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Centrus Energy Corp. LEU

ENERGY · URANIUM
i

Market dataready · fetched 2026-10-31T05:18:45.422Z

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 · 2026-10-30T23:33:13.290136172Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-31T05:18:45.563226+00:00

Research2026-08-31 · 44 entries · 35 trades · 0 option records · 6747 price bars

Share price$103.73
1D-0.6%
AH$101$102$103$104$1055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLEU
Sold putSold callAH

Centrus Energy Corp. options

Live interpolated LEU call and put midpoint premiums by absolute delta.Centrus Energy Corp.$1.38$9.37$17.37$25.36$33.35$71.33$91.16$111.00$130.84$150.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LEU spot · $103.73LEU PRICE$2.24$2.86$3.65$4.56$5.70$6.88$8.26$9.57$10.80$12.52$14.34$15.50$16.72$3.13$4.12$5.10$6.31$7.75$9.79$11.72$13.64$16.47$18.34$19.91$23.23$31.05
PutsExpensive1.17×
CallsExpensive1.17×
SkewBearish+8.14 pp
Implied moveBearish±$19.98
TiltBearish20.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ127.3591.0%24.9%87.41101.8%18.7%
25Δ121.9287.2%20.3%91.13100.4%16.1%
30Δ118.0686.6%17.3%94.6597.3%13.7%
35Δ115.1289.0%15.4%97.7196.4%11.9%
40Δ112.3291.8%13.8%100.7596.9%10.3%
45Δ109.5294.5%12.2%103.85101.5%9.3%
50Δ106.6597.0%10.8%107.01102.7%8.1%
55Δ103.7297.5%9.2%110.25102.2%6.9%
60Δ100.7495.4%7.5%114.09105.1%5.9%
65Δ97.7096.2%6.3%117.13101.5%4.8%
70Δ94.7197.1%5.1%119.9396.0%3.6%
75Δ92.2390.7%3.9%124.0995.9%2.8%
80Δ89.7484.5%2.6%132.47106.8%2.2%

20Δ

Calls
Pseudo strike
127.35
IV
91.0%
B/E move
24.9%
Puts
Pseudo strike
87.41
IV
101.8%
B/E move
18.7%

25Δ

Calls
Pseudo strike
121.92
IV
87.2%
B/E move
20.3%
Puts
Pseudo strike
91.13
IV
100.4%
B/E move
16.1%

30Δ

Calls
Pseudo strike
118.06
IV
86.6%
B/E move
17.3%
Puts
Pseudo strike
94.65
IV
97.3%
B/E move
13.7%

35Δ

Calls
Pseudo strike
115.12
IV
89.0%
B/E move
15.4%
Puts
Pseudo strike
97.71
IV
96.4%
B/E move
11.9%

40Δ

Calls
Pseudo strike
112.32
IV
91.8%
B/E move
13.8%
Puts
Pseudo strike
100.75
IV
96.9%
B/E move
10.3%

45Δ

Calls
Pseudo strike
109.52
IV
94.5%
B/E move
12.2%
Puts
Pseudo strike
103.85
IV
101.5%
B/E move
9.3%

50Δ

Calls
Pseudo strike
106.65
IV
97.0%
B/E move
10.8%
Puts
Pseudo strike
107.01
IV
102.7%
B/E move
8.1%

55Δ

Calls
Pseudo strike
103.72
IV
97.5%
B/E move
9.2%
Puts
Pseudo strike
110.25
IV
102.2%
B/E move
6.9%

60Δ

Calls
Pseudo strike
100.74
IV
95.4%
B/E move
7.5%
Puts
Pseudo strike
114.09
IV
105.1%
B/E move
5.9%

65Δ

Calls
Pseudo strike
97.70
IV
96.2%
B/E move
6.3%
Puts
Pseudo strike
117.13
IV
101.5%
B/E move
4.8%

70Δ

Calls
Pseudo strike
94.71
IV
97.1%
B/E move
5.1%
Puts
Pseudo strike
119.93
IV
96.0%
B/E move
3.6%

75Δ

Calls
Pseudo strike
92.23
IV
90.7%
B/E move
3.9%
Puts
Pseudo strike
124.09
IV
95.9%
B/E move
2.8%

80Δ

Calls
Pseudo strike
89.74
IV
84.5%
B/E move
2.6%
Puts
Pseudo strike
132.47
IV
106.8%
B/E move
2.2%

Options history

LEU67.6682.3196.952026-08-03: 93.61%2026-08-04: 94.93%2026-08-05: 93.78%2026-08-06: 82.08%2026-08-07: 80.53%2026-08-10: 79.83%2026-08-11: 75.15%2026-08-12: 74.95%2026-08-13: 73.57%2026-08-14: 69.68%2026-08-17: 73.33%2026-08-18: 77.16%2026-08-19: 74.10%2026-08-20: 73.70%2026-08-21: 73.91%2026-08-24: 73.92%2026-08-25: 75.67%2026-08-26: 74.39%2026-08-27: 75.28%2026-08-28: 74.49%2026-08-31: 75.70%2026-09-01: 75.15%2026-09-02: 73.66%2026-09-03: 73.43%2026-09-04: 73.29%2026-09-08: 76.82%2026-09-09: 76.92%2026-09-10: 74.57%2026-09-11: 73.02%2026-09-14: 76.09%2026-09-15: 76.91%2026-09-16: 78.94%2026-09-17: 80.45%2026-09-18: 74.27%2026-09-21: 77.73%2026-09-22: 76.83%2026-09-23: 75.45%2026-09-24: 75.72%2026-09-25: 75.01%2026-09-28: 76.23%2026-09-29: 74.65%2026-09-30: 74.09%2026-10-01: 72.50%2026-10-02: 71.68%2026-10-05: 70.22%2026-10-06: 73.46%2026-10-07: 71.76%2026-10-08: 71.92%2026-10-09: 70.73%2026-10-12: 72.06%2026-10-13: 73.83%2026-10-14: 73.96%2026-10-15: 78.79%2026-10-16: 77.19%2026-10-19: 80.43%2026-10-20: 80.98%2026-10-21: 79.49%2026-10-22: 83.72%2026-10-23: 84.75%2026-10-26: 82.57%2026-10-27: 85.38%2026-10-28: 85.37%2026-10-29: 82.81%Aug 3Oct 29
Table
DateIV
93.61%
94.93%
93.78%
82.08%
80.53%
79.83%
75.15%
74.95%
73.57%
69.68%
73.33%
77.16%
74.10%
73.70%
73.91%
73.92%
75.67%
74.39%
75.28%
74.49%
75.70%
75.15%
73.66%
73.43%
73.29%
76.82%
76.92%
74.57%
73.02%
76.09%
76.91%
78.94%
80.45%
74.27%
77.73%
76.83%
75.45%
75.72%
75.01%
76.23%
74.65%
74.09%
72.50%
71.68%
70.22%
73.46%
71.76%
71.92%
70.73%
72.06%
73.83%
73.96%
78.79%
77.19%
80.43%
80.98%
79.49%
83.72%
84.75%
82.57%
85.38%
85.37%
82.81%

Company coverage

Moat

Wide

Centrus is the only U.S. company licensed by the NRC to produce HALEU (High-Assay, Low-Enriched Uranium) — essential for advanced nuclear reactors. This regulatory protection represents a decades-long competitive advantage. The $3.8 billion backlog…

Physical assets

Strong

The American Centrifuge Plant in Piketon, Ohio — the first U.S.-owned, U.S.-technology enrichment facility to begin production since 1954. Contains specialized centrifuges with a 16-centrifuge cascade currently operational and plans for a 120-centri…

Software / hardware

Software3%
Hardware97%

Growth. Only U.S. HALEU producer scales enrichment as advanced reactors (X-energy, Kairos, TerraPower) enter fuel procurement phase, with $3.8B backlog extending to 2040. Primary assets. American Centrifuge Plant Piketon OH (only U.S. HALEU facility…

Latest entries
  1. manual · sw-hw

    Growth. Only U.S. HALEU producer scales enrichment as advanced reactors (X-energy, Kairos, TerraPower) enter fuel procurement phase, with $3.8B backlog extending to 2040. Primary assets. American Centrifuge Plant Piketon OH (only…

  2. manual · physical-assets

    The American Centrifuge Plant in Piketon, Ohio — the first U.S.-owned, U.S.-technology enrichment facility to begin production since 1954. Contains specialized centrifuges with a 16-centrifuge cascade currently operational and pl…

  3. manual · moat

    Centrus is the only U.S. company licensed by the NRC to produce HALEU (High-Assay, Low-Enriched Uranium) — essential for advanced nuclear reactors. This regulatory protection represents a decades-long competitive advantage. The $…

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Notes

Full portfolio moat / asset analysis

Centrus is the only U.S. company licensed by the NRC to produce HALEU (High-Assay, Low-Enriched Uranium) — essential for advanced nuclear reactors. This regulatory protection represents a decades-long competitive advantage. The $3.8 billion backlog extends to 2040. DOE contract awards of $900M (January 2026) and prior $2.7B demonstrate government commitment…

Full portfolio moat / asset analysis

The American Centrifuge Plant in Piketon, Ohio — the first U.S.-owned, U.S.-technology enrichment facility to begin production since 1954. Contains specialized centrifuges with a 16-centrifuge cascade currently operational and plans for a 120-centrifuge cascade. Also operates centrifuge manufacturing in Oak Ridge, Tennessee. Uranium enrichment facilities re…