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Entergy Corporation ETR

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Market datapartial · fetched 2026-10-22T22:09:16.181Z

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 · 2026-10-22T20:34:59.271153121Z

FundamentalsAlpha Vantage · unavailable

Share price$108.19
1D+1.0%
AH$105.97$106.56$107.16$107.76$108.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMETR
Sold putSold callAH

Entergy Corporation options

Live interpolated ETR call and put midpoint premiums by absolute delta.Entergy Corporation$0.31$4.06$7.81$11.56$15.30$94.93$100.48$106.04$111.60$117.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ETR spot · $108.19ETR PRICE$0.71$0.97$1.22$1.48$1.73$2.14$2.63$3.13$3.62$4.12$4.61$5.46$6.44$0.93$1.18$1.43$1.96$2.48$3.00$3.52$4.05$5.42$6.89$8.36$11.42$14.22
PutsExpensive1.53×
CallsCheap0.94×
SkewBearish+8.67 pp
Implied moveBearish±$6.16
TiltBearish25.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.3620.7%6.4%101.8326.6%6.7%
25Δ113.3620.6%5.7%103.4325.2%5.5%
30Δ112.3620.5%5.0%105.0223.8%4.3%
35Δ111.3620.4%4.3%105.9924.4%3.8%
40Δ110.3620.4%3.6%106.9725.1%3.4%
45Δ109.4620.5%3.2%107.9525.7%3.0%
50Δ108.6220.8%2.8%108.9226.4%2.6%
55Δ107.7721.0%2.5%109.9027.0%2.2%
60Δ106.9321.3%2.2%111.5429.7%1.9%
65Δ106.0821.6%1.9%113.2532.6%1.7%
70Δ105.2421.9%1.5%114.9635.5%1.5%
75Δ104.1221.8%1.3%118.2540.7%1.3%
80Δ102.8921.7%1.1%121.3843.5%1.0%

20Δ

Calls
Pseudo strike
114.36
IV
20.7%
B/E move
6.4%
Puts
Pseudo strike
101.83
IV
26.6%
B/E move
6.7%

25Δ

Calls
Pseudo strike
113.36
IV
20.6%
B/E move
5.7%
Puts
Pseudo strike
103.43
IV
25.2%
B/E move
5.5%

30Δ

Calls
Pseudo strike
112.36
IV
20.5%
B/E move
5.0%
Puts
Pseudo strike
105.02
IV
23.8%
B/E move
4.3%

35Δ

Calls
Pseudo strike
111.36
IV
20.4%
B/E move
4.3%
Puts
Pseudo strike
105.99
IV
24.4%
B/E move
3.8%

40Δ

Calls
Pseudo strike
110.36
IV
20.4%
B/E move
3.6%
Puts
Pseudo strike
106.97
IV
25.1%
B/E move
3.4%

45Δ

Calls
Pseudo strike
109.46
IV
20.5%
B/E move
3.2%
Puts
Pseudo strike
107.95
IV
25.7%
B/E move
3.0%

50Δ

Calls
Pseudo strike
108.62
IV
20.8%
B/E move
2.8%
Puts
Pseudo strike
108.92
IV
26.4%
B/E move
2.6%

55Δ

Calls
Pseudo strike
107.77
IV
21.0%
B/E move
2.5%
Puts
Pseudo strike
109.90
IV
27.0%
B/E move
2.2%

60Δ

Calls
Pseudo strike
106.93
IV
21.3%
B/E move
2.2%
Puts
Pseudo strike
111.54
IV
29.7%
B/E move
1.9%

65Δ

Calls
Pseudo strike
106.08
IV
21.6%
B/E move
1.9%
Puts
Pseudo strike
113.25
IV
32.6%
B/E move
1.7%

70Δ

Calls
Pseudo strike
105.24
IV
21.9%
B/E move
1.5%
Puts
Pseudo strike
114.96
IV
35.5%
B/E move
1.5%

75Δ

Calls
Pseudo strike
104.12
IV
21.8%
B/E move
1.3%
Puts
Pseudo strike
118.25
IV
40.7%
B/E move
1.3%

80Δ

Calls
Pseudo strike
102.89
IV
21.7%
B/E move
1.1%
Puts
Pseudo strike
121.38
IV
43.5%
B/E move
1.0%

Options history

ETR21.4021.7122.022026-10-20: 21.98%2026-10-21: 21.44%Oct 20Oct 21
Table
DateIV
21.98%
21.44%