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Duke Energy Corporation DUK

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-11-13T18:20:01.873Z

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 · 2026-11-13T18:19:53.644880869Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T18:18:37.862772+00:00

Share price$129.53
1D+1.4%
$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$6.45$12.90$19.35$25.80$123.72$126.50$129.29$132.07$134.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DUK spot · $129.53DUK PRICE$0.55$0.67$0.79$0.91$1.03$3.95$7.28$10.61$13.94$17.27$20.59$23.92$0.44$0.57$0.70$0.83$0.96$1.10$1.23$1.40$2.19$2.99$3.78$4.58$5.37
PutsCheap0.77×
Calls——
Skew——
Implied moveBullish±$5.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ126.1319.6%3.0%
25Δ132.5717.6%2.8%126.6919.1%2.6%
30Δ131.9517.5%2.4%127.2418.6%2.3%
35Δ131.3217.4%2.0%127.8018.1%2.0%
40Δ130.7017.3%1.6%128.3617.6%1.6%
45Δ130.0817.1%1.2%128.9217.1%1.3%
50Δ127.0026.7%1.1%129.4816.6%1.0%
55Δ123.5737.6%1.0%130.0516.3%0.7%
60Δ120.1348.6%0.9%130.9418.7%0.6%
65Δ116.6959.5%0.9%131.8221.2%0.5%
70Δ113.2670.5%0.8%132.7023.7%0.5%
75Δ109.8281.4%0.7%133.5926.1%0.4%
80Δ106.3992.4%0.6%134.4728.6%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
126.13
IV
19.6%
B/E move
3.0%

25Δ

Calls
Pseudo strike
132.57
IV
17.6%
B/E move
2.8%
Puts
Pseudo strike
126.69
IV
19.1%
B/E move
2.6%

30Δ

Calls
Pseudo strike
131.95
IV
17.5%
B/E move
2.4%
Puts
Pseudo strike
127.24
IV
18.6%
B/E move
2.3%

35Δ

Calls
Pseudo strike
131.32
IV
17.4%
B/E move
2.0%
Puts
Pseudo strike
127.80
IV
18.1%
B/E move
2.0%

40Δ

Calls
Pseudo strike
130.70
IV
17.3%
B/E move
1.6%
Puts
Pseudo strike
128.36
IV
17.6%
B/E move
1.6%

45Δ

Calls
Pseudo strike
130.08
IV
17.1%
B/E move
1.2%
Puts
Pseudo strike
128.92
IV
17.1%
B/E move
1.3%

50Δ

Calls
Pseudo strike
127.00
IV
26.7%
B/E move
1.1%
Puts
Pseudo strike
129.48
IV
16.6%
B/E move
1.0%

55Δ

Calls
Pseudo strike
123.57
IV
37.6%
B/E move
1.0%
Puts
Pseudo strike
130.05
IV
16.3%
B/E move
0.7%

60Δ

Calls
Pseudo strike
120.13
IV
48.6%
B/E move
0.9%
Puts
Pseudo strike
130.94
IV
18.7%
B/E move
0.6%

65Δ

Calls
Pseudo strike
116.69
IV
59.5%
B/E move
0.9%
Puts
Pseudo strike
131.82
IV
21.2%
B/E move
0.5%

70Δ

Calls
Pseudo strike
113.26
IV
70.5%
B/E move
0.8%
Puts
Pseudo strike
132.70
IV
23.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
109.82
IV
81.4%
B/E move
0.7%
Puts
Pseudo strike
133.59
IV
26.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
106.39
IV
92.4%
B/E move
0.6%
Puts
Pseudo strike
134.47
IV
28.6%
B/E move
0.3%

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%