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Evergy, Inc. EVRG

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-10-23T17:43:05.935Z

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 · 2026-10-23T17:43:03.521420376Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T17:37:45.757412+00:00

Share price$84.24
1D-0.8%
$84.13$84.34$84.55$84.76$84.975:30 AM6:30 AM9:00 AM1:00 PMEVRG
Sold putSold call

Evergy, Inc. options

Live interpolated EVRG call and put midpoint premiums by absolute delta.Evergy, Inc.$0.69$2.59$4.49$6.38$8.28$75.56$79.56$83.55$87.55$91.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EVRG spot · $84.24EVRG PRICE$1.03$1.18$0.90$1.15$1.41$1.66$1.98$2.33$2.69$3.05$3.64$4.34$5.04$1.17$1.26$1.41$1.57$1.81$2.05$2.30$2.61$2.99$3.36$3.73$5.18$7.73
PutsExpensive1.55×
CallsExpensive1.14×
SkewBearish+2.64 pp
Implied moveBearish±$4.28
TiltBearish10.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ95.5044.6%14.6%76.9742.8%10.0%
25Δ91.3936.5%9.9%79.5534.6%7.1%
30Δ87.1420.1%4.5%81.0230.6%5.5%
35Δ86.5220.6%4.1%82.2927.5%4.2%
40Δ85.9021.0%3.6%83.1326.0%3.5%
45Δ85.2721.4%3.2%83.8824.9%2.9%
50Δ84.6321.7%2.8%84.6323.7%2.3%
55Δ83.9921.7%2.5%85.3322.9%1.8%
60Δ83.3421.7%2.1%85.9922.4%1.5%
65Δ82.6921.8%1.8%86.6421.8%1.1%
70Δ81.8722.3%1.5%87.3021.3%0.8%
75Δ80.9723.1%1.3%88.8625.0%0.7%
80Δ80.0823.8%1.0%91.4831.4%0.6%

20Δ

Calls
Pseudo strike
95.50
IV
44.6%
B/E move
14.6%
Puts
Pseudo strike
76.97
IV
42.8%
B/E move
10.0%

25Δ

Calls
Pseudo strike
91.39
IV
36.5%
B/E move
9.9%
Puts
Pseudo strike
79.55
IV
34.6%
B/E move
7.1%

30Δ

Calls
Pseudo strike
87.14
IV
20.1%
B/E move
4.5%
Puts
Pseudo strike
81.02
IV
30.6%
B/E move
5.5%

35Δ

Calls
Pseudo strike
86.52
IV
20.6%
B/E move
4.1%
Puts
Pseudo strike
82.29
IV
27.5%
B/E move
4.2%

40Δ

Calls
Pseudo strike
85.90
IV
21.0%
B/E move
3.6%
Puts
Pseudo strike
83.13
IV
26.0%
B/E move
3.5%

45Δ

Calls
Pseudo strike
85.27
IV
21.4%
B/E move
3.2%
Puts
Pseudo strike
83.88
IV
24.9%
B/E move
2.9%

50Δ

Calls
Pseudo strike
84.63
IV
21.7%
B/E move
2.8%
Puts
Pseudo strike
84.63
IV
23.7%
B/E move
2.3%

55Δ

Calls
Pseudo strike
83.99
IV
21.7%
B/E move
2.5%
Puts
Pseudo strike
85.33
IV
22.9%
B/E move
1.8%

60Δ

Calls
Pseudo strike
83.34
IV
21.7%
B/E move
2.1%
Puts
Pseudo strike
85.99
IV
22.4%
B/E move
1.5%

65Δ

Calls
Pseudo strike
82.69
IV
21.8%
B/E move
1.8%
Puts
Pseudo strike
86.64
IV
21.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
81.87
IV
22.3%
B/E move
1.5%
Puts
Pseudo strike
87.30
IV
21.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
80.97
IV
23.1%
B/E move
1.3%
Puts
Pseudo strike
88.86
IV
25.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
80.08
IV
23.8%
B/E move
1.0%
Puts
Pseudo strike
91.48
IV
31.4%
B/E move
0.6%

Options history

EVRG19.6619.9420.212026-10-20: 20.17%2026-10-21: 19.95%2026-10-22: 19.70%Oct 20Oct 22
Table
DateIV
20.17%
19.95%
19.70%