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Algonquin Power & Utilities Corp AQN

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Market datapartial · fetched 2026-10-23T14:17:43.219Z

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 · 2026-10-23T14:17:35.852087236Z

FundamentalsAlpha Vantage · unavailable

Share price$5.44
1D-0.5%
$5.42$5.43$5.45$5.46$5.475:30 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$0.15$0.25$0.35$0.44$0.54$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEAQN PRICE$0.38$0.39$0.40$0.42$0.43$0.44$0.46$0.47$0.49$0.50$0.51$0.16
PutsExpensive3.26×
CallsExpensive3.24×
SkewBullish-25.04 pp
Implied move——
TiltBullish93.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.43112.8%21.4%
25Δ9.99220.2%90.6%
30Δ9.53203.7%82.5%
35Δ9.07187.2%74.3%
40Δ8.61170.8%66.1%
45Δ8.15154.3%57.9%
50Δ7.70137.8%49.8%
55Δ7.24121.3%41.6%
60Δ6.78104.8%33.4%
65Δ6.3288.4%25.3%
70Δ5.8671.9%17.1%
75Δ5.4155.4%8.9%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.43
IV
112.8%
B/E move
21.4%

25Δ

Calls
Pseudo strike
9.99
IV
220.2%
B/E move
90.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
9.53
IV
203.7%
B/E move
82.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
9.07
IV
187.2%
B/E move
74.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
8.61
IV
170.8%
B/E move
66.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
8.15
IV
154.3%
B/E move
57.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
7.70
IV
137.8%
B/E move
49.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
7.24
IV
121.3%
B/E move
41.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
6.78
IV
104.8%
B/E move
33.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
6.32
IV
88.4%
B/E move
25.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
5.86
IV
71.9%
B/E move
17.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
5.41
IV
55.4%
B/E move
8.9%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

No recorded observations