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Emera Incorporated EMA

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Market datapartial · fetched 2026-10-22T11:48:39.248Z

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 · 2026-10-21T23:00:00.001679024Z

FundamentalsAlpha Vantage · unavailable

Share price$47.37
1D+0.1%
AH$47.21$47.29$47.38$47.46$47.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEMA
Sold putSold callAH

Emera Incorporated options

Live interpolated EMA call and put midpoint premiums by absolute delta.Emera Incorporated$0.87$4.81$8.74$12.68$16.62$38.61$43.09$47.57$52.05$56.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EMA spot · $47.37EMA PRICE$1.30$1.30$1.47$1.68$1.88$2.08$2.29$2.49$2.70$2.90$3.10$4.05$6.99$1.32$1.44$1.56$1.71$1.90$2.09$2.28$2.48$2.67$2.86$3.05$7.76$15.48
PutsExpensive2.44×
CallsExpensive2.49×
SkewBullish-3.00 pp
Implied moveBalanced±$4.57
TiltBearish15.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.7898.9%35.3%40.2679.5%17.8%
25Δ55.8572.1%20.7%42.1068.8%14.1%
30Δ54.1165.4%17.3%43.9558.1%10.5%
35Δ53.0761.7%15.6%45.2850.8%8.0%
40Δ52.0258.0%13.8%45.9247.8%7.1%
45Δ50.9854.3%12.0%46.5644.9%6.1%
50Δ49.9350.6%10.2%47.2042.0%5.2%
55Δ48.8946.8%8.5%47.8439.0%4.2%
60Δ47.8543.1%6.7%48.4836.1%3.3%
65Δ46.8039.4%4.9%49.1233.2%2.3%
70Δ45.7635.7%3.1%49.7630.2%1.4%
75Δ44.1837.8%1.8%54.3855.3%1.6%
80Δ41.2055.5%1.7%61.8094.8%2.2%

20Δ

Calls
Pseudo strike
62.78
IV
98.9%
B/E move
35.3%
Puts
Pseudo strike
40.26
IV
79.5%
B/E move
17.8%

25Δ

Calls
Pseudo strike
55.85
IV
72.1%
B/E move
20.7%
Puts
Pseudo strike
42.10
IV
68.8%
B/E move
14.1%

30Δ

Calls
Pseudo strike
54.11
IV
65.4%
B/E move
17.3%
Puts
Pseudo strike
43.95
IV
58.1%
B/E move
10.5%

35Δ

Calls
Pseudo strike
53.07
IV
61.7%
B/E move
15.6%
Puts
Pseudo strike
45.28
IV
50.8%
B/E move
8.0%

40Δ

Calls
Pseudo strike
52.02
IV
58.0%
B/E move
13.8%
Puts
Pseudo strike
45.92
IV
47.8%
B/E move
7.1%

45Δ

Calls
Pseudo strike
50.98
IV
54.3%
B/E move
12.0%
Puts
Pseudo strike
46.56
IV
44.9%
B/E move
6.1%

50Δ

Calls
Pseudo strike
49.93
IV
50.6%
B/E move
10.2%
Puts
Pseudo strike
47.20
IV
42.0%
B/E move
5.2%

55Δ

Calls
Pseudo strike
48.89
IV
46.8%
B/E move
8.5%
Puts
Pseudo strike
47.84
IV
39.0%
B/E move
4.2%

60Δ

Calls
Pseudo strike
47.85
IV
43.1%
B/E move
6.7%
Puts
Pseudo strike
48.48
IV
36.1%
B/E move
3.3%

65Δ

Calls
Pseudo strike
46.80
IV
39.4%
B/E move
4.9%
Puts
Pseudo strike
49.12
IV
33.2%
B/E move
2.3%

70Δ

Calls
Pseudo strike
45.76
IV
35.7%
B/E move
3.1%
Puts
Pseudo strike
49.76
IV
30.2%
B/E move
1.4%

75Δ

Calls
Pseudo strike
44.18
IV
37.8%
B/E move
1.8%
Puts
Pseudo strike
54.38
IV
55.3%
B/E move
1.6%

80Δ

Calls
Pseudo strike
41.20
IV
55.5%
B/E move
1.7%
Puts
Pseudo strike
61.80
IV
94.8%
B/E move
2.2%

Options history

No recorded observations