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City Holding Company Common Stock CHCO

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Market datapartial · fetched 2026-10-22T21:22:07.626Z

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 · 2026-10-22T20:09:18.688114765Z

FundamentalsAlpha Vantage · unavailable

Share price$143.40
1D+1.6%
AH$140.28$141.21$142.14$143.07$144.005:30 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$2.22$4.37$6.52$8.67$10.82$129.13$136.46$143.79$151.11$158.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CHCO spot · $143.40CHCO PRICE$2.45$2.45$2.45$2.58$2.85$3.12$3.74$4.50$5.26$6.02$7.29$8.73$10.20$2.45$2.45$2.45$2.57$3.14$3.70$4.27$4.93$5.76$6.58$7.40$8.61$10.08
PutsExpensive1.44×
CallsExpensive1.43×
SkewBullish-1.91 pp
Implied moveBearish±$8.01
TiltBearish2.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ167.8158.8%18.7%128.7751.0%11.9%
25Δ157.6343.5%11.6%134.4538.7%7.9%
30Δ152.2333.9%7.9%137.6731.3%5.7%
35Δ149.1228.6%5.8%140.2825.8%4.0%
40Δ147.3226.2%4.7%141.5825.5%3.5%
45Δ145.5223.8%3.7%142.8825.3%2.9%
50Δ144.1023.5%3.1%144.1825.0%2.4%
55Δ142.8324.0%2.7%145.4924.8%2.0%
60Δ141.5724.5%2.4%146.8124.5%1.6%
65Δ140.3125.0%2.0%148.1324.3%1.3%
70Δ138.6226.0%1.8%149.4524.1%0.9%
75Δ136.7927.1%1.5%151.0624.0%0.7%
80Δ134.9428.3%1.2%152.8824.0%0.4%

20Δ

Calls
Pseudo strike
167.81
IV
58.8%
B/E move
18.7%
Puts
Pseudo strike
128.77
IV
51.0%
B/E move
11.9%

25Δ

Calls
Pseudo strike
157.63
IV
43.5%
B/E move
11.6%
Puts
Pseudo strike
134.45
IV
38.7%
B/E move
7.9%

30Δ

Calls
Pseudo strike
152.23
IV
33.9%
B/E move
7.9%
Puts
Pseudo strike
137.67
IV
31.3%
B/E move
5.7%

35Δ

Calls
Pseudo strike
149.12
IV
28.6%
B/E move
5.8%
Puts
Pseudo strike
140.28
IV
25.8%
B/E move
4.0%

40Δ

Calls
Pseudo strike
147.32
IV
26.2%
B/E move
4.7%
Puts
Pseudo strike
141.58
IV
25.5%
B/E move
3.5%

45Δ

Calls
Pseudo strike
145.52
IV
23.8%
B/E move
3.7%
Puts
Pseudo strike
142.88
IV
25.3%
B/E move
2.9%

50Δ

Calls
Pseudo strike
144.10
IV
23.5%
B/E move
3.1%
Puts
Pseudo strike
144.18
IV
25.0%
B/E move
2.4%

55Δ

Calls
Pseudo strike
142.83
IV
24.0%
B/E move
2.7%
Puts
Pseudo strike
145.49
IV
24.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
141.57
IV
24.5%
B/E move
2.4%
Puts
Pseudo strike
146.81
IV
24.5%
B/E move
1.6%

65Δ

Calls
Pseudo strike
140.31
IV
25.0%
B/E move
2.0%
Puts
Pseudo strike
148.13
IV
24.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
138.62
IV
26.0%
B/E move
1.8%
Puts
Pseudo strike
149.45
IV
24.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
136.79
IV
27.1%
B/E move
1.5%
Puts
Pseudo strike
151.06
IV
24.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
134.94
IV
28.3%
B/E move
1.2%
Puts
Pseudo strike
152.88
IV
24.0%
B/E move
0.4%

Options history

CHCO21.2822.0222.762026-10-20: 21.38%2026-10-21: 22.66%Oct 20Oct 21
Table
DateIV
21.38%
22.66%