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Fortis Inc. Common Shares FTS

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Market datapartial · fetched 2026-10-22T18:30:32.677Z

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 · 2026-10-22T18:30:22.927401045Z

FundamentalsAlpha Vantage · unavailable

Share price$57.67
1D+2.0%
$56.41$56.74$57.08$57.42$57.755:30 AM6:30 AM9:00 AM1:00 PMFTS
Sold putSold call

Fortis Inc. Common Shares options

Live interpolated FTS call and put midpoint premiums by absolute delta.Fortis Inc. Common Shares$0.62$2.71$4.81$6.90$9.00$49.50$53.78$58.05$62.33$66.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FTS spot · $57.66FTS PRICE$1.10$1.21$1.33$1.45$1.56$1.68$1.79$1.91$2.03$2.14$2.26$2.38$2.49$0.84$1.05$1.25$1.62$1.98$2.35$2.71$3.08$3.44$4.30$5.56$6.81$8.40
PutsExpensive2.76×
CallsExpensive2.29×
SkewBullish-4.77 pp
Implied moveBearish±$4.51
TiltBearish30.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.7968.2%22.9%50.8447.6%13.3%
25Δ68.7564.3%21.3%52.9442.8%10.0%
30Δ67.7160.4%19.7%55.0138.2%6.8%
35Δ66.6756.5%18.1%55.7837.8%6.1%
40Δ65.6352.6%16.5%56.5637.5%5.4%
45Δ64.5948.7%14.9%57.3437.1%4.6%
50Δ63.5544.8%13.3%58.1136.8%3.9%
55Δ62.5140.9%11.7%58.8936.4%3.2%
60Δ61.4737.0%10.1%59.6636.1%2.5%
65Δ60.4433.0%8.5%60.8137.6%2.0%
70Δ59.4029.1%6.9%62.2540.7%1.7%
75Δ58.3625.2%5.3%63.6943.7%1.4%
80Δ57.3221.3%3.7%65.4647.8%1.1%

20Δ

Calls
Pseudo strike
69.79
IV
68.2%
B/E move
22.9%
Puts
Pseudo strike
50.84
IV
47.6%
B/E move
13.3%

25Δ

Calls
Pseudo strike
68.75
IV
64.3%
B/E move
21.3%
Puts
Pseudo strike
52.94
IV
42.8%
B/E move
10.0%

30Δ

Calls
Pseudo strike
67.71
IV
60.4%
B/E move
19.7%
Puts
Pseudo strike
55.01
IV
38.2%
B/E move
6.8%

35Δ

Calls
Pseudo strike
66.67
IV
56.5%
B/E move
18.1%
Puts
Pseudo strike
55.78
IV
37.8%
B/E move
6.1%

40Δ

Calls
Pseudo strike
65.63
IV
52.6%
B/E move
16.5%
Puts
Pseudo strike
56.56
IV
37.5%
B/E move
5.4%

45Δ

Calls
Pseudo strike
64.59
IV
48.7%
B/E move
14.9%
Puts
Pseudo strike
57.34
IV
37.1%
B/E move
4.6%

50Δ

Calls
Pseudo strike
63.55
IV
44.8%
B/E move
13.3%
Puts
Pseudo strike
58.11
IV
36.8%
B/E move
3.9%

55Δ

Calls
Pseudo strike
62.51
IV
40.9%
B/E move
11.7%
Puts
Pseudo strike
58.89
IV
36.4%
B/E move
3.2%

60Δ

Calls
Pseudo strike
61.47
IV
37.0%
B/E move
10.1%
Puts
Pseudo strike
59.66
IV
36.1%
B/E move
2.5%

65Δ

Calls
Pseudo strike
60.44
IV
33.0%
B/E move
8.5%
Puts
Pseudo strike
60.81
IV
37.6%
B/E move
2.0%

70Δ

Calls
Pseudo strike
59.40
IV
29.1%
B/E move
6.9%
Puts
Pseudo strike
62.25
IV
40.7%
B/E move
1.7%

75Δ

Calls
Pseudo strike
58.36
IV
25.2%
B/E move
5.3%
Puts
Pseudo strike
63.69
IV
43.7%
B/E move
1.4%

80Δ

Calls
Pseudo strike
57.32
IV
21.3%
B/E move
3.7%
Puts
Pseudo strike
65.46
IV
47.8%
B/E move
1.1%

Options history

No recorded observations