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CVR ENERGY, INC. CVI

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Market datapartial · fetched 2026-10-22T07:17:10.762Z

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 · 2026-10-21T23:00:00.002707242Z

FundamentalsAlpha Vantage · unavailable

Share price$60.73
1D-2.1%
AH$59.26$60.15$61.05$61.94$62.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCVI
Sold putSold callAH

CVR ENERGY, INC. options

Live interpolated CVI call and put midpoint premiums by absolute delta.CVR ENERGY, INC.$0.95$4.95$8.95$12.95$16.94$44.54$52.69$60.84$68.99$77.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CVI spot · $60.73CVI PRICE$1.38$1.72$2.17$2.78$3.29$3.99$4.83$5.61$6.29$6.90$7.90$9.02$10.42$1.56$2.11$2.71$3.34$3.84$4.64$5.91$7.05$8.44$10.10$11.73$13.70$15.79
PutsExpensive1.41×
CallsExpensive1.29×
SkewBullish-1.30 pp
Implied moveBearish±$10.75
TiltBearish15.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ75.6980.2%26.9%52.2573.7%16.5%
25Δ72.0174.8%21.4%54.0973.6%14.4%
30Δ69.3373.1%17.7%55.8073.7%12.6%
35Δ67.8076.9%16.2%57.4773.5%10.9%
40Δ65.8275.7%13.8%59.0470.0%9.1%
45Δ64.0777.1%12.1%60.6569.9%7.8%
50Δ62.5381.1%10.9%62.3275.1%7.1%
55Δ60.7781.1%9.3%64.0676.1%6.1%
60Δ59.0778.7%7.6%66.0177.7%5.2%
65Δ57.4274.9%5.9%68.1779.9%4.4%
70Δ55.7674.7%4.8%70.3579.9%3.5%
75Δ54.0274.6%3.8%72.8179.4%2.7%
80Δ52.0875.4%2.9%75.3979.1%1.9%

20Δ

Calls
Pseudo strike
75.69
IV
80.2%
B/E move
26.9%
Puts
Pseudo strike
52.25
IV
73.7%
B/E move
16.5%

25Δ

Calls
Pseudo strike
72.01
IV
74.8%
B/E move
21.4%
Puts
Pseudo strike
54.09
IV
73.6%
B/E move
14.4%

30Δ

Calls
Pseudo strike
69.33
IV
73.1%
B/E move
17.7%
Puts
Pseudo strike
55.80
IV
73.7%
B/E move
12.6%

35Δ

Calls
Pseudo strike
67.80
IV
76.9%
B/E move
16.2%
Puts
Pseudo strike
57.47
IV
73.5%
B/E move
10.9%

40Δ

Calls
Pseudo strike
65.82
IV
75.7%
B/E move
13.8%
Puts
Pseudo strike
59.04
IV
70.0%
B/E move
9.1%

45Δ

Calls
Pseudo strike
64.07
IV
77.1%
B/E move
12.1%
Puts
Pseudo strike
60.65
IV
69.9%
B/E move
7.8%

50Δ

Calls
Pseudo strike
62.53
IV
81.1%
B/E move
10.9%
Puts
Pseudo strike
62.32
IV
75.1%
B/E move
7.1%

55Δ

Calls
Pseudo strike
60.77
IV
81.1%
B/E move
9.3%
Puts
Pseudo strike
64.06
IV
76.1%
B/E move
6.1%

60Δ

Calls
Pseudo strike
59.07
IV
78.7%
B/E move
7.6%
Puts
Pseudo strike
66.01
IV
77.7%
B/E move
5.2%

65Δ

Calls
Pseudo strike
57.42
IV
74.9%
B/E move
5.9%
Puts
Pseudo strike
68.17
IV
79.9%
B/E move
4.4%

70Δ

Calls
Pseudo strike
55.76
IV
74.7%
B/E move
4.8%
Puts
Pseudo strike
70.35
IV
79.9%
B/E move
3.5%

75Δ

Calls
Pseudo strike
54.02
IV
74.6%
B/E move
3.8%
Puts
Pseudo strike
72.81
IV
79.4%
B/E move
2.7%

80Δ

Calls
Pseudo strike
52.08
IV
75.4%
B/E move
2.9%
Puts
Pseudo strike
75.39
IV
79.1%
B/E move
1.9%

Options history

No recorded observations