IntraAlpha
Create free account Start free

Entergy Corporation ETR

i

Market datapartial · fetched 2026-10-23T04:23:54.835Z

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 · 2026-10-22T23:00:00.003131322Z

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$4.05$7.78$11.52$15.25$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$2.15$2.64$3.14$3.63$4.13$4.62$5.48$6.47$0.93$1.18$1.43$1.95$2.47$3.00$3.52$4.04$5.40$6.87$8.34$11.37$14.17
PutsExpensive1.55×
CallsFair0.95×
SkewBearish+8.68 pp
Implied moveBearish±$6.16
TiltBearish25.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.3521.1%6.4%101.8327.0%6.7%
25Δ113.3521.0%5.7%103.4225.6%5.5%
30Δ112.3520.9%5.0%105.0124.2%4.3%
35Δ111.3520.8%4.3%105.9924.8%3.8%
40Δ110.3520.8%3.6%106.9625.5%3.4%
45Δ109.4520.9%3.1%107.9426.1%3.0%
50Δ108.6121.2%2.8%108.9126.8%2.6%
55Δ107.7621.5%2.5%109.8927.4%2.2%
60Δ106.9121.8%2.2%111.5130.1%1.9%
65Δ106.0722.1%1.9%113.2233.0%1.7%
70Δ105.2222.3%1.5%114.9236.0%1.5%
75Δ104.0922.3%1.3%118.1941.2%1.3%
80Δ102.8522.2%1.0%121.3244.1%1.0%

20Δ

Calls
Pseudo strike
114.35
IV
21.1%
B/E move
6.4%
Puts
Pseudo strike
101.83
IV
27.0%
B/E move
6.7%

25Δ

Calls
Pseudo strike
113.35
IV
21.0%
B/E move
5.7%
Puts
Pseudo strike
103.42
IV
25.6%
B/E move
5.5%

30Δ

Calls
Pseudo strike
112.35
IV
20.9%
B/E move
5.0%
Puts
Pseudo strike
105.01
IV
24.2%
B/E move
4.3%

35Δ

Calls
Pseudo strike
111.35
IV
20.8%
B/E move
4.3%
Puts
Pseudo strike
105.99
IV
24.8%
B/E move
3.8%

40Δ

Calls
Pseudo strike
110.35
IV
20.8%
B/E move
3.6%
Puts
Pseudo strike
106.96
IV
25.5%
B/E move
3.4%

45Δ

Calls
Pseudo strike
109.45
IV
20.9%
B/E move
3.1%
Puts
Pseudo strike
107.94
IV
26.1%
B/E move
3.0%

50Δ

Calls
Pseudo strike
108.61
IV
21.2%
B/E move
2.8%
Puts
Pseudo strike
108.91
IV
26.8%
B/E move
2.6%

55Δ

Calls
Pseudo strike
107.76
IV
21.5%
B/E move
2.5%
Puts
Pseudo strike
109.89
IV
27.4%
B/E move
2.2%

60Δ

Calls
Pseudo strike
106.91
IV
21.8%
B/E move
2.2%
Puts
Pseudo strike
111.51
IV
30.1%
B/E move
1.9%

65Δ

Calls
Pseudo strike
106.07
IV
22.1%
B/E move
1.9%
Puts
Pseudo strike
113.22
IV
33.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
105.22
IV
22.3%
B/E move
1.5%
Puts
Pseudo strike
114.92
IV
36.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
104.09
IV
22.3%
B/E move
1.3%
Puts
Pseudo strike
118.19
IV
41.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
102.85
IV
22.2%
B/E move
1.0%
Puts
Pseudo strike
121.32
IV
44.1%
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%