Share price$10.11
1D-1.7%
Sold putSold callAH
Cemex SAB de CV ADR CX
BASIC MATERIALS · BUILDING MATERIALSi
Market dataready · fetched 2026-10-23T04:44:17.066Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T23:00:00.002060027Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T04:44:16.566310+00:00
Cemex SAB de CV ADR options
PutsExpensive1.43×
CallsExpensive1.35×
SkewBullish-9.05 pp
Implied moveBearish±$1.40
TiltBearish19.0% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.69 | 181.2% | 79.5% | 8.20 | 114.8% | 23.2% |
| 25Δ | 11.34 | 52.8% | 14.3% | 8.43 | 110.7% | 21.3% |
| 30Δ | 12.81 | 113.8% | 31.7% | 8.87 | 90.8% | 16.7% |
| 35Δ | 12.29 | 100.4% | 26.6% | 9.31 | 70.8% | 12.0% |
| 40Δ | 11.77 | 86.9% | 21.5% | 9.75 | 50.9% | 7.4% |
| 45Δ | 11.26 | 73.4% | 16.4% | 10.17 | 42.6% | 4.6% |
| 50Δ | 10.74 | 60.0% | 11.4% | 10.56 | 48.8% | 4.2% |
| 55Δ | 10.22 | 46.5% | 6.3% | 10.95 | 55.1% | 3.9% |
| 60Δ | 9.78 | 47.5% | 4.0% | 11.33 | 61.3% | 3.5% |
| 65Δ | 9.40 | 59.4% | 3.8% | 11.72 | 67.6% | 3.1% |
| 70Δ | 9.02 | 71.2% | 3.6% | 12.11 | 73.8% | 2.7% |
| 75Δ | 8.64 | 83.1% | 3.4% | 12.50 | 80.0% | 2.3% |
| 80Δ | 8.26 | 95.0% | 3.2% | 12.89 | 86.3% | 1.9% |
20Δ
- Pseudo strike
- 17.69
- IV
- 181.2%
- B/E move
- 79.5%
- Pseudo strike
- 8.20
- IV
- 114.8%
- B/E move
- 23.2%
25Δ
- Pseudo strike
- 11.34
- IV
- 52.8%
- B/E move
- 14.3%
- Pseudo strike
- 8.43
- IV
- 110.7%
- B/E move
- 21.3%
30Δ
- Pseudo strike
- 12.81
- IV
- 113.8%
- B/E move
- 31.7%
- Pseudo strike
- 8.87
- IV
- 90.8%
- B/E move
- 16.7%
35Δ
- Pseudo strike
- 12.29
- IV
- 100.4%
- B/E move
- 26.6%
- Pseudo strike
- 9.31
- IV
- 70.8%
- B/E move
- 12.0%
40Δ
- Pseudo strike
- 11.77
- IV
- 86.9%
- B/E move
- 21.5%
- Pseudo strike
- 9.75
- IV
- 50.9%
- B/E move
- 7.4%
45Δ
- Pseudo strike
- 11.26
- IV
- 73.4%
- B/E move
- 16.4%
- Pseudo strike
- 10.17
- IV
- 42.6%
- B/E move
- 4.6%
50Δ
- Pseudo strike
- 10.74
- IV
- 60.0%
- B/E move
- 11.4%
- Pseudo strike
- 10.56
- IV
- 48.8%
- B/E move
- 4.2%
55Δ
- Pseudo strike
- 10.22
- IV
- 46.5%
- B/E move
- 6.3%
- Pseudo strike
- 10.95
- IV
- 55.1%
- B/E move
- 3.9%
60Δ
- Pseudo strike
- 9.78
- IV
- 47.5%
- B/E move
- 4.0%
- Pseudo strike
- 11.33
- IV
- 61.3%
- B/E move
- 3.5%
65Δ
- Pseudo strike
- 9.40
- IV
- 59.4%
- B/E move
- 3.8%
- Pseudo strike
- 11.72
- IV
- 67.6%
- B/E move
- 3.1%
70Δ
- Pseudo strike
- 9.02
- IV
- 71.2%
- B/E move
- 3.6%
- Pseudo strike
- 12.11
- IV
- 73.8%
- B/E move
- 2.7%
75Δ
- Pseudo strike
- 8.64
- IV
- 83.1%
- B/E move
- 3.4%
- Pseudo strike
- 12.50
- IV
- 80.0%
- B/E move
- 2.3%
80Δ
- Pseudo strike
- 8.26
- IV
- 95.0%
- B/E move
- 3.2%
- Pseudo strike
- 12.89
- IV
- 86.3%
- B/E move
- 1.9%
Options history
Table
| Date | IV |
|---|---|
| 66.08% | |
| 67.41% |