Share price$84.48
1D-0.6%
Sold putSold call
Evergy, Inc. Common Stock EVRG
i
Market datapartial · fetched 2026-10-23T16:41:34.817Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T16:41:27.400535666Z
FundamentalsAlpha Vantage · unavailable
Evergy, Inc. Common Stock options
PutsExpensive1.61×
CallsExpensive1.07×
SkewBearish+5.29 pp
Implied moveBearish±$4.25
TiltBullish13.2% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 95.69 | 44.2% | 14.5% | 77.26 | 42.5% | 9.9% |
| 25Δ | 91.69 | 36.3% | 9.9% | 79.79 | 34.6% | 7.0% |
| 30Δ | 87.29 | 19.4% | 4.4% | 81.21 | 31.0% | 5.6% |
| 35Δ | 86.69 | 19.7% | 3.9% | 82.52 | 27.8% | 4.2% |
| 40Δ | 86.08 | 19.9% | 3.5% | 83.32 | 26.8% | 3.6% |
| 45Δ | 85.47 | 20.2% | 3.1% | 84.12 | 25.7% | 2.9% |
| 50Δ | 84.86 | 20.4% | 2.7% | 84.92 | 24.6% | 2.3% |
| 55Δ | 84.26 | 20.2% | 2.3% | 85.64 | 24.1% | 1.9% |
| 60Δ | 83.66 | 20.1% | 2.0% | 86.35 | 23.8% | 1.6% |
| 65Δ | 83.05 | 20.0% | 1.7% | 87.07 | 23.4% | 1.2% |
| 70Δ | 82.43 | 19.9% | 1.4% | |||
| 75Δ | 81.62 | 20.1% | 1.2% | |||
| 80Δ | 80.81 | 20.3% | 1.0% | |||
20Δ
- Pseudo strike
- 95.69
- IV
- 44.2%
- B/E move
- 14.5%
- Pseudo strike
- 77.26
- IV
- 42.5%
- B/E move
- 9.9%
25Δ
- Pseudo strike
- 91.69
- IV
- 36.3%
- B/E move
- 9.9%
- Pseudo strike
- 79.79
- IV
- 34.6%
- B/E move
- 7.0%
30Δ
- Pseudo strike
- 87.29
- IV
- 19.4%
- B/E move
- 4.4%
- Pseudo strike
- 81.21
- IV
- 31.0%
- B/E move
- 5.6%
35Δ
- Pseudo strike
- 86.69
- IV
- 19.7%
- B/E move
- 3.9%
- Pseudo strike
- 82.52
- IV
- 27.8%
- B/E move
- 4.2%
40Δ
- Pseudo strike
- 86.08
- IV
- 19.9%
- B/E move
- 3.5%
- Pseudo strike
- 83.32
- IV
- 26.8%
- B/E move
- 3.6%
45Δ
- Pseudo strike
- 85.47
- IV
- 20.2%
- B/E move
- 3.1%
- Pseudo strike
- 84.12
- IV
- 25.7%
- B/E move
- 2.9%
50Δ
- Pseudo strike
- 84.86
- IV
- 20.4%
- B/E move
- 2.7%
- Pseudo strike
- 84.92
- IV
- 24.6%
- B/E move
- 2.3%
55Δ
- Pseudo strike
- 84.26
- IV
- 20.2%
- B/E move
- 2.3%
- Pseudo strike
- 85.64
- IV
- 24.1%
- B/E move
- 1.9%
60Δ
- Pseudo strike
- 83.66
- IV
- 20.1%
- B/E move
- 2.0%
- Pseudo strike
- 86.35
- IV
- 23.8%
- B/E move
- 1.6%
65Δ
- Pseudo strike
- 83.05
- IV
- 20.0%
- B/E move
- 1.7%
- Pseudo strike
- 87.07
- IV
- 23.4%
- B/E move
- 1.2%
70Δ
- Pseudo strike
- 82.43
- IV
- 19.9%
- B/E move
- 1.4%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 81.62
- IV
- 20.1%
- B/E move
- 1.2%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 80.81
- IV
- 20.3%
- B/E move
- 1.0%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV |
|---|---|
| 20.17% | |
| 19.95% |