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Ameren Corporation AEE

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Market datapartial · fetched 2026-10-22T08:10:25.876Z

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 · 2026-10-21T23:00:00.002638274Z

FundamentalsAlpha Vantage · unavailable

Share price$106.48
1D-0.5%
AH$106.28$106.45$106.63$106.80$106.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAEE
Sold putSold callAH

Ameren Corporation options

Live interpolated AEE call and put midpoint premiums by absolute delta.Ameren Corporation$0.83$2.49$4.15$5.81$7.47$96.42$101.15$105.87$110.60$115.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AEE spot · $106.48AEE PRICE$1.08$1.09$1.10$1.41$1.75$2.08$2.42$2.76$3.10$3.70$4.80$5.90$6.99$1.01$1.17$1.33$1.49$1.81$2.23$2.64$3.06$3.48$3.90$4.37$5.48$6.58
PutsExpensive1.29×
CallsExpensive1.29×
SkewBullish-1.92 pp
Implied moveBearish±$5.07
TiltBalanced0.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ122.1242.4%15.7%100.0528.9%7.0%
25Δ116.3431.4%10.3%101.5126.2%5.8%
30Δ110.5520.4%4.9%102.9823.5%4.5%
35Δ109.3119.4%4.0%104.4520.8%3.3%
40Δ108.5519.4%3.6%105.4819.7%2.6%
45Δ107.7919.4%3.2%106.2419.6%2.3%
50Δ107.0219.4%2.8%107.0119.6%2.0%
55Δ106.2619.4%2.4%107.7719.5%1.7%
60Δ105.5019.5%2.0%108.5419.5%1.3%
65Δ104.5520.0%1.7%109.3019.4%1.0%
70Δ103.2621.7%1.5%110.1219.4%0.7%
75Δ101.9623.4%1.3%111.4219.9%0.5%
80Δ100.6625.1%1.1%112.7220.3%0.3%

20Δ

Calls
Pseudo strike
122.12
IV
42.4%
B/E move
15.7%
Puts
Pseudo strike
100.05
IV
28.9%
B/E move
7.0%

25Δ

Calls
Pseudo strike
116.34
IV
31.4%
B/E move
10.3%
Puts
Pseudo strike
101.51
IV
26.2%
B/E move
5.8%

30Δ

Calls
Pseudo strike
110.55
IV
20.4%
B/E move
4.9%
Puts
Pseudo strike
102.98
IV
23.5%
B/E move
4.5%

35Δ

Calls
Pseudo strike
109.31
IV
19.4%
B/E move
4.0%
Puts
Pseudo strike
104.45
IV
20.8%
B/E move
3.3%

40Δ

Calls
Pseudo strike
108.55
IV
19.4%
B/E move
3.6%
Puts
Pseudo strike
105.48
IV
19.7%
B/E move
2.6%

45Δ

Calls
Pseudo strike
107.79
IV
19.4%
B/E move
3.2%
Puts
Pseudo strike
106.24
IV
19.6%
B/E move
2.3%

50Δ

Calls
Pseudo strike
107.02
IV
19.4%
B/E move
2.8%
Puts
Pseudo strike
107.01
IV
19.6%
B/E move
2.0%

55Δ

Calls
Pseudo strike
106.26
IV
19.4%
B/E move
2.4%
Puts
Pseudo strike
107.77
IV
19.5%
B/E move
1.7%

60Δ

Calls
Pseudo strike
105.50
IV
19.5%
B/E move
2.0%
Puts
Pseudo strike
108.54
IV
19.5%
B/E move
1.3%

65Δ

Calls
Pseudo strike
104.55
IV
20.0%
B/E move
1.7%
Puts
Pseudo strike
109.30
IV
19.4%
B/E move
1.0%

70Δ

Calls
Pseudo strike
103.26
IV
21.7%
B/E move
1.5%
Puts
Pseudo strike
110.12
IV
19.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
101.96
IV
23.4%
B/E move
1.3%
Puts
Pseudo strike
111.42
IV
19.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
100.66
IV
25.1%
B/E move
1.1%
Puts
Pseudo strike
112.72
IV
20.3%
B/E move
0.3%

Options history

No recorded observations