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MYR Group, Inc. Common Stock MYRG

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Market datapartial · fetched 2026-10-22T16:35:43.102Z

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 · 2026-10-22T16:35:35.310868612Z

FundamentalsAlpha Vantage · unavailable

Share price$257.15
1D-3.2%
$252$255$259$263$2665:30 AM6:30 AM9:00 AM1:00 PMMYRG
Sold putSold call

MYR Group, Inc. Common Stock options

Live interpolated MYRG call and put midpoint premiums by absolute delta.MYR Group, Inc. Common Stock$3.93$17.89$31.86$45.82$59.78$197.26$233.73$270.19$306.65$343.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MYRG spot · $257.15MYRG PRICE$5.44$6.96$8.31$9.55$9.79$12.68$15.73$17.43$18.50$22.81$27.99$30.89$34.40$5.61$6.91$8.56$11.00$13.66$17.68$21.59$25.32$29.04$33.07$38.82$45.72$55.76
PutsExpensive1.12×
CallsExpensive1.13×
SkewBearish+3.01 pp
Implied moveBearish±$37.31
TiltBearish17.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ314.6073.8%24.5%225.0763.8%14.7%
25Δ301.1970.9%19.8%233.7258.6%11.8%
30Δ289.5466.2%15.8%240.2456.8%9.9%
35Δ279.9161.4%12.6%245.4958.0%8.8%
40Δ270.5151.4%9.0%250.8059.5%7.8%
45Δ265.8355.1%8.3%256.5463.4%7.1%
50Δ261.4159.6%7.8%262.4865.8%6.3%
55Δ256.5357.5%6.5%268.6966.0%5.4%
60Δ251.4352.4%5.0%274.8265.0%4.4%
65Δ245.4155.8%4.3%281.1564.1%3.5%
70Δ239.2261.1%3.9%288.7164.8%2.8%
75Δ234.0358.4%3.0%297.3165.4%2.2%
80Δ228.4156.3%2.2%308.8368.0%1.6%

20Δ

Calls
Pseudo strike
314.60
IV
73.8%
B/E move
24.5%
Puts
Pseudo strike
225.07
IV
63.8%
B/E move
14.7%

25Δ

Calls
Pseudo strike
301.19
IV
70.9%
B/E move
19.8%
Puts
Pseudo strike
233.72
IV
58.6%
B/E move
11.8%

30Δ

Calls
Pseudo strike
289.54
IV
66.2%
B/E move
15.8%
Puts
Pseudo strike
240.24
IV
56.8%
B/E move
9.9%

35Δ

Calls
Pseudo strike
279.91
IV
61.4%
B/E move
12.6%
Puts
Pseudo strike
245.49
IV
58.0%
B/E move
8.8%

40Δ

Calls
Pseudo strike
270.51
IV
51.4%
B/E move
9.0%
Puts
Pseudo strike
250.80
IV
59.5%
B/E move
7.8%

45Δ

Calls
Pseudo strike
265.83
IV
55.1%
B/E move
8.3%
Puts
Pseudo strike
256.54
IV
63.4%
B/E move
7.1%

50Δ

Calls
Pseudo strike
261.41
IV
59.6%
B/E move
7.8%
Puts
Pseudo strike
262.48
IV
65.8%
B/E move
6.3%

55Δ

Calls
Pseudo strike
256.53
IV
57.5%
B/E move
6.5%
Puts
Pseudo strike
268.69
IV
66.0%
B/E move
5.4%

60Δ

Calls
Pseudo strike
251.43
IV
52.4%
B/E move
5.0%
Puts
Pseudo strike
274.82
IV
65.0%
B/E move
4.4%

65Δ

Calls
Pseudo strike
245.41
IV
55.8%
B/E move
4.3%
Puts
Pseudo strike
281.15
IV
64.1%
B/E move
3.5%

70Δ

Calls
Pseudo strike
239.22
IV
61.1%
B/E move
3.9%
Puts
Pseudo strike
288.71
IV
64.8%
B/E move
2.8%

75Δ

Calls
Pseudo strike
234.03
IV
58.4%
B/E move
3.0%
Puts
Pseudo strike
297.31
IV
65.4%
B/E move
2.2%

80Δ

Calls
Pseudo strike
228.41
IV
56.3%
B/E move
2.2%
Puts
Pseudo strike
308.83
IV
68.0%
B/E move
1.6%

Options history

No recorded observations