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Ameren Corporation AEE

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Market dataready · fetched 2026-11-11T14:51:41.671Z

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: 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 · 2026-11-11T14:51:27.870661609Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-11T14:43:15.508728+00:00

Share price$113.26
1D+0.0%
$113.13$113.21$113.28$113.36$113.435:30 AM6:30 AM9:00 AM1:00 PMAEE
Sold putSold call

Ameren Corporation options

Live interpolated AEE call and put midpoint premiums by absolute delta.Ameren Corporation$0.53$1.81$3.09$4.37$5.65$105.66$109.52$113.38$117.25$121.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AEE spot · $113.26AEE PRICE$0.67$0.89$1.11$1.34$1.56$1.83$2.10$2.37$2.63$2.90$3.17$3.44$3.71$0.75$0.98$1.20$1.42$1.65$1.87$2.10$2.32$2.55$3.45$4.37$5.28
Puts——
CallsCheap0.80×
Skew——
Implied moveBullish±$3.97
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ118.7531.4%5.4%
25Δ117.8031.3%4.8%110.2026.8%3.4%
30Δ116.8631.3%4.2%110.8026.2%3.0%
35Δ115.9131.3%3.5%111.4025.7%2.7%
40Δ114.9831.2%2.9%112.0025.1%2.4%
45Δ114.3730.1%2.6%112.6024.6%2.0%
50Δ113.7729.0%2.3%113.2024.1%1.7%
55Δ113.1727.9%2.0%113.7923.5%1.4%
60Δ112.5626.8%1.7%114.3923.0%1.1%
65Δ111.9625.7%1.4%114.9922.5%0.7%
70Δ111.3624.6%1.1%116.0323.8%0.6%
75Δ110.7523.5%0.8%117.0925.3%0.5%
80Δ110.1522.3%0.5%118.1426.7%0.4%

20Δ

Calls
Pseudo strike
118.75
IV
31.4%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
117.80
IV
31.3%
B/E move
4.8%
Puts
Pseudo strike
110.20
IV
26.8%
B/E move
3.4%

30Δ

Calls
Pseudo strike
116.86
IV
31.3%
B/E move
4.2%
Puts
Pseudo strike
110.80
IV
26.2%
B/E move
3.0%

35Δ

Calls
Pseudo strike
115.91
IV
31.3%
B/E move
3.5%
Puts
Pseudo strike
111.40
IV
25.7%
B/E move
2.7%

40Δ

Calls
Pseudo strike
114.98
IV
31.2%
B/E move
2.9%
Puts
Pseudo strike
112.00
IV
25.1%
B/E move
2.4%

45Δ

Calls
Pseudo strike
114.37
IV
30.1%
B/E move
2.6%
Puts
Pseudo strike
112.60
IV
24.6%
B/E move
2.0%

50Δ

Calls
Pseudo strike
113.77
IV
29.0%
B/E move
2.3%
Puts
Pseudo strike
113.20
IV
24.1%
B/E move
1.7%

55Δ

Calls
Pseudo strike
113.17
IV
27.9%
B/E move
2.0%
Puts
Pseudo strike
113.79
IV
23.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
112.56
IV
26.8%
B/E move
1.7%
Puts
Pseudo strike
114.39
IV
23.0%
B/E move
1.1%

65Δ

Calls
Pseudo strike
111.96
IV
25.7%
B/E move
1.4%
Puts
Pseudo strike
114.99
IV
22.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
111.36
IV
24.6%
B/E move
1.1%
Puts
Pseudo strike
116.03
IV
23.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
110.75
IV
23.5%
B/E move
0.8%
Puts
Pseudo strike
117.09
IV
25.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
110.15
IV
22.3%
B/E move
0.5%
Puts
Pseudo strike
118.14
IV
26.7%
B/E move
0.4%

Options history

IV · four-Friday blend21.27%
Daily close
AEE18.9%21.0%23.2%2026-08-13: 22.92%2026-08-14: 19.56%2026-08-18: 21.28%2026-08-21: 20.83%2026-08-24: 20.75%2026-08-25: 20.50%2026-08-26: 20.15%2026-08-27: 20.65%2026-08-28: 20.01%2026-09-01: 20.09%2026-09-03: 19.71%2026-09-08: 20.84%2026-09-18: 20.18%2026-09-21: 21.53%2026-09-22: 21.44%2026-09-23: 21.17%2026-09-24: 21.61%2026-09-25: 21.27%2026-09-28: 21.43%2026-09-29: 20.88%2026-09-30: 22.07%2026-10-01: 21.32%2026-10-02: 20.48%2026-10-05: 20.50%2026-10-16: 20.27%2026-10-19: 20.47%2026-10-20: 20.03%2026-10-21: 19.21%2026-10-22: 19.44%2026-10-23: 20.20%2026-10-26: 20.13%2026-10-27: 19.79%2026-10-28: 20.64%2026-10-29: 19.16%2026-10-30: 21.27%Aug 13Sep 25Oct 30
35 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
22.92%
19.56%
21.28%
20.83%
20.75%
20.50%
20.15%
20.65%
20.01%
20.09%
19.71%
20.84%
20.18%
21.53%
21.44%
21.17%
21.61%
21.27%
21.43%
20.88%
22.07%
21.32%
20.48%
20.50%
20.27%
20.47%
20.03%
19.21%
19.44%
20.20%
20.13%
19.79%
20.64%
19.16%
21.27%