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IDACORP Inc IDA

UTILITIES · UTILITIES - REGULATED ELECTRIC
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Market dataready · fetched 2026-10-22T23:26:58.375Z

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 · 2026-10-22T23:00:00.002931197Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:20:09.816022+00:00

Share price$142.06
1D+2.0%
AH$138.64$139.56$140.48$141.40$142.325:30 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$0.82$5.02$9.21$13.40$17.60$124.22$131.60$138.99$146.37$153.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IDA spot · $142.06IDA PRICE$1.28$1.45$1.62$1.80$2.00$2.24$2.48$2.72$2.96$3.20$3.45$4.48$5.54$1.50$1.78$2.13$2.48$2.91$3.51$4.12$4.72$5.53$7.07$8.62$11.61$16.39
PutsExpensive1.66×
CallsCheap0.82×
SkewBearish+9.50 pp
Implied moveBearish±$6.60
TiltBearish34.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ154.2330.6%9.5%132.3032.6%7.9%
25Δ151.6627.2%7.8%135.3728.7%6.0%
30Δ149.0823.8%6.1%137.0927.0%5.0%
35Δ146.5120.5%4.4%138.8125.4%4.0%
40Δ144.6818.1%3.3%140.3724.3%3.2%
45Δ143.9017.1%2.9%141.6024.1%2.8%
50Δ143.1216.2%2.5%142.8224.0%2.4%
55Δ142.3515.2%2.1%144.0423.9%1.9%
60Δ141.5714.3%1.7%145.3924.1%1.5%
65Δ140.7913.3%1.4%147.2526.0%1.3%
70Δ140.0112.4%1.0%149.1127.8%1.1%
75Δ138.8013.0%0.9%152.3332.2%0.9%
80Δ137.5713.6%0.7%157.3038.7%0.8%

20Δ

Calls
Pseudo strike
154.23
IV
30.6%
B/E move
9.5%
Puts
Pseudo strike
132.30
IV
32.6%
B/E move
7.9%

25Δ

Calls
Pseudo strike
151.66
IV
27.2%
B/E move
7.8%
Puts
Pseudo strike
135.37
IV
28.7%
B/E move
6.0%

30Δ

Calls
Pseudo strike
149.08
IV
23.8%
B/E move
6.1%
Puts
Pseudo strike
137.09
IV
27.0%
B/E move
5.0%

35Δ

Calls
Pseudo strike
146.51
IV
20.5%
B/E move
4.4%
Puts
Pseudo strike
138.81
IV
25.4%
B/E move
4.0%

40Δ

Calls
Pseudo strike
144.68
IV
18.1%
B/E move
3.3%
Puts
Pseudo strike
140.37
IV
24.3%
B/E move
3.2%

45Δ

Calls
Pseudo strike
143.90
IV
17.1%
B/E move
2.9%
Puts
Pseudo strike
141.60
IV
24.1%
B/E move
2.8%

50Δ

Calls
Pseudo strike
143.12
IV
16.2%
B/E move
2.5%
Puts
Pseudo strike
142.82
IV
24.0%
B/E move
2.4%

55Δ

Calls
Pseudo strike
142.35
IV
15.2%
B/E move
2.1%
Puts
Pseudo strike
144.04
IV
23.9%
B/E move
1.9%

60Δ

Calls
Pseudo strike
141.57
IV
14.3%
B/E move
1.7%
Puts
Pseudo strike
145.39
IV
24.1%
B/E move
1.5%

65Δ

Calls
Pseudo strike
140.79
IV
13.3%
B/E move
1.4%
Puts
Pseudo strike
147.25
IV
26.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
140.01
IV
12.4%
B/E move
1.0%
Puts
Pseudo strike
149.11
IV
27.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
138.80
IV
13.0%
B/E move
0.9%
Puts
Pseudo strike
152.33
IV
32.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
137.57
IV
13.6%
B/E move
0.7%
Puts
Pseudo strike
157.30
IV
38.7%
B/E move
0.8%

Options history

No recorded observations