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Duke Energy Corporation DUK

i

Market datapartial · fetched 2026-11-13T18:10:46.787Z

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 · 2026-11-13T18:10:33.279853997Z

FundamentalsAlpha Vantage · unavailable

Share price$129.72
1D+1.5%
$127.59$128.17$128.76$129.34$129.925:30 AM6:30 AM9:00 AM1:00 PMDUK
Sold putSold call

Duke Energy Corporation options

Live interpolated DUK call and put midpoint premiums by absolute delta.Duke Energy Corporation$0.00$6.31$12.63$18.94$25.25$123.89$126.68$129.47$132.26$135.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DUK spot · $129.72DUK PRICE$0.51$0.62$0.74$0.85$0.96$2.59$6.06$9.53$13.00$16.47$19.94$23.41$0.44$0.56$0.69$0.82$0.94$1.07$1.20$1.73$2.56$3.40$4.23$5.07
Puts——
Calls——
Skew——
Implied moveBullish±$3.78
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ126.2220.0%3.0%
25Δ132.7016.6%2.7%126.8119.4%2.7%
30Δ132.1116.4%2.3%127.3918.7%2.3%
35Δ131.5116.1%2.0%127.9818.1%2.0%
40Δ130.9215.9%1.6%128.5717.5%1.6%
45Δ130.3315.7%1.2%129.1616.9%1.3%
50Δ128.4020.7%1.0%129.7516.3%0.9%
55Δ124.8331.9%0.9%130.5217.9%0.7%
60Δ121.2743.2%0.8%131.4321.0%0.7%
65Δ117.7054.5%0.8%132.3424.1%0.6%
70Δ114.1365.8%0.7%133.2427.2%0.5%
75Δ110.5777.1%0.6%134.1530.3%0.5%
80Δ107.0088.4%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
126.22
IV
20.0%
B/E move
3.0%

25Δ

Calls
Pseudo strike
132.70
IV
16.6%
B/E move
2.7%
Puts
Pseudo strike
126.81
IV
19.4%
B/E move
2.7%

30Δ

Calls
Pseudo strike
132.11
IV
16.4%
B/E move
2.3%
Puts
Pseudo strike
127.39
IV
18.7%
B/E move
2.3%

35Δ

Calls
Pseudo strike
131.51
IV
16.1%
B/E move
2.0%
Puts
Pseudo strike
127.98
IV
18.1%
B/E move
2.0%

40Δ

Calls
Pseudo strike
130.92
IV
15.9%
B/E move
1.6%
Puts
Pseudo strike
128.57
IV
17.5%
B/E move
1.6%

45Δ

Calls
Pseudo strike
130.33
IV
15.7%
B/E move
1.2%
Puts
Pseudo strike
129.16
IV
16.9%
B/E move
1.3%

50Δ

Calls
Pseudo strike
128.40
IV
20.7%
B/E move
1.0%
Puts
Pseudo strike
129.75
IV
16.3%
B/E move
0.9%

55Δ

Calls
Pseudo strike
124.83
IV
31.9%
B/E move
0.9%
Puts
Pseudo strike
130.52
IV
17.9%
B/E move
0.7%

60Δ

Calls
Pseudo strike
121.27
IV
43.2%
B/E move
0.8%
Puts
Pseudo strike
131.43
IV
21.0%
B/E move
0.7%

65Δ

Calls
Pseudo strike
117.70
IV
54.5%
B/E move
0.8%
Puts
Pseudo strike
132.34
IV
24.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
114.13
IV
65.8%
B/E move
0.7%
Puts
Pseudo strike
133.24
IV
27.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
110.57
IV
77.1%
B/E move
0.6%
Puts
Pseudo strike
134.15
IV
30.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
107.00
IV
88.4%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend19.09%
Daily close
DUK17.0%18.7%20.3%2026-08-21: 17.68%2026-08-24: 17.72%2026-08-25: 17.74%2026-08-26: 17.78%2026-08-27: 17.54%2026-08-28: 17.27%2026-08-31: 17.33%2026-09-01: 17.81%2026-09-02: 17.69%2026-09-03: 17.39%2026-09-04: 18.59%2026-09-08: 19.39%2026-09-09: 20.07%2026-09-10: 18.57%2026-09-18: 17.33%2026-09-21: 17.66%2026-09-22: 17.45%2026-09-23: 17.58%2026-09-24: 18.26%2026-09-25: 18.86%2026-09-28: 18.62%2026-09-29: 18.63%2026-09-30: 18.21%2026-10-01: 18.70%2026-10-02: 17.73%2026-10-05: 18.34%2026-10-06: 18.52%2026-10-16: 19.02%2026-10-19: 18.61%2026-10-20: 18.68%2026-10-21: 17.98%2026-10-22: 18.46%2026-10-23: 18.67%2026-10-26: 18.72%2026-10-27: 18.59%2026-10-28: 18.24%2026-10-29: 18.42%2026-10-30: 19.09%Aug 21Sep 24Oct 30
38 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
17.68%
17.72%
17.74%
17.78%
17.54%
17.27%
17.33%
17.81%
17.69%
17.39%
18.59%
19.39%
20.07%
18.57%
17.33%
17.66%
17.45%
17.58%
18.26%
18.86%
18.62%
18.63%
18.21%
18.70%
17.73%
18.34%
18.52%
19.02%
18.61%
18.68%
17.98%
18.46%
18.67%
18.72%
18.59%
18.24%
18.42%
19.09%