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Emera Incorporated EMA

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-11-11T13:58:36.930Z

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 · 2026-11-11T00:00:00.002088459Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:58:36.519356+00:00

Share price$50.97
1D+0.7%
AH$50.50$50.71$50.92$51.12$51.335:30 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$0.81$1.88$2.96$4.03$5.11$47.73$50.03$52.33$54.64$56.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EMA spot · $50.97EMA PRICE$0.93$0.93$1.00$1.16$1.31$1.46$1.61$1.77$1.92$2.38$3.18$3.99$4.80$1.11$1.44$1.78$2.11$2.44$2.77$3.10$3.43$3.77
Puts——
CallsExpensive2.60×
Skew——
Implied moveBearish±$3.39
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.16110.7%19.8%
25Δ56.6584.1%13.0%
30Δ54.6369.5%9.2%
35Δ53.9265.6%8.1%
40Δ53.2161.8%7.0%50.3242.1%3.5%
45Δ52.5058.0%5.9%50.8242.1%3.1%
50Δ51.7954.2%4.8%51.3342.1%2.8%
55Δ51.0850.3%3.7%51.8342.1%2.4%
60Δ50.3846.5%2.6%52.3342.1%2.1%
65Δ49.5646.5%1.9%52.8342.1%1.8%
70Δ48.6250.7%1.6%53.3442.1%1.4%
75Δ47.6954.9%1.4%53.8442.1%1.1%
80Δ46.7559.2%1.1%54.3442.1%0.8%

20Δ

Calls
Pseudo strike
60.16
IV
110.7%
B/E move
19.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
56.65
IV
84.1%
B/E move
13.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
54.63
IV
69.5%
B/E move
9.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
53.92
IV
65.6%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
53.21
IV
61.8%
B/E move
7.0%
Puts
Pseudo strike
50.32
IV
42.1%
B/E move
3.5%

45Δ

Calls
Pseudo strike
52.50
IV
58.0%
B/E move
5.9%
Puts
Pseudo strike
50.82
IV
42.1%
B/E move
3.1%

50Δ

Calls
Pseudo strike
51.79
IV
54.2%
B/E move
4.8%
Puts
Pseudo strike
51.33
IV
42.1%
B/E move
2.8%

55Δ

Calls
Pseudo strike
51.08
IV
50.3%
B/E move
3.7%
Puts
Pseudo strike
51.83
IV
42.1%
B/E move
2.4%

60Δ

Calls
Pseudo strike
50.38
IV
46.5%
B/E move
2.6%
Puts
Pseudo strike
52.33
IV
42.1%
B/E move
2.1%

65Δ

Calls
Pseudo strike
49.56
IV
46.5%
B/E move
1.9%
Puts
Pseudo strike
52.83
IV
42.1%
B/E move
1.8%

70Δ

Calls
Pseudo strike
48.62
IV
50.7%
B/E move
1.6%
Puts
Pseudo strike
53.34
IV
42.1%
B/E move
1.4%

75Δ

Calls
Pseudo strike
47.69
IV
54.9%
B/E move
1.4%
Puts
Pseudo strike
53.84
IV
42.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
46.75
IV
59.2%
B/E move
1.1%
Puts
Pseudo strike
54.34
IV
42.1%
B/E move
0.8%

Options history

IV · four-Friday blend29.60%
Daily close
EMA20.6%30.3%40.1%2026-08-21: 23.39%2026-08-24: 26.38%2026-08-27: 25.19%2026-08-28: 21.90%2026-08-31: 26.79%2026-09-01: 24.53%2026-09-02: 22.46%2026-09-10: 32.03%2026-09-18: 28.07%2026-09-22: 28.68%2026-10-08: 38.71%2026-10-21: 28.21%2026-10-27: 27.07%2026-10-28: 26.90%2026-10-29: 27.94%2026-10-30: 29.60%Aug 21Sep 10Oct 30
16 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
23.39%
26.38%
25.19%
21.90%
26.79%
24.53%
22.46%
32.03%
28.07%
28.68%
38.71%
28.21%
27.07%
26.90%
27.94%
29.60%