IntraAlpha
Create free account Start free

Consolidated Edison, Inc. ED

i

Market datapartial · fetched 2026-10-22T21:11:18.772Z

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 · 2026-10-22T20:46:17.277264401Z

FundamentalsAlpha Vantage · unavailable

Share price$116.26
1D+3.2%
AH$112$113$114$115$1175:30 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.$0.47$4.14$7.81$11.48$15.15$99.40$106.04$112.68$119.31$125.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ED spot · $116.26ED PRICE$1.00$0.95$1.05$1.36$1.67$1.98$2.29$2.60$2.91$3.62$4.75$5.88$7.00$0.86$1.17$1.48$1.78$2.11$2.80$3.50$4.19$4.88$5.93$8.05$10.31$14.09
PutsExpensive1.49×
CallsCheap0.92×
SkewBearish+5.94 pp
Implied moveBearish±$5.79
TiltBearish24.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ132.3538.5%14.7%110.7522.0%5.5%
25Δ124.6124.8%8.0%111.8321.9%4.8%
30Δ119.7116.7%3.9%112.9021.8%4.2%
35Δ118.9916.7%3.5%113.9821.7%3.5%
40Δ118.2616.7%3.2%115.0521.7%2.9%
45Δ117.5416.7%2.8%116.1022.6%2.6%
50Δ116.8216.7%2.5%117.1423.5%2.3%
55Δ116.1016.7%2.1%118.1824.5%2.0%
60Δ115.3716.7%1.7%119.2225.4%1.7%
65Δ114.3717.6%1.5%120.5827.1%1.4%
70Δ113.0719.4%1.3%122.8831.0%1.2%
75Δ111.7621.3%1.2%125.3335.1%1.1%
80Δ110.4623.1%1.0%129.3640.6%0.9%

20Δ

Calls
Pseudo strike
132.35
IV
38.5%
B/E move
14.7%
Puts
Pseudo strike
110.75
IV
22.0%
B/E move
5.5%

25Δ

Calls
Pseudo strike
124.61
IV
24.8%
B/E move
8.0%
Puts
Pseudo strike
111.83
IV
21.9%
B/E move
4.8%

30Δ

Calls
Pseudo strike
119.71
IV
16.7%
B/E move
3.9%
Puts
Pseudo strike
112.90
IV
21.8%
B/E move
4.2%

35Δ

Calls
Pseudo strike
118.99
IV
16.7%
B/E move
3.5%
Puts
Pseudo strike
113.98
IV
21.7%
B/E move
3.5%

40Δ

Calls
Pseudo strike
118.26
IV
16.7%
B/E move
3.2%
Puts
Pseudo strike
115.05
IV
21.7%
B/E move
2.9%

45Δ

Calls
Pseudo strike
117.54
IV
16.7%
B/E move
2.8%
Puts
Pseudo strike
116.10
IV
22.6%
B/E move
2.6%

50Δ

Calls
Pseudo strike
116.82
IV
16.7%
B/E move
2.5%
Puts
Pseudo strike
117.14
IV
23.5%
B/E move
2.3%

55Δ

Calls
Pseudo strike
116.10
IV
16.7%
B/E move
2.1%
Puts
Pseudo strike
118.18
IV
24.5%
B/E move
2.0%

60Δ

Calls
Pseudo strike
115.37
IV
16.7%
B/E move
1.7%
Puts
Pseudo strike
119.22
IV
25.4%
B/E move
1.7%

65Δ

Calls
Pseudo strike
114.37
IV
17.6%
B/E move
1.5%
Puts
Pseudo strike
120.58
IV
27.1%
B/E move
1.4%

70Δ

Calls
Pseudo strike
113.07
IV
19.4%
B/E move
1.3%
Puts
Pseudo strike
122.88
IV
31.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
111.76
IV
21.3%
B/E move
1.2%
Puts
Pseudo strike
125.33
IV
35.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
110.46
IV
23.1%
B/E move
1.0%
Puts
Pseudo strike
129.36
IV
40.6%
B/E move
0.9%

Options history

ED17.6617.7617.862026-10-20: 17.84%2026-10-21: 17.68%Oct 20Oct 21
Table
DateIV
17.84%
17.68%