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Evergy, Inc. Common Stock EVRG

i

Market datapartial · fetched 2026-11-13T02:09:44.119Z

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 · 2026-11-12T21:23:33.324656528Z

FundamentalsAlpha Vantage · unavailable

Share price$88.27
1D-0.2%
AH$88.20$88.41$88.62$88.82$89.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEVRG
Sold putSold callAH

Evergy, Inc. Common Stock options

Live interpolated EVRG call and put midpoint premiums by absolute delta.Evergy, Inc. Common Stock$0.36$2.02$3.67$5.33$6.99$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEEVRG PRICE$1.06$1.25$1.51$2.36$3.21$1.37$1.94$0.54$0.77$1.00$1.22$1.45$1.68$1.91$2.14$6.51
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ81.1876.9%9.6%
25Δ81.9487.3%9.4%
30Δ91.2236.8%4.5%
35Δ90.5439.1%4.0%87.5616.9%1.4%
40Δ87.9017.7%1.3%
45Δ88.2418.4%1.2%
50Δ88.5819.1%1.0%
55Δ88.9219.9%0.9%
60Δ89.2620.6%0.8%
65Δ89.6021.3%0.7%
70Δ87.1914.8%0.5%89.9422.1%0.5%
75Δ86.2917.1%0.4%
80Δ85.3819.4%0.4%94.1948.5%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
81.18
IV
76.9%
B/E move
9.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
81.94
IV
87.3%
B/E move
9.4%

30Δ

Calls
Pseudo strike
91.22
IV
36.8%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
90.54
IV
39.1%
B/E move
4.0%
Puts
Pseudo strike
87.56
IV
16.9%
B/E move
1.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
87.90
IV
17.7%
B/E move
1.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
88.24
IV
18.4%
B/E move
1.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
88.58
IV
19.1%
B/E move
1.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
88.92
IV
19.9%
B/E move
0.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
89.26
IV
20.6%
B/E move
0.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
89.60
IV
21.3%
B/E move
0.7%

70Δ

Calls
Pseudo strike
87.19
IV
14.8%
B/E move
0.5%
Puts
Pseudo strike
89.94
IV
22.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
86.29
IV
17.1%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
85.38
IV
19.4%
B/E move
0.4%
Puts
Pseudo strike
94.19
IV
48.5%
B/E move
0.7%

Options history

IV · four-Friday blend20.18%
Daily close
EVRG17.1%28.9%40.8%2026-08-14: 22.30%2026-08-18: 24.35%2026-08-19: 29.30%2026-08-21: 19.96%2026-08-24: 19.58%2026-08-25: 19.65%2026-08-26: 18.75%2026-08-27: 19.54%2026-08-28: 19.10%2026-08-31: 20.53%2026-09-01: 19.42%2026-09-02: 20.99%2026-09-03: 19.02%2026-09-04: 19.57%2026-09-08: 20.62%2026-09-09: 22.23%2026-09-10: 22.12%2026-09-11: 21.81%2026-09-15: 25.97%2026-09-17: 39.13%2026-09-18: 19.79%2026-09-21: 19.57%2026-09-22: 20.89%2026-09-23: 20.55%2026-09-25: 20.59%2026-09-28: 19.89%2026-09-29: 20.27%2026-09-30: 21.27%2026-10-01: 21.39%2026-10-02: 19.08%2026-10-05: 20.89%2026-10-06: 21.43%2026-10-07: 21.10%2026-10-08: 23.79%2026-10-09: 21.81%2026-10-12: 27.04%2026-10-13: 25.94%2026-10-14: 27.42%2026-10-15: 32.87%2026-10-16: 19.08%2026-10-19: 19.77%2026-10-20: 20.23%2026-10-21: 19.71%2026-10-22: 19.27%2026-10-23: 19.24%2026-10-26: 19.86%2026-10-27: 19.78%2026-10-28: 19.36%2026-10-29: 18.72%2026-10-30: 20.18%Aug 14Sep 25Oct 30
50 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
22.30%
24.35%
29.30%
19.96%
19.58%
19.65%
18.75%
19.54%
19.10%
20.53%
19.42%
20.99%
19.02%
19.57%
20.62%
22.23%
22.12%
21.81%
25.97%
39.13%
19.79%
19.57%
20.89%
20.55%
20.59%
19.89%
20.27%
21.27%
21.39%
19.08%
20.89%
21.43%
21.10%
23.79%
21.81%
27.04%
25.94%
27.42%
32.87%
19.08%
19.77%
20.23%
19.71%
19.27%
19.24%
19.86%
19.78%
19.36%
18.72%
20.18%