IntraAlpha
Create free account Start free

Cenovus Energy Inc CVE

ENERGY · OIL & GAS INTEGRATED
i

Market dataready · fetched 2026-10-22T21:08:29.122Z

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 · 2026-10-22T20:55:17.017715045Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:08:27.385613+00:00

Share price$32.15
1D-4.1%
AH$31.73$32.21$32.69$33.17$33.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCVE
Sold putSold callAH

Cenovus Energy Inc options

Live interpolated CVE call and put midpoint premiums by absolute delta.Cenovus Energy Inc$0.21$1.83$3.45$5.07$6.70$26.36$29.19$32.03$34.86$37.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CVE spot · $32.15CVE PRICE$0.38$0.50$0.66$0.82$1.00$1.18$1.39$1.60$1.97$2.33$2.64$3.23$4.69$0.45$0.56$0.72$0.89$1.10$1.30$1.58$1.86$2.04$2.19$2.54$4.18$6.23
PutsCheap0.79×
CallsCheap0.89×
SkewBullish-2.50 pp
Implied moveBearish±$2.97
TiltBearish6.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.7240.1%12.3%29.3741.9%10.0%
25Δ34.9338.7%10.2%30.1139.1%8.1%
30Δ34.4339.9%9.2%30.6139.1%7.0%
35Δ33.9440.8%8.1%31.1039.1%6.1%
40Δ33.4440.9%7.1%31.5539.3%5.3%
45Δ32.9440.9%6.1%32.0039.5%4.5%
50Δ32.4740.9%5.3%32.4740.2%3.9%
55Δ32.0040.9%4.5%32.9440.9%3.3%
60Δ31.4843.1%4.0%33.3238.7%2.7%
65Δ30.9645.1%3.5%33.6936.2%2.0%
70Δ30.4444.3%2.9%34.2136.1%1.5%
75Δ29.7047.8%2.4%35.8747.0%1.4%
80Δ28.2362.4%2.4%38.0056.4%1.2%

20Δ

Calls
Pseudo strike
35.72
IV
40.1%
B/E move
12.3%
Puts
Pseudo strike
29.37
IV
41.9%
B/E move
10.0%

25Δ

Calls
Pseudo strike
34.93
IV
38.7%
B/E move
10.2%
Puts
Pseudo strike
30.11
IV
39.1%
B/E move
8.1%

30Δ

Calls
Pseudo strike
34.43
IV
39.9%
B/E move
9.2%
Puts
Pseudo strike
30.61
IV
39.1%
B/E move
7.0%

35Δ

Calls
Pseudo strike
33.94
IV
40.8%
B/E move
8.1%
Puts
Pseudo strike
31.10
IV
39.1%
B/E move
6.1%

40Δ

Calls
Pseudo strike
33.44
IV
40.9%
B/E move
7.1%
Puts
Pseudo strike
31.55
IV
39.3%
B/E move
5.3%

45Δ

Calls
Pseudo strike
32.94
IV
40.9%
B/E move
6.1%
Puts
Pseudo strike
32.00
IV
39.5%
B/E move
4.5%

50Δ

Calls
Pseudo strike
32.47
IV
40.9%
B/E move
5.3%
Puts
Pseudo strike
32.47
IV
40.2%
B/E move
3.9%

55Δ

Calls
Pseudo strike
32.00
IV
40.9%
B/E move
4.5%
Puts
Pseudo strike
32.94
IV
40.9%
B/E move
3.3%

60Δ

Calls
Pseudo strike
31.48
IV
43.1%
B/E move
4.0%
Puts
Pseudo strike
33.32
IV
38.7%
B/E move
2.7%

65Δ

Calls
Pseudo strike
30.96
IV
45.1%
B/E move
3.5%
Puts
Pseudo strike
33.69
IV
36.2%
B/E move
2.0%

70Δ

Calls
Pseudo strike
30.44
IV
44.3%
B/E move
2.9%
Puts
Pseudo strike
34.21
IV
36.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
29.70
IV
47.8%
B/E move
2.4%
Puts
Pseudo strike
35.87
IV
47.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
28.23
IV
62.4%
B/E move
2.4%
Puts
Pseudo strike
38.00
IV
56.4%
B/E move
1.2%

Options history

CVE38.3438.4738.602026-10-20: 38.38%2026-10-21: 38.56%Oct 20Oct 21
Table
DateIV
38.38%
38.56%