Cenovus Energy (CVE) options flow
Price delayed 15 minutes
Options flow session · Last trade
The optional price chart loads separately. Recorded options trades are available below.
Session chart data
| Strike (USD) | Net GEX per 1% move (USD) |
|---|---|
| $28 | -$108,998 |
| $29 | -$97,871 |
| $30 | $77,414 |
| $32 | -$136,985 |
| $33 | $91,450 |
| $34 | $66,451 |
| $35 | $560,308 |
| $36 | $434,794 |
| $37 | $143,595 |
| $38 | $70,853 |
| $40 | $406,781 |
| $45 | $48,402 |
CVE session snapshot
Bullflow recorded 1 CVE options trades on Monday, October 26, 2026, totaling $23,940 in premium. Calls made up $23.94K (100.0%) across 1 trades and puts $0.00 (0.0%) across 0 trades, a put/call premium ratio of 0.00.
1 trades were sweeps and 0 were blocks. 1 filled at or above the ask, 0 at or below the bid and 0 at the mid. The largest was a $23,940 sweep of 114 Jan 15, 2027 $34 Call trade at 13:02:04 ET, filled at the ask.
CVE closed at $33.18, up 0.91% from the prior close. Net gamma exposure was $1.44M per 1% move at the Oct 26, 2026, 15:59:29 ET snapshot; the largest positive GEX strike was $35.
- Company
- Cenovus Energy Inc.
- Exchange
- NYSE
- Sector
- Unavailable
- Close
- $33.18
CVE options flow statistics
- Total premium
- $23.94K
- Recorded trades
- 1
- Call premium
- $23.94K
- Put premium
- $0.00
- Put/call premium ratio
- 0.00
- Avg premium per trade
- $23.94K
- Calls / puts (trades)
- 1 / 0
- Sweeps / blocks
- 1 / 0
- At or above ask
- 1
- At or below bid
- 0
- Largest trade
- $23.94K
- Last trade
Where the premium went
in calls
$23.94K · 1 trades
Premium
Trade type
Fill side
CVE largest options trades
| Time | Contract | C/P | Premium | Size | Fill | Type |
|---|---|---|---|---|---|---|
| CVE Jan 15, 2027 $34 | Call | $23,940 | 114 | Ask | Sweep |
Each of the 1 largest trades had a different contract.
The 1 largest trades total $23.94K of $23.94K
CVE gamma exposure
- Spot at snapshot
- $33.16
- Net GEX per 1% move
- $1.44M
- Largest positive strike
- $35
- Largest negative strike
- $32
Closing snapshot , 35 strikes across 10 expirations (Unavailable to Unavailable).
CVE options flow questions
What was the largest CVE options trade on October 26, 2026?
A $23,940 sweep of 114 CVE Jan 15, 2027 $34 Call trade at 13:02:04 ET, filled at the ask. It was the largest of 1 trades Bullflow recorded for CVE that session.
How much CVE options premium traded on October 26, 2026?
$23,940 across 1 recorded sweeps and blocks: $23,940 in calls (1 trades) and $0 in puts (0 trades).
Was CVE options flow bullish or bearish on October 26, 2026?
Calls were 100.0% of premium (put/call premium ratio 0.00). 0 of 1 trades filled at or below the bid and 1 at or above the ask. Premium and fill side do not show whether a trade opened or closed a position or was a hedge, so they do not establish direction on their own.
What are CVE's gamma exposure levels?
At the Oct 26, 2026 closing snapshot (15:59:29 ET, spot $33.16), CVE net GEX was $1.44M per 1% move. The largest positive GEX strike was $35. The largest negative GEX strike was $32. The snapshot covers 35 strikes and 10 expirations.
How often is CVE options flow data updated?
The page shows a completed session (October 26, 2026, last trade 13:02:04 ET) and updates after the next trading day becomes historical. Intraday CVE flow is in the Bullflow dashboard and API.
How to read this data
This summary covers recorded single-leg sweeps and blocks with positive premium, excluding cancelled trades. It describes the covered flow, not all options-market volume. Total premium is gross traded premium; it is not net buying pressure. The interactive dashboard can use different filters and may show different totals.
Calls, puts, and execution near the bid or ask provide context but do not establish whether a position was opened or closed, whether it was part of a hedge, or where the stock will move next. The session updates after the next trading day becomes historical.
Stock prices show regular-session candles delayed at least 15 minutes. The latest view refreshes during market hours; the flow-session view places recorded trades on their original date, using interpolated stock prices between candle samples. Gamma exposure shows its separately dated public closing snapshot.