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MGE Energy, Inc MGEE

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Market datapartial · fetched 2026-10-22T21:53:05.356Z

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 · 2026-10-22T20:00:01.601866484Z

FundamentalsAlpha Vantage · unavailable

Share price$74.24
1D+2.0%
AH$72.21$72.80$73.40$74.00$74.595:30 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$0.69$7.92$15.15$22.39$29.62$57.34$64.85$72.35$79.86$87.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MGEE spot · $74.24MGEE PRICE$1.48$2.45$2.45$2.45$2.46$2.47$2.63$3.26$3.89$4.52$5.15$2.45$2.45$2.45$3.01$3.75$4.50$5.32$6.34$7.36$8.73$11.71$16.79$27.53
PutsExpensive2.99×
CallsExpensive1.89×
SkewBearish+18.05 pp
Implied moveBearish±$7.95
TiltBearish51.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.5668.4%22.6%61.6993.4%20.2%
25Δ91.0788.7%26.0%66.1472.2%14.2%
30Δ85.1970.7%18.1%69.2357.3%10.1%
35Δ79.9554.0%11.0%71.0854.3%8.3%
40Δ78.1546.3%8.6%72.5355.2%7.4%
45Δ76.3538.5%6.2%73.9756.2%6.4%
50Δ74.7632.8%4.2%75.4656.9%5.5%
55Δ73.7833.5%3.8%77.0757.1%4.7%
60Δ72.8034.3%3.3%78.6857.3%3.9%
65Δ71.8335.1%2.8%80.5858.8%3.2%
70Δ70.8535.8%2.4%83.8166.6%2.9%
75Δ89.0780.1%2.6%
80Δ99.93105.3%2.5%

20Δ

Calls
Pseudo strike
89.56
IV
68.4%
B/E move
22.6%
Puts
Pseudo strike
61.69
IV
93.4%
B/E move
20.2%

25Δ

Calls
Pseudo strike
91.07
IV
88.7%
B/E move
26.0%
Puts
Pseudo strike
66.14
IV
72.2%
B/E move
14.2%

30Δ

Calls
Pseudo strike
85.19
IV
70.7%
B/E move
18.1%
Puts
Pseudo strike
69.23
IV
57.3%
B/E move
10.1%

35Δ

Calls
Pseudo strike
79.95
IV
54.0%
B/E move
11.0%
Puts
Pseudo strike
71.08
IV
54.3%
B/E move
8.3%

40Δ

Calls
Pseudo strike
78.15
IV
46.3%
B/E move
8.6%
Puts
Pseudo strike
72.53
IV
55.2%
B/E move
7.4%

45Δ

Calls
Pseudo strike
76.35
IV
38.5%
B/E move
6.2%
Puts
Pseudo strike
73.97
IV
56.2%
B/E move
6.4%

50Δ

Calls
Pseudo strike
74.76
IV
32.8%
B/E move
4.2%
Puts
Pseudo strike
75.46
IV
56.9%
B/E move
5.5%

55Δ

Calls
Pseudo strike
73.78
IV
33.5%
B/E move
3.8%
Puts
Pseudo strike
77.07
IV
57.1%
B/E move
4.7%

60Δ

Calls
Pseudo strike
72.80
IV
34.3%
B/E move
3.3%
Puts
Pseudo strike
78.68
IV
57.3%
B/E move
3.9%

65Δ

Calls
Pseudo strike
71.83
IV
35.1%
B/E move
2.8%
Puts
Pseudo strike
80.58
IV
58.8%
B/E move
3.2%

70Δ

Calls
Pseudo strike
70.85
IV
35.8%
B/E move
2.4%
Puts
Pseudo strike
83.81
IV
66.6%
B/E move
2.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
89.07
IV
80.1%
B/E move
2.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
99.93
IV
105.3%
B/E move
2.5%

Options history

No recorded observations