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Algonquin Power & Utilities Corp AQN

UTILITIES · UTILITIES - DIVERSIFIED
i

Market dataready · fetched 2026-11-11T16:01:11.189Z

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 · 2026-11-11T15:59:55.905063981Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T16:01:10.548066+00:00

Share price$5.57
1D-0.4%
$5.56$5.57$5.58$5.59$5.605:30 AM6:30 AM9:00 AM1:00 PMAQN
Sold putSold call

Algonquin Power & Utilities Corp options

Live interpolated AQN call and put midpoint premiums by absolute delta.Algonquin Power & Utilities Corp$0.07$1.01$1.95$2.89$3.83$5.18$5.37$5.57$5.77$5.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive AQN spot · $5.57AQN PRICE$0.17$0.21$0.24$0.28$0.32$0.36$0.40$0.43$0.47$0.51$0.55$0.59$0.36$0.65$0.94$1.24$1.53$1.82$2.11$2.40$2.69$2.98$3.27$3.56
Puts——
Calls——
Skew——
Implied moveBearish±$2.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ6.90103.7%26.9%5.3098.0%11.3%
30Δ6.74101.0%24.8%5.64105.3%10.5%
35Δ6.5998.2%22.6%5.97112.7%9.8%
40Δ6.4395.4%20.5%6.30120.0%9.0%
45Δ6.2792.7%18.3%6.64127.4%8.2%
50Δ6.1189.9%16.1%6.97134.7%7.4%
55Δ5.9587.2%14.0%7.31142.0%6.6%
60Δ5.7984.4%11.8%7.64149.4%5.9%
65Δ5.6481.6%9.7%7.98156.7%5.1%
70Δ5.4878.9%7.5%8.31164.1%4.3%
75Δ5.3276.1%5.3%8.65171.4%3.5%
80Δ5.1673.3%3.2%8.98178.7%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.90
IV
103.7%
B/E move
26.9%
Puts
Pseudo strike
5.30
IV
98.0%
B/E move
11.3%

30Δ

Calls
Pseudo strike
6.74
IV
101.0%
B/E move
24.8%
Puts
Pseudo strike
5.64
IV
105.3%
B/E move
10.5%

35Δ

Calls
Pseudo strike
6.59
IV
98.2%
B/E move
22.6%
Puts
Pseudo strike
5.97
IV
112.7%
B/E move
9.8%

40Δ

Calls
Pseudo strike
6.43
IV
95.4%
B/E move
20.5%
Puts
Pseudo strike
6.30
IV
120.0%
B/E move
9.0%

45Δ

Calls
Pseudo strike
6.27
IV
92.7%
B/E move
18.3%
Puts
Pseudo strike
6.64
IV
127.4%
B/E move
8.2%

50Δ

Calls
Pseudo strike
6.11
IV
89.9%
B/E move
16.1%
Puts
Pseudo strike
6.97
IV
134.7%
B/E move
7.4%

55Δ

Calls
Pseudo strike
5.95
IV
87.2%
B/E move
14.0%
Puts
Pseudo strike
7.31
IV
142.0%
B/E move
6.6%

60Δ

Calls
Pseudo strike
5.79
IV
84.4%
B/E move
11.8%
Puts
Pseudo strike
7.64
IV
149.4%
B/E move
5.9%

65Δ

Calls
Pseudo strike
5.64
IV
81.6%
B/E move
9.7%
Puts
Pseudo strike
7.98
IV
156.7%
B/E move
5.1%

70Δ

Calls
Pseudo strike
5.48
IV
78.9%
B/E move
7.5%
Puts
Pseudo strike
8.31
IV
164.1%
B/E move
4.3%

75Δ

Calls
Pseudo strike
5.32
IV
76.1%
B/E move
5.3%
Puts
Pseudo strike
8.65
IV
171.4%
B/E move
3.5%

80Δ

Calls
Pseudo strike
5.16
IV
73.3%
B/E move
3.2%
Puts
Pseudo strike
8.98
IV
178.7%
B/E move
2.7%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations