%
65Δ30.9659.1%4.6%33.7932.3%1.8%
70Δ30.3955.1%3.6%34.1129.3%1.2%
75Δ29.2764.4%3.2%34.4528.0%0.9%
80Δ26.8796.3%3.7%34.8026.7%0.5%

20Δ

Calls
Pseudo strike
36.79
IV
47.6%
B/E move
14.8%
Puts
Pseudo strike
28.86
IV
52.9%
B/E move
12.7%

25Δ

Calls
Pseudo strike
35.58
IV
42.6%
B/E move
11.3%
Puts
Pseudo strike
30.27
IV
41.5%
B/E move
8.6%

30Δ

Calls
Pseudo strike
34.88
IV
42.0%
B/E move
9.6%
Puts
Pseudo strike
30.82
IV
41.4%
B/E move
7.4%

35Δ

Calls
Pseudo strike
34.36
IV
42.9%
B/E move
8.6%
Puts
Pseudo strike
31.33
IV
41.5%
B/E move
6.4%

40Δ

Calls
Pseudo strike
33.83
IV
43.3%
B/E move
7.5%
Puts
Pseudo strike
31.81
IV
41.7%
B/E move
5.6%

45Δ

Calls
Pseudo strike
33.30
IV
42.9%
B/E move
6.5%
Puts
Pseudo strike
32.30
IV
41.8%
B/E move
4.8%

50Δ

Calls
Pseudo strike
32.79
IV
42.4%
B/E move
5.5%
Puts
Pseudo strike
32.78
IV
41.9%
B/E move
4.1%

55Δ

Calls
Pseudo strike
32.30
IV
42.0%
B/E move
4.7%
Puts
Pseudo strike
33.17
IV
39.9%
B/E move
3.4%

60Δ

Calls
Pseudo strike
31.71
IV
46.9%
B/E move
4.3%
Puts
Pseudo strike
33.48
IV
36.1%
B/E move
2.6%

65Δ

Calls
Pseudo strike
30.96
IV
59.1%
B/E move
4.6%
Puts
Pseudo strike
33.79
IV
32.3%
B/E move
1.8%

70Δ

Calls
Pseudo strike
30.39
IV
55.1%
B/E move
3.6%
Puts
Pseudo strike
34.11
IV
29.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
29.27
IV
64.4%
B/E move
3.2%
Puts
Pseudo strike
34.45
IV
28.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
26.87
IV
96.3%
B/E move
3.7%
Puts
Pseudo strike
34.80
IV
26.7%
B/E move
0.5%

Options history

No recorded observations