IntraAlpha
Create free account Start free

Civeo Corporation CVEO

i

Market dataready · fetched 2026-11-13T00:48:06.403Z

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 · 2026-11-13T00:00:00.003700554Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T00:48:05.752592+00:00

Share price$36.33
1D+1.7%
AH$35.10$35.49$35.87$36.25$36.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCVEO
Sold putSold callAH

Civeo Corporation options

Live interpolated CVEO call and put midpoint premiums by absolute delta.Civeo Corporation$0.48$1.83$3.17$4.52$5.86$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICECVEO PRICE$0.63$0.79$1.09$1.21$1.48$1.10$1.16$1.21$1.27$1.33$0.78$1.12$1.53$1.91$2.14$2.25$2.36$2.47$2.60$2.83$3.06$5.47
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.47114.1%18.6%31.83120.3%14.5%
25Δ40.68103.1%14.1%32.65125.9%13.2%
30Δ40.23114.6%13.8%33.44133.2%12.2%
35Δ
40Δ37.8285.0%7.4%35.33113.5%8.0%
45Δ37.2687.6%6.6%36.08106.5%6.6%
50Δ36.7096.0%5.2%
55Δ37.2286.9%4.0%
60Δ35.9339.9%1.9%37.6679.0%3.1%
65Δ35.7636.7%1.6%38.1072.0%2.3%
70Δ35.6033.5%1.3%38.5168.0%1.8%
75Δ35.4430.3%1.1%38.9363.9%1.3%
80Δ35.2827.1%0.8%41.2994.3%1.4%

20Δ

Calls
Pseudo strike
42.47
IV
114.1%
B/E move
18.6%
Puts
Pseudo strike
31.83
IV
120.3%
B/E move
14.5%

25Δ

Calls
Pseudo strike
40.68
IV
103.1%
B/E move
14.1%
Puts
Pseudo strike
32.65
IV
125.9%
B/E move
13.2%

30Δ

Calls
Pseudo strike
40.23
IV
114.6%
B/E move
13.8%
Puts
Pseudo strike
33.44
IV
133.2%
B/E move
12.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
37.82
IV
85.0%
B/E move
7.4%
Puts
Pseudo strike
35.33
IV
113.5%
B/E move
8.0%

45Δ

Calls
Pseudo strike
37.26
IV
87.6%
B/E move
6.6%
Puts
Pseudo strike
36.08
IV
106.5%
B/E move
6.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.70
IV
96.0%
B/E move
5.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.22
IV
86.9%
B/E move
4.0%

60Δ

Calls
Pseudo strike
35.93
IV
39.9%
B/E move
1.9%
Puts
Pseudo strike
37.66
IV
79.0%
B/E move
3.1%

65Δ

Calls
Pseudo strike
35.76
IV
36.7%
B/E move
1.6%
Puts
Pseudo strike
38.10
IV
72.0%
B/E move
2.3%

70Δ

Calls
Pseudo strike
35.60
IV
33.5%
B/E move
1.3%
Puts
Pseudo strike
38.51
IV
68.0%
B/E move
1.8%

75Δ

Calls
Pseudo strike
35.44
IV
30.3%
B/E move
1.1%
Puts
Pseudo strike
38.93
IV
63.9%
B/E move
1.3%

80Δ

Calls
Pseudo strike
35.28
IV
27.1%
B/E move
0.8%
Puts
Pseudo strike
41.29
IV
94.3%
B/E move
1.4%

Options history

IV · four-Friday blend45.28%
Daily EOD
CVEO40.6%44.6%48.6%2026-10-19: 41.15%2026-10-20: 42.09%2026-10-21: 44.93%2026-10-22: 45.04%2026-10-23: 41.27%2026-10-26: 48.02%2026-10-27: 45.72%2026-10-28: 46.94%2026-10-29: 47.14%2026-10-30: 45.28%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.15%
42.09%
44.93%
45.04%
41.27%
48.02%
45.72%
46.94%
47.14%
45.28%