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

i

Market datapartial · fetched 2026-10-22T23:45:33.433Z

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 · 2026-10-22T23:00:00.002060027Z

FundamentalsAlpha Vantage · unavailable

Share price$10.11
1D-1.7%
AH$10.05$10.11$10.18$10.24$10.305:30 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.$0.13$0.89$1.66$2.43$3.20$7.52$8.88$10.24$11.59$12.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CX spot · $10.11CX PRICE$0.46$0.21$0.50$0.51$0.51$0.51$0.52$0.52$0.73$1.09$1.45$1.81$2.17$0.44$0.47$0.45$0.42$0.39$0.53$0.88$1.23$1.58$1.93$2.28$2.63$2.98
PutsExpensive1.40×
CallsExpensive1.34×
SkewBullish-8.96 pp
Implied moveBearish±$1.40
TiltBearish19.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.69180.6%79.5%8.20114.5%23.2%
25Δ11.3452.0%14.2%8.43110.1%21.3%
30Δ12.81113.4%31.7%8.8790.2%16.7%
35Δ12.2999.9%26.6%9.3170.2%12.0%
40Δ11.7886.4%21.5%9.7650.2%7.4%
45Δ11.2672.9%16.5%10.1741.9%4.6%
50Δ10.7459.4%11.4%10.5648.1%4.2%
55Δ10.2345.9%6.3%10.9554.2%3.9%
60Δ9.7946.5%4.0%11.3460.4%3.5%
65Δ9.4158.2%3.8%11.7366.6%3.1%
70Δ9.0369.8%3.6%12.1172.7%2.7%
75Δ8.6581.5%3.4%12.5078.9%2.3%
80Δ8.2693.2%3.2%12.8985.0%1.9%

20Δ

Calls
Pseudo strike
17.69
IV
180.6%
B/E move
79.5%
Puts
Pseudo strike
8.20
IV
114.5%
B/E move
23.2%

25Δ

Calls
Pseudo strike
11.34
IV
52.0%
B/E move
14.2%
Puts
Pseudo strike
8.43
IV
110.1%
B/E move
21.3%

30Δ

Calls
Pseudo strike
12.81
IV
113.4%
B/E move
31.7%
Puts
Pseudo strike
8.87
IV
90.2%
B/E move
16.7%

35Δ

Calls
Pseudo strike
12.29
IV
99.9%
B/E move
26.6%
Puts
Pseudo strike
9.31
IV
70.2%
B/E move
12.0%

40Δ

Calls
Pseudo strike
11.78
IV
86.4%
B/E move
21.5%
Puts
Pseudo strike
9.76
IV
50.2%
B/E move
7.4%

45Δ

Calls
Pseudo strike
11.26
IV
72.9%
B/E move
16.5%
Puts
Pseudo strike
10.17
IV
41.9%
B/E move
4.6%

50Δ

Calls
Pseudo strike
10.74
IV
59.4%
B/E move
11.4%
Puts
Pseudo strike
10.56
IV
48.1%
B/E move
4.2%

55Δ

Calls
Pseudo strike
10.23
IV
45.9%
B/E move
6.3%
Puts
Pseudo strike
10.95
IV
54.2%
B/E move
3.9%

60Δ

Calls
Pseudo strike
9.79
IV
46.5%
B/E move
4.0%
Puts
Pseudo strike
11.34
IV
60.4%
B/E move
3.5%

65Δ

Calls
Pseudo strike
9.41
IV
58.2%
B/E move
3.8%
Puts
Pseudo strike
11.73
IV
66.6%
B/E move
3.1%

70Δ

Calls
Pseudo strike
9.03
IV
69.8%
B/E move
3.6%
Puts
Pseudo strike
12.11
IV
72.7%
B/E move
2.7%

75Δ

Calls
Pseudo strike
8.65
IV
81.5%
B/E move
3.4%
Puts
Pseudo strike
12.50
IV
78.9%
B/E move
2.3%

80Δ

Calls
Pseudo strike
8.26
IV
93.2%
B/E move
3.2%
Puts
Pseudo strike
12.89
IV
85.0%
B/E move
1.9%

Options history

CX65.9766.7567.522026-10-20: 66.08%2026-10-21: 67.41%Oct 20Oct 21
Table
DateIV
66.08%
67.41%