IntraAlpha
Create free account Start free

Civeo Corporation CVEO

i

Market datapartial · fetched 2026-10-23T19:43:53.547Z

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 · 2026-10-23T19:42:43.58137961Z

FundamentalsAlpha Vantage · unavailable

Share price$27.76
1D+1.9%
$26.98$27.20$27.42$27.64$27.865:30 AM6:30 AM9:00 AM1:00 PMCVEO
Sold putSold call

Civeo Corporation options

Live interpolated CVEO call and put midpoint premiums by absolute delta.Civeo Corporation$0.46$2.84$5.22$7.59$9.97$21.46$25.05$28.64$32.22$35.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CVEO spot · $27.76CVEO PRICE$1.07$1.12$0.72$0.93$0.80$0.94$1.08$1.60$2.13$2.35$2.53$2.85$3.24$0.98$0.83$1.18$1.38$1.36$1.56$1.78$2.06$2.32$2.57$2.95$4.88$9.29
PutsExpensive1.48×
CallsExpensive1.56×
SkewBearish+2.55 pp
Implied moveBearish±$2.86
TiltBearish21.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.17150.4%59.4%22.9599.2%20.8%
25Δ36.18113.3%34.4%25.0665.6%12.7%
30Δ30.4052.7%12.1%25.6370.9%11.9%
35Δ30.2758.4%12.4%26.3168.9%10.2%
40Δ28.7838.5%6.6%27.0956.5%7.3%
45Δ28.3938.0%5.6%27.6254.3%6.1%
50Δ27.9937.6%4.7%28.1452.6%5.0%
55Δ27.5347.1%4.9%28.6551.9%4.2%
60Δ27.0756.5%5.2%29.1450.8%3.4%
65Δ26.6054.7%4.3%29.5948.6%2.7%
70Δ26.1350.9%3.2%30.1547.9%2.0%
75Δ25.6049.7%2.5%32.0864.2%2.0%
80Δ25.0549.3%1.9%36.4198.8%2.3%

20Δ

Calls
Pseudo strike
43.17
IV
150.4%
B/E move
59.4%
Puts
Pseudo strike
22.95
IV
99.2%
B/E move
20.8%

25Δ

Calls
Pseudo strike
36.18
IV
113.3%
B/E move
34.4%
Puts
Pseudo strike
25.06
IV
65.6%
B/E move
12.7%

30Δ

Calls
Pseudo strike
30.40
IV
52.7%
B/E move
12.1%
Puts
Pseudo strike
25.63
IV
70.9%
B/E move
11.9%

35Δ

Calls
Pseudo strike
30.27
IV
58.4%
B/E move
12.4%
Puts
Pseudo strike
26.31
IV
68.9%
B/E move
10.2%

40Δ

Calls
Pseudo strike
28.78
IV
38.5%
B/E move
6.6%
Puts
Pseudo strike
27.09
IV
56.5%
B/E move
7.3%

45Δ

Calls
Pseudo strike
28.39
IV
38.0%
B/E move
5.6%
Puts
Pseudo strike
27.62
IV
54.3%
B/E move
6.1%

50Δ

Calls
Pseudo strike
27.99
IV
37.6%
B/E move
4.7%
Puts
Pseudo strike
28.14
IV
52.6%
B/E move
5.0%

55Δ

Calls
Pseudo strike
27.53
IV
47.1%
B/E move
4.9%
Puts
Pseudo strike
28.65
IV
51.9%
B/E move
4.2%

60Δ

Calls
Pseudo strike
27.07
IV
56.5%
B/E move
5.2%
Puts
Pseudo strike
29.14
IV
50.8%
B/E move
3.4%

65Δ

Calls
Pseudo strike
26.60
IV
54.7%
B/E move
4.3%
Puts
Pseudo strike
29.59
IV
48.6%
B/E move
2.7%

70Δ

Calls
Pseudo strike
26.13
IV
50.9%
B/E move
3.2%
Puts
Pseudo strike
30.15
IV
47.9%
B/E move
2.0%

75Δ

Calls
Pseudo strike
25.60
IV
49.7%
B/E move
2.5%
Puts
Pseudo strike
32.08
IV
64.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
25.05
IV
49.3%
B/E move
1.9%
Puts
Pseudo strike
36.41
IV
98.8%
B/E move
2.3%

Options history

CVEO41.8543.5745.282026-10-20: 42.09%2026-10-21: 44.93%2026-10-22: 45.04%Oct 20Oct 22
Table
DateIV
42.09%
44.93%
45.04%