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Avista Corporation AVA

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Market datapartial · fetched 2026-10-23T05:54:45.392Z

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 · 2026-10-22T23:00:00.002705565Z

FundamentalsAlpha Vantage · unavailable

Share price$37.74
1D+2.2%
AH$37.07$37.30$37.54$37.77$38.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVA
Sold putSold callAH

Avista Corporation options

Live interpolated AVA call and put midpoint premiums by absolute delta.Avista Corporation$0.30$1.94$3.58$5.22$6.87$33.06$35.40$37.74$40.09$42.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVA spot · $37.74AVA PRICE$0.72$1.23$1.75$2.27$2.78$3.30$3.81$4.33$4.84$5.36$5.88$6.39$0.48$0.73$0.97$1.22$1.46$1.71$1.95$2.20$2.44$2.69$3.26$4.81$6.36
PutsExpensive1.75×
CallsExpensive1.51×
SkewNeutral-0.09 pp
Implied moveBullish±$5.25
TiltBullish17.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.4429.4%7.4%
25Δ39.4224.7%6.4%35.9130.1%6.8%
30Δ38.7526.7%5.9%36.3730.9%6.2%
35Δ38.0828.8%5.5%36.8431.7%5.6%
40Δ37.4130.8%5.1%37.3132.4%5.0%
45Δ36.7332.8%4.7%37.7833.2%4.4%
50Δ36.0634.8%4.3%38.2534.0%3.8%
55Δ35.3936.9%3.9%38.7134.8%3.2%
60Δ34.7238.9%3.5%39.1835.5%2.7%
65Δ34.0540.9%3.0%39.6536.3%2.1%
70Δ33.3742.9%2.6%40.4138.6%1.6%
75Δ32.7045.0%2.2%42.0445.5%1.3%
80Δ32.0347.0%1.8%43.6852.5%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.44
IV
29.4%
B/E move
7.4%

25Δ

Calls
Pseudo strike
39.42
IV
24.7%
B/E move
6.4%
Puts
Pseudo strike
35.91
IV
30.1%
B/E move
6.8%

30Δ

Calls
Pseudo strike
38.75
IV
26.7%
B/E move
5.9%
Puts
Pseudo strike
36.37
IV
30.9%
B/E move
6.2%

35Δ

Calls
Pseudo strike
38.08
IV
28.8%
B/E move
5.5%
Puts
Pseudo strike
36.84
IV
31.7%
B/E move
5.6%

40Δ

Calls
Pseudo strike
37.41
IV
30.8%
B/E move
5.1%
Puts
Pseudo strike
37.31
IV
32.4%
B/E move
5.0%

45Δ

Calls
Pseudo strike
36.73
IV
32.8%
B/E move
4.7%
Puts
Pseudo strike
37.78
IV
33.2%
B/E move
4.4%

50Δ

Calls
Pseudo strike
36.06
IV
34.8%
B/E move
4.3%
Puts
Pseudo strike
38.25
IV
34.0%
B/E move
3.8%

55Δ

Calls
Pseudo strike
35.39
IV
36.9%
B/E move
3.9%
Puts
Pseudo strike
38.71
IV
34.8%
B/E move
3.2%

60Δ

Calls
Pseudo strike
34.72
IV
38.9%
B/E move
3.5%
Puts
Pseudo strike
39.18
IV
35.5%
B/E move
2.7%

65Δ

Calls
Pseudo strike
34.05
IV
40.9%
B/E move
3.0%
Puts
Pseudo strike
39.65
IV
36.3%
B/E move
2.1%

70Δ

Calls
Pseudo strike
33.37
IV
42.9%
B/E move
2.6%
Puts
Pseudo strike
40.41
IV
38.6%
B/E move
1.6%

75Δ

Calls
Pseudo strike
32.70
IV
45.0%
B/E move
2.2%
Puts
Pseudo strike
42.04
IV
45.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
32.03
IV
47.0%
B/E move
1.8%
Puts
Pseudo strike
43.68
IV
52.5%
B/E move
1.1%

Options history

No recorded observations