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IDACORP, Inc. IDA

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-11-12T00:47:10.827Z

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 · 2026-11-12T00:00:00.00277827Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:47:10.476694+00:00

Share price$146.85
1D-0.5%
AH$145.14$145.85$146.56$147.27$147.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIDA
Sold putSold callAH

IDACORP, Inc. options

Live interpolated IDA call and put midpoint premiums by absolute delta.IDACORP, Inc.$0.76$2.44$4.12$5.80$7.48$136.30$141.55$146.81$152.07$157.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IDA spot · $146.85IDA PRICE$1.16$0.94$1.18$1.41$1.65$1.89$2.12$2.36$2.60$2.93$3.93$4.93$1.25$1.39$1.56$1.72$2.02$2.43$2.84$3.26$3.67$4.09$4.83$5.91$6.99
PutsCheap0.85×
Calls——
Skew——
Implied moveBearish±$4.73
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ157.1347.7%7.8%137.7049.7%7.1%
25Δ140.9140.6%5.0%
30Δ149.7621.4%2.6%142.5636.2%4.0%
35Δ149.1620.9%2.4%144.2131.8%3.0%
40Δ148.5520.4%2.1%145.4329.4%2.3%
45Δ147.9520.0%1.9%146.2629.0%2.1%
50Δ147.3419.5%1.6%147.0928.6%1.8%
55Δ146.7419.0%1.4%147.9228.2%1.5%
60Δ146.1318.6%1.1%148.7527.7%1.2%
65Δ145.5218.1%0.9%149.5827.3%0.9%
70Δ144.8517.8%0.6%150.6427.4%0.7%
75Δ143.7119.1%0.5%151.9428.1%0.6%
80Δ142.5720.3%0.4%153.2428.8%0.4%

20Δ

Calls
Pseudo strike
157.13
IV
47.7%
B/E move
7.8%
Puts
Pseudo strike
137.70
IV
49.7%
B/E move
7.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
140.91
IV
40.6%
B/E move
5.0%

30Δ

Calls
Pseudo strike
149.76
IV
21.4%
B/E move
2.6%
Puts
Pseudo strike
142.56
IV
36.2%
B/E move
4.0%

35Δ

Calls
Pseudo strike
149.16
IV
20.9%
B/E move
2.4%
Puts
Pseudo strike
144.21
IV
31.8%
B/E move
3.0%

40Δ

Calls
Pseudo strike
148.55
IV
20.4%
B/E move
2.1%
Puts
Pseudo strike
145.43
IV
29.4%
B/E move
2.3%

45Δ

Calls
Pseudo strike
147.95
IV
20.0%
B/E move
1.9%
Puts
Pseudo strike
146.26
IV
29.0%
B/E move
2.1%

50Δ

Calls
Pseudo strike
147.34
IV
19.5%
B/E move
1.6%
Puts
Pseudo strike
147.09
IV
28.6%
B/E move
1.8%

55Δ

Calls
Pseudo strike
146.74
IV
19.0%
B/E move
1.4%
Puts
Pseudo strike
147.92
IV
28.2%
B/E move
1.5%

60Δ

Calls
Pseudo strike
146.13
IV
18.6%
B/E move
1.1%
Puts
Pseudo strike
148.75
IV
27.7%
B/E move
1.2%

65Δ

Calls
Pseudo strike
145.52
IV
18.1%
B/E move
0.9%
Puts
Pseudo strike
149.58
IV
27.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
144.85
IV
17.8%
B/E move
0.6%
Puts
Pseudo strike
150.64
IV
27.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
143.71
IV
19.1%
B/E move
0.5%
Puts
Pseudo strike
151.94
IV
28.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
142.57
IV
20.3%
B/E move
0.4%
Puts
Pseudo strike
153.24
IV
28.8%
B/E move
0.4%

Options history

IV · four-Friday blend19.64%
Daily close
IDA18.2%23.5%28.8%2026-08-13: 21.21%2026-08-17: 24.09%2026-08-19: 25.03%2026-08-21: 20.70%2026-08-24: 21.11%2026-08-25: 21.24%2026-08-26: 21.08%2026-08-27: 20.29%2026-08-28: 20.15%2026-08-31: 20.73%2026-09-01: 20.91%2026-09-02: 20.91%2026-09-03: 20.39%2026-09-04: 20.50%2026-09-09: 22.08%2026-09-10: 22.57%2026-09-11: 22.37%2026-09-14: 24.54%2026-09-16: 28.06%2026-09-18: 20.40%2026-09-21: 21.13%2026-09-22: 21.34%2026-09-23: 20.32%2026-09-24: 19.91%2026-09-25: 19.87%2026-09-28: 20.66%2026-09-29: 20.37%2026-09-30: 20.06%2026-10-01: 19.40%2026-10-02: 20.27%2026-10-05: 20.48%2026-10-06: 20.41%2026-10-07: 21.82%2026-10-08: 20.71%2026-10-09: 20.94%2026-10-16: 18.92%2026-10-19: 19.91%2026-10-20: 19.63%2026-10-21: 19.46%2026-10-22: 19.56%2026-10-23: 19.51%2026-10-26: 20.10%2026-10-27: 19.76%2026-10-28: 19.71%2026-10-29: 19.20%2026-10-30: 19.64%Aug 13Sep 23Oct 30
46 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
21.21%
24.09%
25.03%
20.70%
21.11%
21.24%
21.08%
20.29%
20.15%
20.73%
20.91%
20.91%
20.39%
20.50%
22.08%
22.57%
22.37%
24.54%
28.06%
20.40%
21.13%
21.34%
20.32%
19.91%
19.87%
20.66%
20.37%
20.06%
19.40%
20.27%
20.48%
20.41%
21.82%
20.71%
20.94%
18.92%
19.91%
19.63%
19.46%
19.56%
19.51%
20.10%
19.76%
19.71%
19.20%
19.64%