IntraAlpha
Create free account Start free

Avista Corporation AVA

UTILITIES · UTILITIES - DIVERSIFIED
i

Market dataready · fetched 2026-11-13T16:10:13.078Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T16:08:02.297054076Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T16:10:11.663768+00:00

Share price$40.73
1D+1.1%
$40.27$40.40$40.54$40.67$40.815:30 AM6:30 AM9:00 AM1:00 PMAVA
Sold putSold call

Avista Corporation options

Live interpolated AVA call and put midpoint premiums by absolute delta.Avista Corporation$0.50$3.05$5.61$8.17$10.73$34.10$37.20$40.31$43.41$46.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AVA spot · $40.73AVA PRICE$0.81$0.83$0.86$0.89$0.91$0.94$0.97$0.99$1.02$1.05$1.08$1.25$2.43$0.77$1.28$1.80$2.31$2.82$3.33$3.84$4.35$5.00$9.99
Puts——
CallsExpensive1.33×
Skew——
Implied moveBearish±$3.28
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.8365.2%24.3%
25Δ48.9360.2%22.2%
30Δ48.0255.2%20.0%
35Δ47.1250.2%17.9%40.4217.5%2.7%
40Δ46.2145.3%15.7%40.9920.6%2.5%
45Δ45.3140.3%13.6%41.5723.7%2.4%
50Δ44.4135.3%11.4%42.1426.8%2.2%
55Δ43.5030.3%9.2%42.7229.9%2.0%
60Δ42.6025.4%7.1%43.2933.0%1.9%
65Δ41.6920.4%4.9%43.8736.1%1.7%
70Δ40.7915.4%2.8%44.4439.1%1.6%
75Δ39.8411.7%0.9%45.1542.8%1.4%
80Δ38.6316.7%0.8%50.1763.1%1.4%

20Δ

Calls
Pseudo strike
49.83
IV
65.2%
B/E move
24.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
48.93
IV
60.2%
B/E move
22.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
48.02
IV
55.2%
B/E move
20.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
47.12
IV
50.2%
B/E move
17.9%
Puts
Pseudo strike
40.42
IV
17.5%
B/E move
2.7%

40Δ

Calls
Pseudo strike
46.21
IV
45.3%
B/E move
15.7%
Puts
Pseudo strike
40.99
IV
20.6%
B/E move
2.5%

45Δ

Calls
Pseudo strike
45.31
IV
40.3%
B/E move
13.6%
Puts
Pseudo strike
41.57
IV
23.7%
B/E move
2.4%

50Δ

Calls
Pseudo strike
44.41
IV
35.3%
B/E move
11.4%
Puts
Pseudo strike
42.14
IV
26.8%
B/E move
2.2%

55Δ

Calls
Pseudo strike
43.50
IV
30.3%
B/E move
9.2%
Puts
Pseudo strike
42.72
IV
29.9%
B/E move
2.0%

60Δ

Calls
Pseudo strike
42.60
IV
25.4%
B/E move
7.1%
Puts
Pseudo strike
43.29
IV
33.0%
B/E move
1.9%

65Δ

Calls
Pseudo strike
41.69
IV
20.4%
B/E move
4.9%
Puts
Pseudo strike
43.87
IV
36.1%
B/E move
1.7%

70Δ

Calls
Pseudo strike
40.79
IV
15.4%
B/E move
2.8%
Puts
Pseudo strike
44.44
IV
39.1%
B/E move
1.6%

75Δ

Calls
Pseudo strike
39.84
IV
11.7%
B/E move
0.9%
Puts
Pseudo strike
45.15
IV
42.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
38.63
IV
16.7%
B/E move
0.8%
Puts
Pseudo strike
50.17
IV
63.1%
B/E move
1.4%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations