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CVR ENERGY, INC. CVI

ENERGY · OIL & GAS REFINING & MARKETING
i

Market dataready · fetched 2026-11-11T14:20:32.256Z

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 · 2026-11-11T13:14:07.456278131Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:20:31.319995+00:00

Share price$39.19
1D
Price history unavailable.

CVR ENERGY, INC. options

Live interpolated CVI call and put midpoint premiums by absolute delta.CVR ENERGY, INC.$0.15$3.29$6.44$9.58$12.72$28.46$36.79$45.12$53.45$61.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CVI spot · $39.19CVI PRICE$0.49$0.60$0.77$0.93$1.09$1.27$1.54$1.81$2.09$2.36$2.64$2.94$3.23$0.64$0.87$1.10$1.35$1.73$2.11$2.48$3.20$4.28$5.24$6.01$6.95$11.82
PutsCheap0.85×
CallsCheap0.61×
SkewBearish+37.20 pp
Implied moveBearish±$4.02
TiltBearish37.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.8676.5%13.2%35.3085.7%11.6%
25Δ42.4869.5%9.9%36.0785.6%10.2%
30Δ41.8468.0%8.7%36.8385.5%8.8%
35Δ41.1966.5%7.5%37.5985.6%7.5%
40Δ40.5565.1%6.2%38.2887.3%6.7%
45Δ39.9263.8%5.1%38.9689.0%5.9%
50Δ39.4264.1%4.5%39.6590.7%5.2%
55Δ38.9164.4%3.9%40.5898.0%4.6%
60Δ38.4064.7%3.3%41.76111.0%4.4%
65Δ37.8964.9%2.7%42.90118.5%3.9%
70Δ37.4064.1%2.2%43.98116.9%3.1%
75Δ36.9659.4%1.8%45.20117.4%2.4%
80Δ36.5254.7%1.4%50.08158.1%2.4%

20Δ

Calls
Pseudo strike
43.86
IV
76.5%
B/E move
13.2%
Puts
Pseudo strike
35.30
IV
85.7%
B/E move
11.6%

25Δ

Calls
Pseudo strike
42.48
IV
69.5%
B/E move
9.9%
Puts
Pseudo strike
36.07
IV
85.6%
B/E move
10.2%

30Δ

Calls
Pseudo strike
41.84
IV
68.0%
B/E move
8.7%
Puts
Pseudo strike
36.83
IV
85.5%
B/E move
8.8%

35Δ

Calls
Pseudo strike
41.19
IV
66.5%
B/E move
7.5%
Puts
Pseudo strike
37.59
IV
85.6%
B/E move
7.5%

40Δ

Calls
Pseudo strike
40.55
IV
65.1%
B/E move
6.2%
Puts
Pseudo strike
38.28
IV
87.3%
B/E move
6.7%

45Δ

Calls
Pseudo strike
39.92
IV
63.8%
B/E move
5.1%
Puts
Pseudo strike
38.96
IV
89.0%
B/E move
5.9%

50Δ

Calls
Pseudo strike
39.42
IV
64.1%
B/E move
4.5%
Puts
Pseudo strike
39.65
IV
90.7%
B/E move
5.2%

55Δ

Calls
Pseudo strike
38.91
IV
64.4%
B/E move
3.9%
Puts
Pseudo strike
40.58
IV
98.0%
B/E move
4.6%

60Δ

Calls
Pseudo strike
38.40
IV
64.7%
B/E move
3.3%
Puts
Pseudo strike
41.76
IV
111.0%
B/E move
4.4%

65Δ

Calls
Pseudo strike
37.89
IV
64.9%
B/E move
2.7%
Puts
Pseudo strike
42.90
IV
118.5%
B/E move
3.9%

70Δ

Calls
Pseudo strike
37.40
IV
64.1%
B/E move
2.2%
Puts
Pseudo strike
43.98
IV
116.9%
B/E move
3.1%

75Δ

Calls
Pseudo strike
36.96
IV
59.4%
B/E move
1.8%
Puts
Pseudo strike
45.20
IV
117.4%
B/E move
2.4%

80Δ

Calls
Pseudo strike
36.52
IV
54.7%
B/E move
1.4%
Puts
Pseudo strike
50.08
IV
158.1%
B/E move
2.4%

Options history

IV · four-Friday blend66.14%
Daily EOD
CVI65.9%67.6%69.3%2026-10-19: 69.07%2026-10-20: 67.76%2026-10-21: 69.01%2026-10-22: 66.37%2026-10-23: 67.26%2026-10-26: 68.30%2026-10-27: 67.84%2026-10-28: 68.57%2026-10-29: 68.92%2026-10-30: 66.14%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
69.07%
67.76%
69.01%
66.37%
67.26%
68.30%
67.84%
68.57%
68.92%
66.14%