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Fortis Inc. Common Shares FTS

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-11-12T01:22:07.953Z

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 · 2026-11-12T00:00:00.002693995Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:22:07.593258+00:00

Share price$59.07
1D-0.3%
AH$58.83$58.97$59.12$59.27$59.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFTS
Sold putSold callAH

Fortis Inc. Common Shares options

Live interpolated FTS call and put midpoint premiums by absolute delta.Fortis Inc. Common Shares$0.07$1.34$2.61$3.88$5.15$53.12$55.50$57.88$60.26$62.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FTS spot · $59.07FTS PRICE$0.97$0.21$0.51$0.82$1.12$1.43$1.73$2.03$2.34$2.64$2.95$3.25$3.55$0.97$1.01$1.17$1.33$1.49$1.65$1.81$1.97$2.36$2.97$3.57$4.18$4.79
PutsExpensive2.15×
CallsExpensive1.17×
SkewBearish+25.97 pp
Implied moveBearish±$3.54
TiltBearish10.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.04109.3%20.2%52.6193.8%12.6%
25Δ59.9613.5%1.9%55.1670.4%8.3%
30Δ59.5815.1%1.7%55.9166.1%7.3%
35Δ59.2116.6%1.6%56.6561.7%6.3%
40Δ58.8418.2%1.5%57.4057.4%5.4%
45Δ58.4719.8%1.4%58.1453.1%4.4%
50Δ58.0921.3%1.3%58.8948.7%3.4%
55Δ57.7222.9%1.2%59.6344.4%2.4%
60Δ57.3524.5%1.0%60.3942.5%1.8%
65Δ56.9726.0%0.9%61.1442.9%1.5%
70Δ56.6027.6%0.8%61.9043.3%1.3%
75Δ56.2329.2%0.7%62.6643.7%1.0%
80Δ55.8530.7%0.6%63.4244.1%0.7%

20Δ

Calls
Pseudo strike
70.04
IV
109.3%
B/E move
20.2%
Puts
Pseudo strike
52.61
IV
93.8%
B/E move
12.6%

25Δ

Calls
Pseudo strike
59.96
IV
13.5%
B/E move
1.9%
Puts
Pseudo strike
55.16
IV
70.4%
B/E move
8.3%

30Δ

Calls
Pseudo strike
59.58
IV
15.1%
B/E move
1.7%
Puts
Pseudo strike
55.91
IV
66.1%
B/E move
7.3%

35Δ

Calls
Pseudo strike
59.21
IV
16.6%
B/E move
1.6%
Puts
Pseudo strike
56.65
IV
61.7%
B/E move
6.3%

40Δ

Calls
Pseudo strike
58.84
IV
18.2%
B/E move
1.5%
Puts
Pseudo strike
57.40
IV
57.4%
B/E move
5.4%

45Δ

Calls
Pseudo strike
58.47
IV
19.8%
B/E move
1.4%
Puts
Pseudo strike
58.14
IV
53.1%
B/E move
4.4%

50Δ

Calls
Pseudo strike
58.09
IV
21.3%
B/E move
1.3%
Puts
Pseudo strike
58.89
IV
48.7%
B/E move
3.4%

55Δ

Calls
Pseudo strike
57.72
IV
22.9%
B/E move
1.2%
Puts
Pseudo strike
59.63
IV
44.4%
B/E move
2.4%

60Δ

Calls
Pseudo strike
57.35
IV
24.5%
B/E move
1.0%
Puts
Pseudo strike
60.39
IV
42.5%
B/E move
1.8%

65Δ

Calls
Pseudo strike
56.97
IV
26.0%
B/E move
0.9%
Puts
Pseudo strike
61.14
IV
42.9%
B/E move
1.5%

70Δ

Calls
Pseudo strike
56.60
IV
27.6%
B/E move
0.8%
Puts
Pseudo strike
61.90
IV
43.3%
B/E move
1.3%

75Δ

Calls
Pseudo strike
56.23
IV
29.2%
B/E move
0.7%
Puts
Pseudo strike
62.66
IV
43.7%
B/E move
1.0%

80Δ

Calls
Pseudo strike
55.85
IV
30.7%
B/E move
0.6%
Puts
Pseudo strike
63.42
IV
44.1%
B/E move
0.7%

Options history

IV · four-Friday blend22.92%
Daily close
FTS15.1%19.3%23.5%2026-08-24: 19.18%2026-08-25: 18.20%2026-08-26: 18.83%2026-08-27: 15.68%2026-08-28: 19.41%2026-08-31: 21.55%2026-09-01: 18.41%2026-09-02: 19.52%2026-09-04: 20.81%2026-09-18: 18.04%2026-10-19: 18.42%2026-10-20: 22.86%2026-10-21: 22.92%Aug 24Sep 1Oct 21
13 observations2026-08-24 — 2026-10-21
Table
DateIV (%)
19.18%
18.20%
18.83%
15.68%
19.41%
21.55%
18.41%
19.52%
20.81%
18.04%
18.42%
22.86%
22.92%