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Consolidated Edison, Inc. ED

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-11-12T00:57:12.381Z

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 · 2026-11-12T00:00:00.003427617Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:50:41.580686+00:00

Share price$119.19
1D+1.7%
AH$117.07$117.64$118.21$118.78$119.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMED
Sold putSold callAH

Consolidated Edison, Inc. options

Live interpolated ED call and put midpoint premiums by absolute delta.Consolidated Edison, Inc.$0.00$4.00$8.00$12.00$16.00$110.23$114.81$119.38$123.95$128.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ED spot · $119.19ED PRICE$0.39$0.50$0.61$0.72$0.83$1.12$1.46$1.81$2.15$2.50$2.84$3.18$3.53$0.58$0.83$1.08$1.32$1.57$1.81$2.06$2.32$3.68$5.03$6.38$14.85
Puts——
CallsCheap0.40×
Skew——
Implied moveBearish±$3.52
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ123.0417.9%3.6%115.3025.9%3.8%
25Δ122.3217.4%3.0%115.9725.9%3.4%
30Δ121.6016.8%2.5%116.6525.9%3.0%
35Δ120.8716.2%2.0%117.3225.9%2.7%
40Δ120.1515.7%1.5%117.9925.8%2.3%
45Δ119.6215.6%1.3%118.6725.8%2.0%
50Δ119.1315.7%1.2%119.3425.8%1.6%
55Δ118.6515.7%1.1%120.0325.9%1.2%
60Δ118.1715.8%0.9%121.4331.7%1.2%
65Δ117.6815.9%0.8%122.8437.6%1.2%
70Δ117.2015.9%0.7%124.2543.4%1.1%
75Δ116.7116.0%0.6%
80Δ116.2316.1%0.5%132.7074.4%1.1%

20Δ

Calls
Pseudo strike
123.04
IV
17.9%
B/E move
3.6%
Puts
Pseudo strike
115.30
IV
25.9%
B/E move
3.8%

25Δ

Calls
Pseudo strike
122.32
IV
17.4%
B/E move
3.0%
Puts
Pseudo strike
115.97
IV
25.9%
B/E move
3.4%

30Δ

Calls
Pseudo strike
121.60
IV
16.8%
B/E move
2.5%
Puts
Pseudo strike
116.65
IV
25.9%
B/E move
3.0%

35Δ

Calls
Pseudo strike
120.87
IV
16.2%
B/E move
2.0%
Puts
Pseudo strike
117.32
IV
25.9%
B/E move
2.7%

40Δ

Calls
Pseudo strike
120.15
IV
15.7%
B/E move
1.5%
Puts
Pseudo strike
117.99
IV
25.8%
B/E move
2.3%

45Δ

Calls
Pseudo strike
119.62
IV
15.6%
B/E move
1.3%
Puts
Pseudo strike
118.67
IV
25.8%
B/E move
2.0%

50Δ

Calls
Pseudo strike
119.13
IV
15.7%
B/E move
1.2%
Puts
Pseudo strike
119.34
IV
25.8%
B/E move
1.6%

55Δ

Calls
Pseudo strike
118.65
IV
15.7%
B/E move
1.1%
Puts
Pseudo strike
120.03
IV
25.9%
B/E move
1.2%

60Δ

Calls
Pseudo strike
118.17
IV
15.8%
B/E move
0.9%
Puts
Pseudo strike
121.43
IV
31.7%
B/E move
1.2%

65Δ

Calls
Pseudo strike
117.68
IV
15.9%
B/E move
0.8%
Puts
Pseudo strike
122.84
IV
37.6%
B/E move
1.2%

70Δ

Calls
Pseudo strike
117.20
IV
15.9%
B/E move
0.7%
Puts
Pseudo strike
124.25
IV
43.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
116.71
IV
16.0%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
116.23
IV
16.1%
B/E move
0.5%
Puts
Pseudo strike
132.70
IV
74.4%
B/E move
1.1%

Options history

IV · four-Friday blend18.93%
Daily EOD
ED17.1%18.1%19.1%2026-10-19: 17.27%2026-10-20: 17.84%2026-10-21: 17.68%2026-10-22: 18.45%2026-10-23: 18.57%2026-10-26: 18.16%2026-10-27: 18.63%2026-10-28: 18.53%2026-10-29: 18.11%2026-10-30: 18.93%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.27%
17.84%
17.68%
18.45%
18.57%
18.16%
18.63%
18.53%
18.11%
18.93%