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Edison International EIX

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-11-11T13:58:48.567Z

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 · 2026-11-11T12:00:12.341866565Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:58:47.926286+00:00

Share price$59.99
1D
Price history unavailable.

Edison International options

Live interpolated EIX call and put midpoint premiums by absolute delta.Edison International$0.35$1.75$3.15$4.54$5.94$54.34$57.58$60.83$64.08$67.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EIX spot · $59.99EIX PRICE$0.71$0.92$1.14$1.36$1.68$2.04$2.40$2.69$2.92$3.15$3.38$4.15$5.19$0.51$0.64$0.82$1.01$1.19$1.38$1.68$2.19$2.70$3.21$3.88$4.71$5.53
PutsExpensive1.63×
CallsExpensive2.05×
SkewBullish-17.54 pp
Implied moveBullish±$4.08
TiltBullish3.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.4369.9%11.9%56.4746.4%6.7%
25Δ65.0169.3%9.9%57.4344.0%5.3%
30Δ63.9167.1%8.4%58.0143.2%4.7%
35Δ62.8164.8%7.0%58.5542.5%4.1%
40Δ61.9465.0%6.1%59.1041.8%3.5%
45Δ61.1666.2%5.4%59.6541.0%2.9%
50Δ60.3867.4%4.6%60.2341.6%2.4%
55Δ59.6665.8%3.9%60.8844.6%2.2%
60Δ59.0161.7%3.2%61.5447.5%1.9%
65Δ58.3657.5%2.5%62.1950.5%1.7%
70Δ57.7153.4%1.8%63.0251.7%1.4%
75Δ56.7055.9%1.4%64.0251.4%1.1%
80Δ55.5261.5%1.2%65.0151.1%0.9%

20Δ

Calls
Pseudo strike
66.43
IV
69.9%
B/E move
11.9%
Puts
Pseudo strike
56.47
IV
46.4%
B/E move
6.7%

25Δ

Calls
Pseudo strike
65.01
IV
69.3%
B/E move
9.9%
Puts
Pseudo strike
57.43
IV
44.0%
B/E move
5.3%

30Δ

Calls
Pseudo strike
63.91
IV
67.1%
B/E move
8.4%
Puts
Pseudo strike
58.01
IV
43.2%
B/E move
4.7%

35Δ

Calls
Pseudo strike
62.81
IV
64.8%
B/E move
7.0%
Puts
Pseudo strike
58.55
IV
42.5%
B/E move
4.1%

40Δ

Calls
Pseudo strike
61.94
IV
65.0%
B/E move
6.1%
Puts
Pseudo strike
59.10
IV
41.8%
B/E move
3.5%

45Δ

Calls
Pseudo strike
61.16
IV
66.2%
B/E move
5.4%
Puts
Pseudo strike
59.65
IV
41.0%
B/E move
2.9%

50Δ

Calls
Pseudo strike
60.38
IV
67.4%
B/E move
4.6%
Puts
Pseudo strike
60.23
IV
41.6%
B/E move
2.4%

55Δ

Calls
Pseudo strike
59.66
IV
65.8%
B/E move
3.9%
Puts
Pseudo strike
60.88
IV
44.6%
B/E move
2.2%

60Δ

Calls
Pseudo strike
59.01
IV
61.7%
B/E move
3.2%
Puts
Pseudo strike
61.54
IV
47.5%
B/E move
1.9%

65Δ

Calls
Pseudo strike
58.36
IV
57.5%
B/E move
2.5%
Puts
Pseudo strike
62.19
IV
50.5%
B/E move
1.7%

70Δ

Calls
Pseudo strike
57.71
IV
53.4%
B/E move
1.8%
Puts
Pseudo strike
63.02
IV
51.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
56.70
IV
55.9%
B/E move
1.4%
Puts
Pseudo strike
64.02
IV
51.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
55.52
IV
61.5%
B/E move
1.2%
Puts
Pseudo strike
65.01
IV
51.1%
B/E move
0.9%

Options history

IV · four-Friday blend38.34%
Daily close
EIX29.0%42.2%55.4%2026-08-13: 32.79%2026-08-14: 30.81%2026-08-17: 34.98%2026-08-19: 36.89%2026-08-20: 42.06%2026-08-21: 33.34%2026-08-24: 34.81%2026-08-25: 35.87%2026-08-26: 34.64%2026-08-27: 33.93%2026-08-28: 36.50%2026-08-31: 41.27%2026-09-01: 46.65%2026-09-02: 42.46%2026-09-03: 45.63%2026-09-04: 48.12%2026-09-08: 51.79%2026-09-09: 49.38%2026-09-10: 47.50%2026-09-11: 42.10%2026-09-14: 45.64%2026-09-15: 46.27%2026-09-16: 46.13%2026-09-18: 37.44%2026-09-21: 37.77%2026-09-22: 36.96%2026-09-23: 36.54%2026-09-24: 36.84%2026-09-25: 37.35%2026-09-28: 38.59%2026-09-29: 38.16%2026-09-30: 37.95%2026-10-01: 36.99%2026-10-02: 38.98%2026-10-07: 36.57%2026-10-08: 39.24%2026-10-09: 39.66%2026-10-12: 40.48%2026-10-13: 44.34%2026-10-14: 53.55%2026-10-16: 38.00%2026-10-19: 37.65%2026-10-20: 37.17%2026-10-21: 36.93%2026-10-22: 36.95%2026-10-23: 38.29%2026-10-26: 38.66%2026-10-27: 36.49%2026-10-28: 37.73%2026-10-29: 35.04%2026-10-30: 38.34%Aug 13Sep 22Oct 30
51 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
32.79%
30.81%
34.98%
36.89%
42.06%
33.34%
34.81%
35.87%
34.64%
33.93%
36.50%
41.27%
46.65%
42.46%
45.63%
48.12%
51.79%
49.38%
47.50%
42.10%
45.64%
46.27%
46.13%
37.44%
37.77%
36.96%
36.54%
36.84%
37.35%
38.59%
38.16%
37.95%
36.99%
38.98%
36.57%
39.24%
39.66%
40.48%
44.34%
53.55%
38.00%
37.65%
37.17%
36.93%
36.95%
38.29%
38.66%
36.49%
37.73%
35.04%
38.34%