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Clearway Energy, Inc. Class C Common Stock CWEN

UTILITIES · UTILITIES - RENEWABLE
i

Market dataready · fetched 2026-11-11T14:49:03.114Z

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 · 2026-11-11T14:48:59.553704684Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:49:01.978136+00:00

Share price$34.37
1D-1.8%
$34.29$34.54$34.78$35.02$35.275:30 AM6:30 AM9:00 AM1:00 PMCWEN
Sold putSold call

Clearway Energy, Inc. Class C Common Stock options

Live interpolated CWEN call and put midpoint premiums by absolute delta.Clearway Energy, Inc. Class C Common Stock$0.23$1.30$2.37$3.44$4.51$30.05$32.21$34.37$36.54$38.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CWEN spot · $34.37CWEN PRICE$0.35$0.42$0.49$0.56$0.63$1.01$1.47$1.92$2.38$2.83$3.29$3.75$4.20$0.36$0.46$0.56$0.65$0.75$0.85$0.95$1.05$1.14
Puts——
CallsCheap0.94×
Skew——
Implied moveBullish±$2.41
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.5866.2%13.3%31.2454.1%10.2%
25Δ37.7360.5%11.0%31.7052.0%9.1%
30Δ36.8854.8%8.7%32.1750.0%8.0%
35Δ36.0349.1%6.5%32.6447.9%6.9%
40Δ35.1843.5%4.2%33.1045.9%5.9%
45Δ34.5646.1%3.5%33.5743.9%4.8%
50Δ34.0051.0%3.2%34.0441.8%3.7%
55Δ33.4555.8%2.9%34.5039.8%2.7%
60Δ32.8960.7%2.6%34.9737.8%1.6%
65Δ32.3465.6%2.3%
70Δ31.7870.4%2.0%
75Δ31.2375.3%1.7%
80Δ30.6780.2%1.5%

20Δ

Calls
Pseudo strike
38.58
IV
66.2%
B/E move
13.3%
Puts
Pseudo strike
31.24
IV
54.1%
B/E move
10.2%

25Δ

Calls
Pseudo strike
37.73
IV
60.5%
B/E move
11.0%
Puts
Pseudo strike
31.70
IV
52.0%
B/E move
9.1%

30Δ

Calls
Pseudo strike
36.88
IV
54.8%
B/E move
8.7%
Puts
Pseudo strike
32.17
IV
50.0%
B/E move
8.0%

35Δ

Calls
Pseudo strike
36.03
IV
49.1%
B/E move
6.5%
Puts
Pseudo strike
32.64
IV
47.9%
B/E move
6.9%

40Δ

Calls
Pseudo strike
35.18
IV
43.5%
B/E move
4.2%
Puts
Pseudo strike
33.10
IV
45.9%
B/E move
5.9%

45Δ

Calls
Pseudo strike
34.56
IV
46.1%
B/E move
3.5%
Puts
Pseudo strike
33.57
IV
43.9%
B/E move
4.8%

50Δ

Calls
Pseudo strike
34.00
IV
51.0%
B/E move
3.2%
Puts
Pseudo strike
34.04
IV
41.8%
B/E move
3.7%

55Δ

Calls
Pseudo strike
33.45
IV
55.8%
B/E move
2.9%
Puts
Pseudo strike
34.50
IV
39.8%
B/E move
2.7%

60Δ

Calls
Pseudo strike
32.89
IV
60.7%
B/E move
2.6%
Puts
Pseudo strike
34.97
IV
37.8%
B/E move
1.6%

65Δ

Calls
Pseudo strike
32.34
IV
65.6%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
31.78
IV
70.4%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
31.23
IV
75.3%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
30.67
IV
80.2%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend35.70%
Daily EOD
CWEN34.2%35.0%35.8%2026-10-19: 34.29%2026-10-20: 35.70%Oct 19Oct 20
2 observations2026-10-19 — 2026-10-20
Table
DateIV (%)
34.29%
35.70%