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Algonquin Power & Utilities Corp AQN

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Market datapartial · fetched 2026-10-22T04:25:22.827Z

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 · 2026-10-21T23:00:00.001582637Z

FundamentalsAlpha Vantage · unavailable

Share price$5.31
1D+1.0%
AH$5.25$5.27$5.29$5.31$5.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAQN
Sold putSold callAH

Algonquin Power & Utilities Corp options

Live interpolated AQN call and put midpoint premiums by absolute delta.Algonquin Power & Utilities Corp$0.00$1.23$2.47$3.70$4.93$3.18$4.39$5.61$6.82$8.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AQN spot · $5.31AQN PRICE$0.29$0.38$0.39$0.40$0.42$0.43$0.45$0.46$0.47$0.49$0.21$0.12$0.40$0.82$1.24$1.65$2.07$2.49$2.91$3.32$3.74$4.16$4.58
PutsExpensive2.86×
CallsExpensive3.53×
SkewBullish-39.01 pp
Implied moveBearish±$2.52
TiltBearish73.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.36183.4%81.7%4.02151.9%28.2%
25Δ9.99221.3%95.1%4.7963.6%12.2%
30Δ9.42202.2%84.7%5.3247.8%7.4%
35Δ8.85183.1%74.3%5.7660.3%7.0%
40Δ8.28164.0%63.8%6.2072.8%6.6%
45Δ7.71145.0%53.4%6.6485.2%6.2%
50Δ7.15125.9%43.0%7.0897.7%5.8%
55Δ6.58106.8%32.6%7.52110.2%5.4%
60Δ6.0187.7%22.2%7.95122.6%4.9%
65Δ5.4468.7%11.7%8.39135.1%4.5%
70Δ8.83147.6%4.1%
75Δ9.27160.0%3.7%
80Δ9.71172.5%3.3%

20Δ

Calls
Pseudo strike
9.36
IV
183.4%
B/E move
81.7%
Puts
Pseudo strike
4.02
IV
151.9%
B/E move
28.2%

25Δ

Calls
Pseudo strike
9.99
IV
221.3%
B/E move
95.1%
Puts
Pseudo strike
4.79
IV
63.6%
B/E move
12.2%

30Δ

Calls
Pseudo strike
9.42
IV
202.2%
B/E move
84.7%
Puts
Pseudo strike
5.32
IV
47.8%
B/E move
7.4%

35Δ

Calls
Pseudo strike
8.85
IV
183.1%
B/E move
74.3%
Puts
Pseudo strike
5.76
IV
60.3%
B/E move
7.0%

40Δ

Calls
Pseudo strike
8.28
IV
164.0%
B/E move
63.8%
Puts
Pseudo strike
6.20
IV
72.8%
B/E move
6.6%

45Δ

Calls
Pseudo strike
7.71
IV
145.0%
B/E move
53.4%
Puts
Pseudo strike
6.64
IV
85.2%
B/E move
6.2%

50Δ

Calls
Pseudo strike
7.15
IV
125.9%
B/E move
43.0%
Puts
Pseudo strike
7.08
IV
97.7%
B/E move
5.8%

55Δ

Calls
Pseudo strike
6.58
IV
106.8%
B/E move
32.6%
Puts
Pseudo strike
7.52
IV
110.2%
B/E move
5.4%

60Δ

Calls
Pseudo strike
6.01
IV
87.7%
B/E move
22.2%
Puts
Pseudo strike
7.95
IV
122.6%
B/E move
4.9%

65Δ

Calls
Pseudo strike
5.44
IV
68.7%
B/E move
11.7%
Puts
Pseudo strike
8.39
IV
135.1%
B/E move
4.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.83
IV
147.6%
B/E move
4.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.27
IV
160.0%
B/E move
3.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.71
IV
172.5%
B/E move
3.3%

Options history

No recorded observations