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FirstEnergy Corp. FE

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-11-11T13:50:39.909Z

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 · 2026-11-11T00:00:00.003817587Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:50:30.226648+00:00

Share price$46.48
1D-0.4%
AH$46.04$46.22$46.41$46.59$46.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFE
Sold putSold callAH

FirstEnergy Corp. options

Live interpolated FE call and put midpoint premiums by absolute delta.FirstEnergy Corp.$0.20$0.96$1.73$2.49$3.26$42.70$44.58$46.45$48.33$50.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FE spot · $46.48FE PRICE$0.28$0.33$0.39$0.46$0.53$0.60$0.67$0.74$3.04$0.35$0.42$0.55$0.73$0.92$1.10$1.33$1.61$1.88$2.10$2.30
Puts——
Calls——
Skew——
Implied moveBearish±$1.44
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ47.4120.5%2.6%45.6323.5%2.6%
35Δ47.1219.4%2.1%45.8923.3%2.2%
40Δ46.9118.7%1.8%46.1424.4%1.9%
45Δ46.7418.3%1.6%46.3926.4%1.8%
50Δ46.5817.8%1.4%46.6428.5%1.6%
55Δ46.4217.3%1.2%46.8930.5%1.5%
60Δ46.2516.9%0.9%47.2132.0%1.3%
65Δ46.0916.4%0.7%47.5733.2%1.1%
70Δ47.9434.4%0.9%
75Δ48.2533.0%0.7%
80Δ43.8846.1%0.9%48.5531.1%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
47.41
IV
20.5%
B/E move
2.6%
Puts
Pseudo strike
45.63
IV
23.5%
B/E move
2.6%

35Δ

Calls
Pseudo strike
47.12
IV
19.4%
B/E move
2.1%
Puts
Pseudo strike
45.89
IV
23.3%
B/E move
2.2%

40Δ

Calls
Pseudo strike
46.91
IV
18.7%
B/E move
1.8%
Puts
Pseudo strike
46.14
IV
24.4%
B/E move
1.9%

45Δ

Calls
Pseudo strike
46.74
IV
18.3%
B/E move
1.6%
Puts
Pseudo strike
46.39
IV
26.4%
B/E move
1.8%

50Δ

Calls
Pseudo strike
46.58
IV
17.8%
B/E move
1.4%
Puts
Pseudo strike
46.64
IV
28.5%
B/E move
1.6%

55Δ

Calls
Pseudo strike
46.42
IV
17.3%
B/E move
1.2%
Puts
Pseudo strike
46.89
IV
30.5%
B/E move
1.5%

60Δ

Calls
Pseudo strike
46.25
IV
16.9%
B/E move
0.9%
Puts
Pseudo strike
47.21
IV
32.0%
B/E move
1.3%

65Δ

Calls
Pseudo strike
46.09
IV
16.4%
B/E move
0.7%
Puts
Pseudo strike
47.57
IV
33.2%
B/E move
1.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.94
IV
34.4%
B/E move
0.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.25
IV
33.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
43.88
IV
46.1%
B/E move
0.9%
Puts
Pseudo strike
48.55
IV
31.1%
B/E move
0.5%

Options history

IV · four-Friday blend17.37%
Daily EOD
FE16.8%20.7%24.5%2026-10-19: 18.57%2026-10-20: 20.12%2026-10-21: 20.44%2026-10-22: 21.72%2026-10-23: 20.62%2026-10-26: 19.14%2026-10-27: 23.98%2026-10-28: 18.97%2026-10-29: 18.82%2026-10-30: 17.37%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
18.57%
20.12%
20.44%
21.72%
20.62%
19.14%
23.98%
18.97%
18.82%
17.37%