IntraAlpha
Create free account Start free

Cenovus Energy Inc. CVE

i

Market datapartial · fetched 2026-11-11T15:48:45.717Z

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 · 2026-11-11T15:48:22.204193406Z

FundamentalsAlpha Vantage · unavailable

Share price$28.40
1D+1.4%
$27.83$28.00$28.17$28.35$28.525:30 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.$0.09$1.38$2.68$3.97$5.27$24.49$26.65$28.81$30.97$33.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CVE spot · $28.40CVE PRICE$0.39$0.49$0.50$0.59$0.69$0.78$0.88$0.98$1.09$1.21$1.32$0.23$0.31$0.41$0.50$0.60$0.63$0.67$0.71$0.74$0.78$4.89
Puts——
Calls——
Skew——
Implied moveBalanced±$1.36
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.8444.6%6.3%
25Δ30.3858.0%8.3%27.1844.0%5.4%
30Δ30.0260.8%7.5%27.4544.4%4.8%
35Δ27.7244.7%4.2%
40Δ28.9540.2%3.7%27.9945.0%3.5%
45Δ28.7339.6%3.2%28.1741.7%3.0%
50Δ28.5039.0%2.8%28.3538.2%2.5%
55Δ28.2838.4%2.3%28.5334.8%2.0%
60Δ28.0637.8%1.9%28.7031.3%1.5%
65Δ27.8636.3%1.6%28.8827.8%1.0%
70Δ27.6834.6%1.3%
75Δ27.4932.8%1.0%
80Δ27.3031.1%0.8%32.86100.1%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.84
IV
44.6%
B/E move
6.3%

25Δ

Calls
Pseudo strike
30.38
IV
58.0%
B/E move
8.3%
Puts
Pseudo strike
27.18
IV
44.0%
B/E move
5.4%

30Δ

Calls
Pseudo strike
30.02
IV
60.8%
B/E move
7.5%
Puts
Pseudo strike
27.45
IV
44.4%
B/E move
4.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.72
IV
44.7%
B/E move
4.2%

40Δ

Calls
Pseudo strike
28.95
IV
40.2%
B/E move
3.7%
Puts
Pseudo strike
27.99
IV
45.0%
B/E move
3.5%

45Δ

Calls
Pseudo strike
28.73
IV
39.6%
B/E move
3.2%
Puts
Pseudo strike
28.17
IV
41.7%
B/E move
3.0%

50Δ

Calls
Pseudo strike
28.50
IV
39.0%
B/E move
2.8%
Puts
Pseudo strike
28.35
IV
38.2%
B/E move
2.5%

55Δ

Calls
Pseudo strike
28.28
IV
38.4%
B/E move
2.3%
Puts
Pseudo strike
28.53
IV
34.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
28.06
IV
37.8%
B/E move
1.9%
Puts
Pseudo strike
28.70
IV
31.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
27.86
IV
36.3%
B/E move
1.6%
Puts
Pseudo strike
28.88
IV
27.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
27.68
IV
34.6%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
27.49
IV
32.8%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
27.30
IV
31.1%
B/E move
0.8%
Puts
Pseudo strike
32.86
IV
100.1%
B/E move
1.5%

Options history

IV · four-Friday blend40.78%
Daily EOD
CVE38.0%39.5%41.0%2026-10-19: 38.68%2026-10-20: 38.38%2026-10-21: 38.56%2026-10-22: 39.34%2026-10-23: 39.04%2026-10-26: 40.22%2026-10-27: 40.60%2026-10-28: 38.22%2026-10-29: 40.51%2026-10-30: 40.78%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.68%
38.38%
38.56%
39.34%
39.04%
40.22%
40.60%
38.22%
40.51%
40.78%