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Centrus Energy Corp. LEU

ENERGY · URANIUM
i

Market dataready · fetched 2026-10-16T01:37:36.154Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:43:03.186918776Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:37:35.685607+00:00

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

Share price$126.67
1D+9.6%
AH$112$116$120$124$1285:30 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.$0.05$5.81$11.58$17.35$23.11$111.21$117.63$124.05$130.47$136.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LEU spot · $126.67LEU PRICE$0.72$0.94$1.15$1.43$1.72$2.01$2.31$2.60$2.89$3.59$4.99$6.39$0.67$0.87$1.07$1.27$1.68$2.18$2.67$3.17$3.67$4.16$6.25$13.85$21.45
PutsExpensive1.68×
CallsCheap0.69×
SkewBearish+19.16 pp
Implied moveBearish±$4.98
TiltBearish34.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ132.8297.0%5.4%121.7384.2%4.4%
25Δ131.4995.1%4.5%122.7282.4%3.8%
30Δ130.1693.2%3.7%123.7280.6%3.2%
35Δ129.3391.3%3.2%124.7178.8%2.5%
40Δ128.5689.5%2.9%125.5580.2%2.2%
45Δ127.7987.7%2.5%126.3282.8%2.0%
50Δ127.0285.8%2.1%127.0985.5%1.8%
55Δ126.2684.0%1.7%127.8688.1%1.6%
60Δ125.4982.2%1.3%128.6390.8%1.3%
65Δ124.4586.4%1.1%129.4093.4%1.1%
70Δ122.93101.3%1.0%131.68114.9%1.0%
75Δ121.41116.3%0.9%139.19201.5%1.1%
80Δ146.70288.2%1.1%

20Δ

Calls
Pseudo strike
132.82
IV
97.0%
B/E move
5.4%
Puts
Pseudo strike
121.73
IV
84.2%
B/E move
4.4%

25Δ

Calls
Pseudo strike
131.49
IV
95.1%
B/E move
4.5%
Puts
Pseudo strike
122.72
IV
82.4%
B/E move
3.8%

30Δ

Calls
Pseudo strike
130.16
IV
93.2%
B/E move
3.7%
Puts
Pseudo strike
123.72
IV
80.6%
B/E move
3.2%

35Δ

Calls
Pseudo strike
129.33
IV
91.3%
B/E move
3.2%
Puts
Pseudo strike
124.71
IV
78.8%
B/E move
2.5%

40Δ

Calls
Pseudo strike
128.56
IV
89.5%
B/E move
2.9%
Puts
Pseudo strike
125.55
IV
80.2%
B/E move
2.2%

45Δ

Calls
Pseudo strike
127.79
IV
87.7%
B/E move
2.5%
Puts
Pseudo strike
126.32
IV
82.8%
B/E move
2.0%

50Δ

Calls
Pseudo strike
127.02
IV
85.8%
B/E move
2.1%
Puts
Pseudo strike
127.09
IV
85.5%
B/E move
1.8%

55Δ

Calls
Pseudo strike
126.26
IV
84.0%
B/E move
1.7%
Puts
Pseudo strike
127.86
IV
88.1%
B/E move
1.6%

60Δ

Calls
Pseudo strike
125.49
IV
82.2%
B/E move
1.3%
Puts
Pseudo strike
128.63
IV
90.8%
B/E move
1.3%

65Δ

Calls
Pseudo strike
124.45
IV
86.4%
B/E move
1.1%
Puts
Pseudo strike
129.40
IV
93.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
122.93
IV
101.3%
B/E move
1.0%
Puts
Pseudo strike
131.68
IV
114.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
121.41
IV
116.3%
B/E move
0.9%
Puts
Pseudo strike
139.19
IV
201.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
146.70
IV
288.2%
B/E move
1.1%

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…