IntraAlpha
Create free account Start free

Cheniere Energy Inc LNG

i

Market dataready · fetched 2026-11-07T02:16:28.560Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:00:00.002345226Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T02:16:27.906436+00:00

Share price$277.95
1D-0.3%
AH$275$277$279$280$2825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLNG
Sold putSold callAH

Cheniere Energy Inc options

Live interpolated LNG call and put midpoint premiums by absolute delta.Cheniere Energy Inc$1.29$5.18$9.08$12.97$16.87$248.69$270.64$292.59$314.55$336.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LNG spot · $277.95LNG PRICE$1.75$2.10$2.76$3.51$4.31$5.05$5.50$6.03$6.82$8.20$9.09$9.63$11.20$1.71$2.24$2.82$3.57$4.41$5.30$6.13$7.01$8.31$9.96$11.54$13.23$15.74
PutsCheap0.71×
CallsCheap0.73×
SkewBearish+2.23 pp
Implied moveBearish±$11.63
TiltBearish9.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ292.5141.7%5.9%266.4538.1%4.8%
25Δ288.4737.4%4.5%268.7638.1%4.1%
30Δ286.4238.4%4.0%271.1137.1%3.5%
35Δ284.5539.7%3.6%272.9438.1%3.1%
40Δ282.5940.6%3.2%274.7938.9%2.7%
45Δ280.5439.9%2.8%276.6839.2%2.4%
50Δ278.6037.1%2.2%278.5338.6%2.0%
55Δ276.8134.7%1.8%280.3937.7%1.6%
60Δ275.1733.9%1.5%282.3638.6%1.4%
65Δ273.2535.3%1.3%284.6139.9%1.2%
70Δ271.7034.2%1.0%286.8440.1%1.0%
75Δ270.4031.4%0.7%289.1739.8%0.7%
80Δ268.3331.5%0.6%292.2040.8%0.5%

20Δ

Calls
Pseudo strike
292.51
IV
41.7%
B/E move
5.9%
Puts
Pseudo strike
266.45
IV
38.1%
B/E move
4.8%

25Δ

Calls
Pseudo strike
288.47
IV
37.4%
B/E move
4.5%
Puts
Pseudo strike
268.76
IV
38.1%
B/E move
4.1%

30Δ

Calls
Pseudo strike
286.42
IV
38.4%
B/E move
4.0%
Puts
Pseudo strike
271.11
IV
37.1%
B/E move
3.5%

35Δ

Calls
Pseudo strike
284.55
IV
39.7%
B/E move
3.6%
Puts
Pseudo strike
272.94
IV
38.1%
B/E move
3.1%

40Δ

Calls
Pseudo strike
282.59
IV
40.6%
B/E move
3.2%
Puts
Pseudo strike
274.79
IV
38.9%
B/E move
2.7%

45Δ

Calls
Pseudo strike
280.54
IV
39.9%
B/E move
2.8%
Puts
Pseudo strike
276.68
IV
39.2%
B/E move
2.4%

50Δ

Calls
Pseudo strike
278.60
IV
37.1%
B/E move
2.2%
Puts
Pseudo strike
278.53
IV
38.6%
B/E move
2.0%

55Δ

Calls
Pseudo strike
276.81
IV
34.7%
B/E move
1.8%
Puts
Pseudo strike
280.39
IV
37.7%
B/E move
1.6%

60Δ

Calls
Pseudo strike
275.17
IV
33.9%
B/E move
1.5%
Puts
Pseudo strike
282.36
IV
38.6%
B/E move
1.4%

65Δ

Calls
Pseudo strike
273.25
IV
35.3%
B/E move
1.3%
Puts
Pseudo strike
284.61
IV
39.9%
B/E move
1.2%

70Δ

Calls
Pseudo strike
271.70
IV
34.2%
B/E move
1.0%
Puts
Pseudo strike
286.84
IV
40.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
270.40
IV
31.4%
B/E move
0.7%
Puts
Pseudo strike
289.17
IV
39.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
268.33
IV
31.5%
B/E move
0.6%
Puts
Pseudo strike
292.20
IV
40.8%
B/E move
0.5%

Options history

IV · four-Friday blend39.07%
Daily close
LNG24.9%42.5%60.2%2026-08-10: 32.53%2026-08-11: 32.85%2026-08-12: 30.66%2026-08-13: 30.57%2026-08-14: 27.35%2026-08-17: 29.44%2026-08-18: 30.18%2026-08-19: 29.22%2026-08-20: 31.48%2026-08-21: 30.08%2026-08-24: 30.92%2026-08-25: 31.52%2026-08-26: 32.67%2026-08-27: 32.85%2026-08-28: 30.56%2026-08-31: 35.20%2026-09-01: 41.38%2026-09-02: 48.28%2026-09-03: 57.72%2026-09-04: 44.81%2026-09-08: 34.06%2026-09-09: 32.32%2026-09-10: 32.41%2026-09-11: 28.93%2026-09-14: 32.12%2026-09-15: 33.96%2026-09-16: 33.09%2026-09-17: 33.06%2026-09-18: 30.49%2026-09-21: 38.87%2026-09-22: 39.02%2026-09-23: 39.69%2026-09-24: 38.82%2026-09-25: 35.09%2026-09-28: 38.80%2026-09-29: 37.21%2026-09-30: 47.47%2026-10-01: 50.37%2026-10-02: 31.46%2026-10-05: 33.51%2026-10-06: 32.98%2026-10-07: 32.06%2026-10-08: 32.12%2026-10-09: 31.36%2026-10-12: 33.71%2026-10-13: 33.80%2026-10-14: 35.98%2026-10-15: 35.57%2026-10-16: 35.35%2026-10-19: 38.30%2026-10-20: 38.78%2026-10-21: 38.29%2026-10-22: 39.01%2026-10-23: 38.41%2026-10-26: 40.13%2026-10-27: 41.98%2026-10-28: 44.07%2026-10-29: 36.68%2026-10-30: 39.07%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
32.53%
32.85%
30.66%
30.57%
27.35%
29.44%
30.18%
29.22%
31.48%
30.08%
30.92%
31.52%
32.67%
32.85%
30.56%
35.20%
41.38%
48.28%
57.72%
44.81%
34.06%
32.32%
32.41%
28.93%
32.12%
33.96%
33.09%
33.06%
30.49%
38.87%
39.02%
39.69%
38.82%
35.09%
38.80%
37.21%
47.47%
50.37%
31.46%
33.51%
32.98%
32.06%
32.12%
31.36%
33.71%
33.80%
35.98%
35.57%
35.35%
38.30%
38.78%
38.29%
39.01%
38.41%
40.13%
41.98%
44.07%
36.68%
39.07%