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DTE Energy Company DTE

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-11-12T03:09:01.731Z

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 · 2026-11-12T00:00:00.002233848Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:09:01.310952+00:00

Share price$139.69
1D+0.7%
AH$137.85$138.35$138.85$139.35$139.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDTE
Sold putSold callAH

DTE Energy Company options

Live interpolated DTE call and put midpoint premiums by absolute delta.DTE Energy Company$0.38$2.48$4.57$6.67$8.76$-0.14$0.18$0.50$0.82$1.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEDTE PRICE$0.61$0.82$1.03$1.23$1.44$1.65$1.23$1.32$1.52$1.76$1.99$2.23$2.46$3.18$3.92$4.67$5.42$6.17$8.16
PutsExpensive1.13×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ144.7625.4%4.1%131.1450.5%7.0%
25Δ143.9524.8%3.6%134.1640.6%4.9%
30Δ143.1324.2%3.2%135.7536.2%3.9%
35Δ142.3223.6%2.8%136.8034.0%3.3%
40Δ141.5023.0%2.3%137.8531.8%2.7%
45Δ140.6922.3%1.9%138.8929.6%2.2%
50Δ139.9427.4%1.6%
55Δ140.9428.3%1.4%
60Δ141.9529.4%1.2%
65Δ142.9530.5%1.0%
70Δ143.9531.6%0.8%
75Δ144.9632.7%0.6%
80Δ147.1535.7%0.5%

20Δ

Calls
Pseudo strike
144.76
IV
25.4%
B/E move
4.1%
Puts
Pseudo strike
131.14
IV
50.5%
B/E move
7.0%

25Δ

Calls
Pseudo strike
143.95
IV
24.8%
B/E move
3.6%
Puts
Pseudo strike
134.16
IV
40.6%
B/E move
4.9%

30Δ

Calls
Pseudo strike
143.13
IV
24.2%
B/E move
3.2%
Puts
Pseudo strike
135.75
IV
36.2%
B/E move
3.9%

35Δ

Calls
Pseudo strike
142.32
IV
23.6%
B/E move
2.8%
Puts
Pseudo strike
136.80
IV
34.0%
B/E move
3.3%

40Δ

Calls
Pseudo strike
141.50
IV
23.0%
B/E move
2.3%
Puts
Pseudo strike
137.85
IV
31.8%
B/E move
2.7%

45Δ

Calls
Pseudo strike
140.69
IV
22.3%
B/E move
1.9%
Puts
Pseudo strike
138.89
IV
29.6%
B/E move
2.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
139.94
IV
27.4%
B/E move
1.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
140.94
IV
28.3%
B/E move
1.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
141.95
IV
29.4%
B/E move
1.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
142.95
IV
30.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
143.95
IV
31.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
144.96
IV
32.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
147.15
IV
35.7%
B/E move
0.5%

Options history

IV · four-Friday blend20.38%
Daily EOD
DTE19.5%20.4%21.3%2026-10-19: 19.65%2026-10-20: 19.64%2026-10-21: 19.84%2026-10-22: 20.41%2026-10-23: 20.02%2026-10-26: 20.32%2026-10-27: 20.61%2026-10-28: 21.20%2026-10-29: 19.59%2026-10-30: 20.38%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.65%
19.64%
19.84%
20.41%
20.02%
20.32%
20.61%
21.20%
19.59%
20.38%