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Black Hills Corporation BKH

UTILITIES · UTILITIES - REGULATED GAS
i

Market dataready · fetched 2026-10-24T12:25:40.803Z

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 · 2026-10-23T23:00:00.004021102Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T12:25:40.696356+00:00

Share price$79.41
1D+0.2%
AH$78.46$78.82$79.18$79.54$79.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBKH
Sold putSold callAH

Black Hills Corporation options

Live interpolated BKH call and put midpoint premiums by absolute delta.Black Hills Corporation$0.69$3.32$5.96$8.60$11.23$66.11$72.42$78.73$85.03$91.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BKH spot · $79.41BKH PRICE$0.97$1.26$1.55$1.74$1.93$2.11$2.36$2.90$3.45$3.99$4.54$5.08$5.82$1.33$1.48$1.79$2.23$2.67$3.12$3.58$4.22$4.86$5.50$6.14$7.59$10.47
PutsExpensive1.26×
CallsCheap0.74×
SkewBearish+8.73 pp
Implied moveBearish±$5.94
TiltBearish18.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.0135.4%10.8%69.8756.8%13.7%
25Δ85.9537.9%9.8%73.3645.6%9.5%
30Δ84.8639.9%8.8%75.6040.1%7.1%
35Δ83.6036.9%7.5%76.7239.8%6.2%
40Δ82.3333.9%6.1%77.8439.4%5.3%
45Δ81.0730.9%4.8%78.9739.1%4.5%
50Δ79.8728.4%3.5%80.0838.7%3.7%
55Δ79.0128.6%3.2%81.1438.1%3.1%
60Δ78.1528.8%2.8%82.2037.5%2.6%
65Δ77.2929.1%2.4%83.2636.9%2.1%
70Δ76.4429.3%2.0%84.3236.3%1.5%
75Δ75.5829.5%1.6%86.0938.3%1.1%
80Δ74.5429.4%1.2%89.1345.0%0.9%

20Δ

Calls
Pseudo strike
87.01
IV
35.4%
B/E move
10.8%
Puts
Pseudo strike
69.87
IV
56.8%
B/E move
13.7%

25Δ

Calls
Pseudo strike
85.95
IV
37.9%
B/E move
9.8%
Puts
Pseudo strike
73.36
IV
45.6%
B/E move
9.5%

30Δ

Calls
Pseudo strike
84.86
IV
39.9%
B/E move
8.8%
Puts
Pseudo strike
75.60
IV
40.1%
B/E move
7.1%

35Δ

Calls
Pseudo strike
83.60
IV
36.9%
B/E move
7.5%
Puts
Pseudo strike
76.72
IV
39.8%
B/E move
6.2%

40Δ

Calls
Pseudo strike
82.33
IV
33.9%
B/E move
6.1%
Puts
Pseudo strike
77.84
IV
39.4%
B/E move
5.3%

45Δ

Calls
Pseudo strike
81.07
IV
30.9%
B/E move
4.8%
Puts
Pseudo strike
78.97
IV
39.1%
B/E move
4.5%

50Δ

Calls
Pseudo strike
79.87
IV
28.4%
B/E move
3.5%
Puts
Pseudo strike
80.08
IV
38.7%
B/E move
3.7%

55Δ

Calls
Pseudo strike
79.01
IV
28.6%
B/E move
3.2%
Puts
Pseudo strike
81.14
IV
38.1%
B/E move
3.1%

60Δ

Calls
Pseudo strike
78.15
IV
28.8%
B/E move
2.8%
Puts
Pseudo strike
82.20
IV
37.5%
B/E move
2.6%

65Δ

Calls
Pseudo strike
77.29
IV
29.1%
B/E move
2.4%
Puts
Pseudo strike
83.26
IV
36.9%
B/E move
2.1%

70Δ

Calls
Pseudo strike
76.44
IV
29.3%
B/E move
2.0%
Puts
Pseudo strike
84.32
IV
36.3%
B/E move
1.5%

75Δ

Calls
Pseudo strike
75.58
IV
29.5%
B/E move
1.6%
Puts
Pseudo strike
86.09
IV
38.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
74.54
IV
29.4%
B/E move
1.2%
Puts
Pseudo strike
89.13
IV
45.0%
B/E move
0.9%

Options history

BKH21.5227.4033.282026-07-27: 27.26%2026-07-28: 28.48%2026-07-29: 28.15%2026-07-30: 26.71%2026-07-31: 25.83%2026-08-03: 25.14%2026-08-04: 26.16%2026-08-06: 26.72%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%Jul 27Oct 23
Table
DateIV
27.26%
28.48%
28.15%
26.71%
25.83%
25.14%
26.16%
26.72%
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%