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MGE Energy, Inc MGEE

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-11-12T03:11:34.224Z

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 · 2026-11-11T21:00:02.472109876Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:06:09.975445+00:00

Share price$79.53
1D-0.3%
AH$78.77$79.13$79.50$79.86$80.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMGEE
Sold putSold callAH

MGE Energy, Inc options

Live interpolated MGEE call and put midpoint premiums by absolute delta.MGE Energy, Inc$2.34$3.36$4.37$5.39$6.41$69.17$73.40$77.64$81.87$86.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MGEE spot · $79.53MGEE PRICE$2.45$2.45$2.45$2.46$2.47$2.55$3.08$3.62$4.16$4.69$5.23$6.11$2.45$2.45$2.45$2.45$2.46$2.47$2.47$2.92$3.53$4.13$4.74$5.34$5.95
PutsExpensive3.07×
Calls——
Skew——
Implied moveBalanced±$5.02
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.54159.8%19.4%
25Δ95.62149.4%23.3%71.11123.3%13.7%
30Δ89.01115.5%15.0%74.2797.8%9.7%
35Δ84.9491.3%9.9%75.9583.0%7.6%
40Δ83.2278.1%7.7%77.1971.5%6.0%
45Δ81.4964.9%5.6%78.4360.1%4.5%
50Δ79.8853.4%3.6%79.6748.6%2.9%
55Δ78.9953.3%3.2%80.6345.7%2.3%
60Δ78.1153.3%2.8%81.4945.9%2.0%
65Δ77.2253.2%2.3%82.3546.1%1.6%
70Δ76.3453.2%1.9%83.2146.3%1.3%
75Δ75.4553.2%1.4%84.0746.5%1.0%
80Δ74.2853.0%1.1%84.9346.7%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.54
IV
159.8%
B/E move
19.4%

25Δ

Calls
Pseudo strike
95.62
IV
149.4%
B/E move
23.3%
Puts
Pseudo strike
71.11
IV
123.3%
B/E move
13.7%

30Δ

Calls
Pseudo strike
89.01
IV
115.5%
B/E move
15.0%
Puts
Pseudo strike
74.27
IV
97.8%
B/E move
9.7%

35Δ

Calls
Pseudo strike
84.94
IV
91.3%
B/E move
9.9%
Puts
Pseudo strike
75.95
IV
83.0%
B/E move
7.6%

40Δ

Calls
Pseudo strike
83.22
IV
78.1%
B/E move
7.7%
Puts
Pseudo strike
77.19
IV
71.5%
B/E move
6.0%

45Δ

Calls
Pseudo strike
81.49
IV
64.9%
B/E move
5.6%
Puts
Pseudo strike
78.43
IV
60.1%
B/E move
4.5%

50Δ

Calls
Pseudo strike
79.88
IV
53.4%
B/E move
3.6%
Puts
Pseudo strike
79.67
IV
48.6%
B/E move
2.9%

55Δ

Calls
Pseudo strike
78.99
IV
53.3%
B/E move
3.2%
Puts
Pseudo strike
80.63
IV
45.7%
B/E move
2.3%

60Δ

Calls
Pseudo strike
78.11
IV
53.3%
B/E move
2.8%
Puts
Pseudo strike
81.49
IV
45.9%
B/E move
2.0%

65Δ

Calls
Pseudo strike
77.22
IV
53.2%
B/E move
2.3%
Puts
Pseudo strike
82.35
IV
46.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
76.34
IV
53.2%
B/E move
1.9%
Puts
Pseudo strike
83.21
IV
46.3%
B/E move
1.3%

75Δ

Calls
Pseudo strike
75.45
IV
53.2%
B/E move
1.4%
Puts
Pseudo strike
84.07
IV
46.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
74.28
IV
53.0%
B/E move
1.1%
Puts
Pseudo strike
84.93
IV
46.7%
B/E move
0.7%

Options history

IV · four-Friday blend58.22%
Daily EOD
MGEE37.2%48.5%59.8%2026-10-19: 43.13%2026-10-20: 45.63%2026-10-21: 40.98%2026-10-22: 38.80%2026-10-23: 40.12%2026-10-26: 40.72%2026-10-27: 52.70%2026-10-28: 44.24%2026-10-29: 43.73%2026-10-30: 58.22%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
43.13%
45.63%
40.98%
38.80%
40.12%
40.72%
52.70%
44.24%
43.73%
58.22%