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Black Hills Corporation BKH

UTILITIES · UTILITIES - REGULATED GAS
i

Market dataready · fetched 2026-11-12T16:42:31.218Z

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 · 2026-11-12T16:41:50.048161334Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T16:42:29.870892+00:00

Share price$88.09
1D+1.4%
$86.80$87.15$87.50$87.84$88.195:30 AM6:30 AM9:00 AM1:00 PMBKH
Sold putSold call

Black Hills Corporation options

Live interpolated BKH call and put midpoint premiums by absolute delta.Black Hills Corporation$0.69$3.55$6.40$9.25$12.11$81.71$84.96$88.21$91.47$94.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BKH spot · $88.09BKH PRICE$1.00$1.29$1.35$1.39$1.48$1.65$1.82$1.99$2.16$2.33$2.50$2.67$2.84$2.08$2.44$1.82$2.16$2.50$2.84$3.18$3.52$4.95$6.42$7.89$11.29
Puts——
CallsExpensive1.18×
Skew——
Implied moveBearish±$4.66
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.3064.3%10.5%74.48139.7%17.8%
25Δ95.0468.9%9.4%79.55116.0%12.5%
30Δ93.1659.0%7.3%
35Δ91.2748.7%5.2%85.5855.5%4.9%
40Δ89.8541.0%3.7%86.4653.9%4.3%
45Δ89.3838.8%3.3%87.3452.3%3.7%
50Δ88.9136.5%3.0%88.2250.8%3.1%
55Δ88.4534.3%2.7%89.1049.2%2.5%
60Δ87.9832.1%2.3%89.9847.7%1.8%
65Δ87.5129.8%2.0%91.5854.0%1.7%
70Δ87.0527.6%1.7%93.2060.6%1.5%
75Δ86.5825.4%1.3%94.8267.2%1.3%
80Δ86.1123.1%1.0%98.3780.4%1.1%

20Δ

Calls
Pseudo strike
96.30
IV
64.3%
B/E move
10.5%
Puts
Pseudo strike
74.48
IV
139.7%
B/E move
17.8%

25Δ

Calls
Pseudo strike
95.04
IV
68.9%
B/E move
9.4%
Puts
Pseudo strike
79.55
IV
116.0%
B/E move
12.5%

30Δ

Calls
Pseudo strike
93.16
IV
59.0%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
91.27
IV
48.7%
B/E move
5.2%
Puts
Pseudo strike
85.58
IV
55.5%
B/E move
4.9%

40Δ

Calls
Pseudo strike
89.85
IV
41.0%
B/E move
3.7%
Puts
Pseudo strike
86.46
IV
53.9%
B/E move
4.3%

45Δ

Calls
Pseudo strike
89.38
IV
38.8%
B/E move
3.3%
Puts
Pseudo strike
87.34
IV
52.3%
B/E move
3.7%

50Δ

Calls
Pseudo strike
88.91
IV
36.5%
B/E move
3.0%
Puts
Pseudo strike
88.22
IV
50.8%
B/E move
3.1%

55Δ

Calls
Pseudo strike
88.45
IV
34.3%
B/E move
2.7%
Puts
Pseudo strike
89.10
IV
49.2%
B/E move
2.5%

60Δ

Calls
Pseudo strike
87.98
IV
32.1%
B/E move
2.3%
Puts
Pseudo strike
89.98
IV
47.7%
B/E move
1.8%

65Δ

Calls
Pseudo strike
87.51
IV
29.8%
B/E move
2.0%
Puts
Pseudo strike
91.58
IV
54.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
87.05
IV
27.6%
B/E move
1.7%
Puts
Pseudo strike
93.20
IV
60.6%
B/E move
1.5%

75Δ

Calls
Pseudo strike
86.58
IV
25.4%
B/E move
1.3%
Puts
Pseudo strike
94.82
IV
67.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
86.11
IV
23.1%
B/E move
1.0%
Puts
Pseudo strike
98.37
IV
80.4%
B/E move
1.1%

Options history

IV · four-Friday blend28.93%
Daily close
BKH21.5%27.4%33.3%2026-08-21: 23.36%2026-08-26: 23.46%2026-08-27: 22.33%2026-09-15: 29.36%2026-09-16: 32.47%2026-09-18: 24.34%2026-09-21: 24.34%2026-09-23: 22.91%2026-09-24: 24.54%2026-09-25: 25.41%2026-09-28: 26.60%2026-09-29: 28.32%2026-09-30: 26.93%2026-10-01: 27.52%2026-10-02: 30.13%2026-10-05: 30.14%2026-10-16: 27.59%2026-10-19: 28.00%2026-10-20: 27.93%2026-10-21: 28.64%2026-10-22: 28.84%2026-10-23: 28.63%2026-10-26: 27.78%2026-10-27: 28.85%2026-10-28: 29.86%2026-10-29: 29.35%2026-10-30: 28.93%Aug 21Oct 1Oct 30
27 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
23.36%
23.46%
22.33%
29.36%
32.47%
24.34%
24.34%
22.91%
24.54%
25.41%
26.60%
28.32%
26.93%
27.52%
30.13%
30.14%
27.59%
28.00%
27.93%
28.64%
28.84%
28.63%
27.78%
28.85%
29.86%
29.35%
28.93%