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FirstEnergy Corp. FE

i

Market datapartial · fetched 2026-10-22T12:25:12.559Z

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 · 2026-10-22T12:01:01.099862503Z

FundamentalsAlpha Vantage · unavailable

Share price$45.18
1D
Price history unavailable.

FirstEnergy Corp. options

Live interpolated FE call and put midpoint premiums by absolute delta.FirstEnergy Corp.$0.26$1.15$2.03$2.92$3.80$40.60$42.94$45.28$47.62$49.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FE spot · $45.18FE PRICE$0.36$0.66$0.63$0.60$0.62$0.84$1.07$1.30$1.50$1.70$2.02$3.55$3.47$0.86$0.62$0.48$0.58$0.68$0.91$1.39$1.87$1.98$2.07$2.16$2.42$2.71
PutsCheap0.91×
CallsCheap0.84×
SkewBearish+0.53 pp
Implied moveBearish±$2.46
TiltBalanced1.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.5333.6%12.6%40.1256.3%13.1%
25Δ48.6735.2%9.2%42.4134.5%7.5%
30Δ47.5728.2%6.7%44.1019.2%3.4%
35Δ46.7021.9%4.7%44.4418.7%2.9%
40Δ45.9417.1%3.1%44.7718.1%2.4%
45Δ45.6419.0%2.9%45.1419.4%2.1%
50Δ45.3420.8%2.7%45.5524.6%2.2%
55Δ45.0422.6%2.6%45.9729.7%2.4%
60Δ44.6922.6%2.2%46.3027.7%1.9%
65Δ44.3322.2%1.9%46.6225.2%1.4%
70Δ43.8723.0%1.6%46.9422.7%0.9%
75Δ42.4636.0%1.8%47.3321.7%0.6%
80Δ42.2629.8%1.2%47.7421.0%0.3%

20Δ

Calls
Pseudo strike
50.53
IV
33.6%
B/E move
12.6%
Puts
Pseudo strike
40.12
IV
56.3%
B/E move
13.1%

25Δ

Calls
Pseudo strike
48.67
IV
35.2%
B/E move
9.2%
Puts
Pseudo strike
42.41
IV
34.5%
B/E move
7.5%

30Δ

Calls
Pseudo strike
47.57
IV
28.2%
B/E move
6.7%
Puts
Pseudo strike
44.10
IV
19.2%
B/E move
3.4%

35Δ

Calls
Pseudo strike
46.70
IV
21.9%
B/E move
4.7%
Puts
Pseudo strike
44.44
IV
18.7%
B/E move
2.9%

40Δ

Calls
Pseudo strike
45.94
IV
17.1%
B/E move
3.1%
Puts
Pseudo strike
44.77
IV
18.1%
B/E move
2.4%

45Δ

Calls
Pseudo strike
45.64
IV
19.0%
B/E move
2.9%
Puts
Pseudo strike
45.14
IV
19.4%
B/E move
2.1%

50Δ

Calls
Pseudo strike
45.34
IV
20.8%
B/E move
2.7%
Puts
Pseudo strike
45.55
IV
24.6%
B/E move
2.2%

55Δ

Calls
Pseudo strike
45.04
IV
22.6%
B/E move
2.6%
Puts
Pseudo strike
45.97
IV
29.7%
B/E move
2.4%

60Δ

Calls
Pseudo strike
44.69
IV
22.6%
B/E move
2.2%
Puts
Pseudo strike
46.30
IV
27.7%
B/E move
1.9%

65Δ

Calls
Pseudo strike
44.33
IV
22.2%
B/E move
1.9%
Puts
Pseudo strike
46.62
IV
25.2%
B/E move
1.4%

70Δ

Calls
Pseudo strike
43.87
IV
23.0%
B/E move
1.6%
Puts
Pseudo strike
46.94
IV
22.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
42.46
IV
36.0%
B/E move
1.8%
Puts
Pseudo strike
47.33
IV
21.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
42.26
IV
29.8%
B/E move
1.2%
Puts
Pseudo strike
47.74
IV
21.0%
B/E move
0.3%

Options history

No recorded observations