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Entergy Corporation ETR

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-11-12T16:17:24.648Z

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 · 2026-11-12T16:17:13.158036924Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T16:17:24.163951+00:00

Share price$112.62
1D+0.0%
$112.18$112.36$112.54$112.72$112.905:30 AM6:30 AM9:00 AM1:00 PMETR
Sold putSold call

Entergy Corporation options

Live interpolated ETR call and put midpoint premiums by absolute delta.Entergy Corporation$0.23$2.05$3.87$5.69$7.51$93.23$103.28$113.32$123.36$133.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ETR spot · $112.62ETR PRICE$0.43$0.48$0.66$0.85$1.04$1.23$1.41$1.60$1.79$1.98$2.16$2.35$2.54$1.03$1.32$1.60$1.89$2.17$2.45$2.74$3.02$3.30$3.63$4.75$5.87$6.99
PutsCheap0.42×
CallsCheap0.18×
SkewBearish+20.68 pp
Implied moveBearish±$4.15
TiltBearish37.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.9133.4%6.9%103.8744.6%8.7%
25Δ114.9519.0%2.5%105.1243.4%7.8%
30Δ114.5518.6%2.3%106.3642.1%7.0%
35Δ114.1618.2%2.1%107.6040.9%6.1%
40Δ113.7717.8%1.9%108.8539.7%5.3%
45Δ113.3817.4%1.8%110.0938.4%4.4%
50Δ112.9917.0%1.6%111.3337.2%3.6%
55Δ112.6016.6%1.4%112.5736.0%2.7%
60Δ112.2116.2%1.2%113.8234.7%1.9%
65Δ111.8215.8%1.0%115.0633.7%1.1%
70Δ111.4315.4%0.9%116.3735.7%0.9%
75Δ111.0415.0%0.7%117.6837.8%0.7%
80Δ110.6514.6%0.5%118.9939.9%0.5%

20Δ

Calls
Pseudo strike
119.91
IV
33.4%
B/E move
6.9%
Puts
Pseudo strike
103.87
IV
44.6%
B/E move
8.7%

25Δ

Calls
Pseudo strike
114.95
IV
19.0%
B/E move
2.5%
Puts
Pseudo strike
105.12
IV
43.4%
B/E move
7.8%

30Δ

Calls
Pseudo strike
114.55
IV
18.6%
B/E move
2.3%
Puts
Pseudo strike
106.36
IV
42.1%
B/E move
7.0%

35Δ

Calls
Pseudo strike
114.16
IV
18.2%
B/E move
2.1%
Puts
Pseudo strike
107.60
IV
40.9%
B/E move
6.1%

40Δ

Calls
Pseudo strike
113.77
IV
17.8%
B/E move
1.9%
Puts
Pseudo strike
108.85
IV
39.7%
B/E move
5.3%

45Δ

Calls
Pseudo strike
113.38
IV
17.4%
B/E move
1.8%
Puts
Pseudo strike
110.09
IV
38.4%
B/E move
4.4%

50Δ

Calls
Pseudo strike
112.99
IV
17.0%
B/E move
1.6%
Puts
Pseudo strike
111.33
IV
37.2%
B/E move
3.6%

55Δ

Calls
Pseudo strike
112.60
IV
16.6%
B/E move
1.4%
Puts
Pseudo strike
112.57
IV
36.0%
B/E move
2.7%

60Δ

Calls
Pseudo strike
112.21
IV
16.2%
B/E move
1.2%
Puts
Pseudo strike
113.82
IV
34.7%
B/E move
1.9%

65Δ

Calls
Pseudo strike
111.82
IV
15.8%
B/E move
1.0%
Puts
Pseudo strike
115.06
IV
33.7%
B/E move
1.1%

70Δ

Calls
Pseudo strike
111.43
IV
15.4%
B/E move
0.9%
Puts
Pseudo strike
116.37
IV
35.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
111.04
IV
15.0%
B/E move
0.7%
Puts
Pseudo strike
117.68
IV
37.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
110.65
IV
14.6%
B/E move
0.5%
Puts
Pseudo strike
118.99
IV
39.9%
B/E move
0.5%

Options history

IV · four-Friday blend23.62%
Daily close
ETR19.8%23.7%27.6%2026-08-17: 25.44%2026-08-21: 21.15%2026-08-24: 22.17%2026-08-25: 21.33%2026-08-26: 22.44%2026-08-27: 21.54%2026-08-28: 21.32%2026-08-31: 21.54%2026-09-01: 21.03%2026-09-02: 20.70%2026-09-03: 20.82%2026-09-04: 20.65%2026-09-08: 21.41%2026-09-11: 25.22%2026-09-14: 27.09%2026-09-18: 22.10%2026-09-21: 20.30%2026-09-22: 21.59%2026-09-23: 21.92%2026-09-24: 22.59%2026-09-25: 20.87%2026-09-28: 22.88%2026-09-29: 22.33%2026-09-30: 23.58%2026-10-01: 22.25%2026-10-02: 22.77%2026-10-07: 23.21%2026-10-13: 26.96%2026-10-14: 27.02%2026-10-16: 21.51%2026-10-19: 22.59%2026-10-20: 21.97%2026-10-21: 21.44%2026-10-22: 22.14%2026-10-23: 22.50%2026-10-26: 22.94%2026-10-27: 22.75%2026-10-28: 22.38%2026-10-29: 22.29%2026-10-30: 23.62%Aug 17Sep 24Oct 30
40 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
25.44%
21.15%
22.17%
21.33%
22.44%
21.54%
21.32%
21.54%
21.03%
20.70%
20.82%
20.65%
21.41%
25.22%
27.09%
22.10%
20.30%
21.59%
21.92%
22.59%
20.87%
22.88%
22.33%
23.58%
22.25%
22.77%
23.21%
26.96%
27.02%
21.51%
22.59%
21.97%
21.44%
22.14%
22.50%
22.94%
22.75%
22.38%
22.29%
23.62%