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Clearway Energy Inc Class C CWEN

UTILITIES · UTILITIES - RENEWABLE
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Market dataready · fetched 2026-10-22T10:49:44.367Z

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 · 2026-10-21T23:00:00.00266196Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T10:49:40.847900+00:00

Share price$31.61
1D+1.9%
AH$31.03$31.24$31.45$31.65$31.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCWEN
Sold putSold callAH

Clearway Energy Inc Class C options

Live interpolated CWEN call and put midpoint premiums by absolute delta.Clearway Energy Inc Class C$0.23$1.61$2.98$4.35$5.73$27.09$29.40$31.70$34.00$36.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CWEN spot · $31.61CWEN PRICE$0.38$0.57$0.76$0.94$1.13$1.32$1.51$1.70$1.88$2.07$2.26$3.51$5.33$0.47$0.55$0.72$1.01$1.31$1.60$1.89$2.19$2.48$2.77$3.06$3.36$3.65
PutsFair0.98×
CallsCheap0.90×
SkewBearish+1.51 pp
Implied moveBearish±$3.40
TiltBearish3.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.7435.2%11.1%27.2155.7%15.4%
25Δ34.2835.5%10.3%28.9743.8%10.1%
30Δ33.8235.7%9.4%30.2037.0%6.7%
35Δ33.3735.9%8.5%30.6837.2%6.2%
40Δ32.9136.2%7.7%31.1637.4%5.6%
45Δ32.4536.4%6.8%31.6437.6%5.0%
50Δ31.9936.6%6.0%32.1237.8%4.4%
55Δ31.5336.8%5.1%32.6038.0%3.8%
60Δ31.0837.1%4.3%33.0838.2%3.2%
65Δ30.6237.3%3.4%33.5638.4%2.6%
70Δ30.1637.5%2.6%34.0438.6%2.0%
75Δ28.7544.0%2.0%34.5238.9%1.4%
80Δ26.8153.8%1.7%35.0039.1%0.8%

20Δ

Calls
Pseudo strike
34.74
IV
35.2%
B/E move
11.1%
Puts
Pseudo strike
27.21
IV
55.7%
B/E move
15.4%

25Δ

Calls
Pseudo strike
34.28
IV
35.5%
B/E move
10.3%
Puts
Pseudo strike
28.97
IV
43.8%
B/E move
10.1%

30Δ

Calls
Pseudo strike
33.82
IV
35.7%
B/E move
9.4%
Puts
Pseudo strike
30.20
IV
37.0%
B/E move
6.7%

35Δ

Calls
Pseudo strike
33.37
IV
35.9%
B/E move
8.5%
Puts
Pseudo strike
30.68
IV
37.2%
B/E move
6.2%

40Δ

Calls
Pseudo strike
32.91
IV
36.2%
B/E move
7.7%
Puts
Pseudo strike
31.16
IV
37.4%
B/E move
5.6%

45Δ

Calls
Pseudo strike
32.45
IV
36.4%
B/E move
6.8%
Puts
Pseudo strike
31.64
IV
37.6%
B/E move
5.0%

50Δ

Calls
Pseudo strike
31.99
IV
36.6%
B/E move
6.0%
Puts
Pseudo strike
32.12
IV
37.8%
B/E move
4.4%

55Δ

Calls
Pseudo strike
31.53
IV
36.8%
B/E move
5.1%
Puts
Pseudo strike
32.60
IV
38.0%
B/E move
3.8%

60Δ

Calls
Pseudo strike
31.08
IV
37.1%
B/E move
4.3%
Puts
Pseudo strike
33.08
IV
38.2%
B/E move
3.2%

65Δ

Calls
Pseudo strike
30.62
IV
37.3%
B/E move
3.4%
Puts
Pseudo strike
33.56
IV
38.4%
B/E move
2.6%

70Δ

Calls
Pseudo strike
30.16
IV
37.5%
B/E move
2.6%
Puts
Pseudo strike
34.04
IV
38.6%
B/E move
2.0%

75Δ

Calls
Pseudo strike
28.75
IV
44.0%
B/E move
2.0%
Puts
Pseudo strike
34.52
IV
38.9%
B/E move
1.4%

80Δ

Calls
Pseudo strike
26.81
IV
53.8%
B/E move
1.7%
Puts
Pseudo strike
35.00
IV
39.1%
B/E move
0.8%

Options history

No recorded observations