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City Holding Company Common Stock CHCO

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Market datapartial · fetched 2026-10-22T04:25:49.876Z

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 · 2026-10-21T20:00:01.674137786Z

FundamentalsAlpha Vantage · unavailable

Share price$140.88
1D-0.7%
AH$140.42$140.81$141.20$141.58$141.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCHCO
Sold putSold callAH

City Holding Company Common Stock options

Live interpolated CHCO call and put midpoint premiums by absolute delta.City Holding Company Common Stock$2.19$4.61$7.02$9.44$11.86$127.31$134.49$141.68$148.87$156.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CHCO spot · $140.88CHCO PRICE$2.45$2.45$2.45$2.45$2.74$3.29$3.84$4.38$5.29$6.40$7.50$8.99$11.16$2.45$2.45$2.49$2.72$2.94$3.28$3.82$4.35$4.88$5.41$6.45$7.57$8.70
PutsExpensive1.33×
CallsExpensive1.52×
SkewBullish-3.99 pp
Implied moveBalanced±$7.65
TiltBullish4.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ165.2759.1%19.1%126.2751.3%12.1%
25Δ154.9243.5%11.7%131.7439.3%8.2%
30Δ149.5533.9%7.9%135.3631.4%5.7%
35Δ146.4427.5%5.7%137.1428.3%4.6%
40Δ144.3124.6%4.4%138.9125.3%3.5%
45Δ143.0224.6%3.9%140.4323.2%2.7%
50Δ141.7324.6%3.3%141.5322.7%2.2%
55Δ140.4524.6%2.8%142.6322.1%1.8%
60Δ139.0125.3%2.4%143.7221.5%1.4%
65Δ137.4926.3%2.1%144.8221.0%1.0%
70Δ135.9727.4%1.8%146.2121.0%0.8%
75Δ134.0828.9%1.6%147.6621.2%0.6%
80Δ131.5631.1%1.3%149.1121.3%0.3%

20Δ

Calls
Pseudo strike
165.27
IV
59.1%
B/E move
19.1%
Puts
Pseudo strike
126.27
IV
51.3%
B/E move
12.1%

25Δ

Calls
Pseudo strike
154.92
IV
43.5%
B/E move
11.7%
Puts
Pseudo strike
131.74
IV
39.3%
B/E move
8.2%

30Δ

Calls
Pseudo strike
149.55
IV
33.9%
B/E move
7.9%
Puts
Pseudo strike
135.36
IV
31.4%
B/E move
5.7%

35Δ

Calls
Pseudo strike
146.44
IV
27.5%
B/E move
5.7%
Puts
Pseudo strike
137.14
IV
28.3%
B/E move
4.6%

40Δ

Calls
Pseudo strike
144.31
IV
24.6%
B/E move
4.4%
Puts
Pseudo strike
138.91
IV
25.3%
B/E move
3.5%

45Δ

Calls
Pseudo strike
143.02
IV
24.6%
B/E move
3.9%
Puts
Pseudo strike
140.43
IV
23.2%
B/E move
2.7%

50Δ

Calls
Pseudo strike
141.73
IV
24.6%
B/E move
3.3%
Puts
Pseudo strike
141.53
IV
22.7%
B/E move
2.2%

55Δ

Calls
Pseudo strike
140.45
IV
24.6%
B/E move
2.8%
Puts
Pseudo strike
142.63
IV
22.1%
B/E move
1.8%

60Δ

Calls
Pseudo strike
139.01
IV
25.3%
B/E move
2.4%
Puts
Pseudo strike
143.72
IV
21.5%
B/E move
1.4%

65Δ

Calls
Pseudo strike
137.49
IV
26.3%
B/E move
2.1%
Puts
Pseudo strike
144.82
IV
21.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
135.97
IV
27.4%
B/E move
1.8%
Puts
Pseudo strike
146.21
IV
21.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
134.08
IV
28.9%
B/E move
1.6%
Puts
Pseudo strike
147.66
IV
21.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
131.56
IV
31.1%
B/E move
1.3%
Puts
Pseudo strike
149.11
IV
21.3%
B/E move
0.3%

Options history

No recorded observations