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Cemex S.A.B. de C.V. CX

BASIC MATERIALS · BUILDING MATERIALS
i

Market dataready · fetched 2026-11-12T01:43:08.010Z

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 · 2026-11-12T00:00:00.001942086Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:43:07.048802+00:00

Share price$10.64
1D-1.8%
AH$10.62$10.68$10.74$10.80$10.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCX
Sold putSold callAH

Cemex S.A.B. de C.V. options

Live interpolated CX call and put midpoint premiums by absolute delta.Cemex S.A.B. de C.V.$0.06$0.68$1.31$1.94$2.56$9.77$10.22$10.66$11.11$11.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CX spot · $10.64CX PRICE$0.46$0.21$0.31$0.41$0.51$0.61$0.71$0.81$0.91$2.38$0.13$0.16$0.20$0.23$0.27$0.30$0.34$0.37$0.41$0.44$0.75$1.16
Puts——
Calls——
Skew——
Implied moveBullish±$0.81
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ10.1344.2%5.9%
30Δ12.98173.3%26.3%10.2343.2%5.4%
35Δ10.9043.5%4.4%10.3242.2%4.8%
40Δ10.7749.1%4.1%10.4141.2%4.3%
45Δ10.6554.7%3.9%10.5140.1%3.7%
50Δ10.5260.3%3.7%10.6039.1%3.2%
55Δ10.4065.9%3.4%10.6938.1%2.6%
60Δ10.2771.5%3.2%10.7937.1%2.1%
65Δ10.1477.1%2.9%10.8836.0%1.5%
70Δ10.0282.7%2.7%10.9735.0%1.0%
75Δ11.3141.1%0.7%
80Δ8.69186.3%4.1%11.7449.9%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.13
IV
44.2%
B/E move
5.9%

30Δ

Calls
Pseudo strike
12.98
IV
173.3%
B/E move
26.3%
Puts
Pseudo strike
10.23
IV
43.2%
B/E move
5.4%

35Δ

Calls
Pseudo strike
10.90
IV
43.5%
B/E move
4.4%
Puts
Pseudo strike
10.32
IV
42.2%
B/E move
4.8%

40Δ

Calls
Pseudo strike
10.77
IV
49.1%
B/E move
4.1%
Puts
Pseudo strike
10.41
IV
41.2%
B/E move
4.3%

45Δ

Calls
Pseudo strike
10.65
IV
54.7%
B/E move
3.9%
Puts
Pseudo strike
10.51
IV
40.1%
B/E move
3.7%

50Δ

Calls
Pseudo strike
10.52
IV
60.3%
B/E move
3.7%
Puts
Pseudo strike
10.60
IV
39.1%
B/E move
3.2%

55Δ

Calls
Pseudo strike
10.40
IV
65.9%
B/E move
3.4%
Puts
Pseudo strike
10.69
IV
38.1%
B/E move
2.6%

60Δ

Calls
Pseudo strike
10.27
IV
71.5%
B/E move
3.2%
Puts
Pseudo strike
10.79
IV
37.1%
B/E move
2.1%

65Δ

Calls
Pseudo strike
10.14
IV
77.1%
B/E move
2.9%
Puts
Pseudo strike
10.88
IV
36.0%
B/E move
1.5%

70Δ

Calls
Pseudo strike
10.02
IV
82.7%
B/E move
2.7%
Puts
Pseudo strike
10.97
IV
35.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.31
IV
41.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
8.69
IV
186.3%
B/E move
4.1%
Puts
Pseudo strike
11.74
IV
49.9%
B/E move
0.6%

Options history

IV · four-Friday blend52.66%
Daily EOD
CX43.4%56.3%69.2%2026-10-19: 63.07%2026-10-20: 66.08%2026-10-21: 67.41%2026-10-22: 58.16%2026-10-23: 67.29%2026-10-26: 66.83%2026-10-27: 53.66%2026-10-28: 51.90%2026-10-29: 45.15%2026-10-30: 52.66%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
63.07%
66.08%
67.41%
58.16%
67.29%
66.83%
53.66%
51.90%
45.15%
52.66%