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Fortis Inc FTS

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-10-24T04:22:34.151Z

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 · 2026-10-23T23:00:00.002772233Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:22:34.466266+00:00

Share price$57.95
1D+0.1%
AH$57.56$57.69$57.83$57.96$58.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFTS
Sold putSold callAH

Fortis Inc options

Live interpolated FTS call and put midpoint premiums by absolute delta.Fortis Inc$0.12$2.44$4.77$7.10$9.42$51.24$53.98$56.72$59.46$62.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FTS spot · $57.95FTS PRICE$0.37$0.47$0.73$0.98$1.23$1.49$1.74$2.00$2.25$2.50$2.76$3.01$3.26$0.43$0.60$0.76$0.93$1.10$1.27$1.44$1.61$1.78$1.95$2.12$2.80$8.75
PutsExpensive1.41×
CallsCheap0.92×
SkewBearish+2.36 pp
Implied moveBullish±$3.18
TiltBearish5.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.1624.2%7.9%55.4919.0%5.0%
25Δ59.6514.5%3.7%55.9018.8%4.6%
30Δ59.2515.1%3.5%56.3218.6%4.1%
35Δ58.8515.7%3.2%56.7318.5%3.7%
40Δ58.4516.4%3.0%57.1418.3%3.3%
45Δ58.0517.0%2.7%57.5518.1%2.9%
50Δ57.6517.6%2.5%57.9717.9%2.5%
55Δ57.2518.2%2.2%58.3817.8%2.0%
60Δ56.8518.9%2.0%58.7917.6%1.6%
65Δ56.4519.5%1.7%59.2017.4%1.2%
70Δ56.0520.1%1.5%59.6217.2%0.8%
75Δ55.6520.7%1.2%60.4820.1%0.5%
80Δ55.2621.4%1.0%66.0650.6%1.1%

20Δ

Calls
Pseudo strike
62.16
IV
24.2%
B/E move
7.9%
Puts
Pseudo strike
55.49
IV
19.0%
B/E move
5.0%

25Δ

Calls
Pseudo strike
59.65
IV
14.5%
B/E move
3.7%
Puts
Pseudo strike
55.90
IV
18.8%
B/E move
4.6%

30Δ

Calls
Pseudo strike
59.25
IV
15.1%
B/E move
3.5%
Puts
Pseudo strike
56.32
IV
18.6%
B/E move
4.1%

35Δ

Calls
Pseudo strike
58.85
IV
15.7%
B/E move
3.2%
Puts
Pseudo strike
56.73
IV
18.5%
B/E move
3.7%

40Δ

Calls
Pseudo strike
58.45
IV
16.4%
B/E move
3.0%
Puts
Pseudo strike
57.14
IV
18.3%
B/E move
3.3%

45Δ

Calls
Pseudo strike
58.05
IV
17.0%
B/E move
2.7%
Puts
Pseudo strike
57.55
IV
18.1%
B/E move
2.9%

50Δ

Calls
Pseudo strike
57.65
IV
17.6%
B/E move
2.5%
Puts
Pseudo strike
57.97
IV
17.9%
B/E move
2.5%

55Δ

Calls
Pseudo strike
57.25
IV
18.2%
B/E move
2.2%
Puts
Pseudo strike
58.38
IV
17.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
56.85
IV
18.9%
B/E move
2.0%
Puts
Pseudo strike
58.79
IV
17.6%
B/E move
1.6%

65Δ

Calls
Pseudo strike
56.45
IV
19.5%
B/E move
1.7%
Puts
Pseudo strike
59.20
IV
17.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
56.05
IV
20.1%
B/E move
1.5%
Puts
Pseudo strike
59.62
IV
17.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
55.65
IV
20.7%
B/E move
1.2%
Puts
Pseudo strike
60.48
IV
20.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
55.26
IV
21.4%
B/E move
1.0%
Puts
Pseudo strike
66.06
IV
50.6%
B/E move
1.1%

Options history

No recorded observations