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Emera Incorporated EMA

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Market datapartial · fetched 2026-10-22T21:11:12.869Z

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 · 2026-10-22T20:10:00.001576914Z

FundamentalsAlpha Vantage · unavailable

Share price$49.36
1D+3.1%
AH$47.74$48.18$48.62$49.06$49.505:30 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$0.22$3.90$7.58$11.26$14.94$42.15$46.37$50.58$54.80$59.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EMA spot · $49.36EMA PRICE$1.22$1.30$1.22$1.13$1.05$1.04$2.88$4.71$6.55$8.38$10.21$12.05$13.88$0.62$0.85$1.08$1.31$1.54$1.76$1.99$2.64$3.64$4.64$5.64$7.15$11.88
PutsExpensive1.89×
CallsExpensive2.37×
SkewBullish-17.62 pp
Implied moveBullish±$4.87
TiltBullish18.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.1588.1%30.4%45.8831.9%8.3%
25Δ62.0984.0%28.4%46.5232.1%7.5%
30Δ59.0468.2%22.1%47.1632.3%6.6%
35Δ55.9952.5%15.7%47.7932.5%5.8%
40Δ52.9336.7%9.4%48.4332.7%5.0%
45Δ49.9321.9%3.3%49.0732.9%4.2%
50Δ47.9730.7%3.0%49.7133.0%3.3%
55Δ46.0239.5%2.8%50.6135.4%2.8%
60Δ44.0748.3%2.5%51.7539.5%2.5%
65Δ42.1157.1%2.3%52.8943.7%2.3%
70Δ40.1665.9%2.1%54.0247.9%2.0%
75Δ38.2074.7%1.8%55.6554.2%1.7%
80Δ36.2583.5%1.6%60.3974.1%1.7%

20Δ

Calls
Pseudo strike
63.15
IV
88.1%
B/E move
30.4%
Puts
Pseudo strike
45.88
IV
31.9%
B/E move
8.3%

25Δ

Calls
Pseudo strike
62.09
IV
84.0%
B/E move
28.4%
Puts
Pseudo strike
46.52
IV
32.1%
B/E move
7.5%

30Δ

Calls
Pseudo strike
59.04
IV
68.2%
B/E move
22.1%
Puts
Pseudo strike
47.16
IV
32.3%
B/E move
6.6%

35Δ

Calls
Pseudo strike
55.99
IV
52.5%
B/E move
15.7%
Puts
Pseudo strike
47.79
IV
32.5%
B/E move
5.8%

40Δ

Calls
Pseudo strike
52.93
IV
36.7%
B/E move
9.4%
Puts
Pseudo strike
48.43
IV
32.7%
B/E move
5.0%

45Δ

Calls
Pseudo strike
49.93
IV
21.9%
B/E move
3.3%
Puts
Pseudo strike
49.07
IV
32.9%
B/E move
4.2%

50Δ

Calls
Pseudo strike
47.97
IV
30.7%
B/E move
3.0%
Puts
Pseudo strike
49.71
IV
33.0%
B/E move
3.3%

55Δ

Calls
Pseudo strike
46.02
IV
39.5%
B/E move
2.8%
Puts
Pseudo strike
50.61
IV
35.4%
B/E move
2.8%

60Δ

Calls
Pseudo strike
44.07
IV
48.3%
B/E move
2.5%
Puts
Pseudo strike
51.75
IV
39.5%
B/E move
2.5%

65Δ

Calls
Pseudo strike
42.11
IV
57.1%
B/E move
2.3%
Puts
Pseudo strike
52.89
IV
43.7%
B/E move
2.3%

70Δ

Calls
Pseudo strike
40.16
IV
65.9%
B/E move
2.1%
Puts
Pseudo strike
54.02
IV
47.9%
B/E move
2.0%

75Δ

Calls
Pseudo strike
38.20
IV
74.7%
B/E move
1.8%
Puts
Pseudo strike
55.65
IV
54.2%
B/E move
1.7%

80Δ

Calls
Pseudo strike
36.25
IV
83.5%
B/E move
1.6%
Puts
Pseudo strike
60.39
IV
74.1%
B/E move
1.7%

Options history

EMA28.6328.6628.692026-10-21: 28.66%Oct 21Oct 21
Table
DateIV
28.66%