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MYR Group, Inc. Common Stock MYRG

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Market dataready · fetched 2026-11-12T02:08:03.764Z

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 · 2026-11-11T23:04:46.017980702Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:08:03.332825+00:00

Share price$278.11
1D-2.3%
AH$277$280$283$285$2885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMYRG
Sold putSold callAH

MYR Group, Inc. Common Stock options

Live interpolated MYRG call and put midpoint premiums by absolute delta.MYR Group, Inc. Common Stock$2.04$10.13$18.22$26.31$34.40$233.45$254.33$275.20$296.08$316.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MYRG spot · $278.11MYRG PRICE$2.91$3.91$5.19$6.47$7.95$9.53$11.12$13.37$15.61$18.35$21.74$25.95$32.06$3.16$4.03$4.94$5.87$6.97$8.08$9.18$10.84$12.72$14.61$16.51$18.45$20.40
PutsCheap0.61×
CallsFair0.98×
SkewBullish-17.75 pp
Implied moveBullish±$20.30
TiltBullish12.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ304.0762.2%10.4%257.4261.9%8.6%
25Δ298.6861.8%8.8%262.3558.9%7.1%
30Δ294.9763.8%7.9%266.3956.6%6.0%
35Δ291.2565.8%7.1%270.3254.3%4.9%
40Δ287.5166.9%6.2%273.2652.9%4.2%
45Δ283.7467.5%5.5%276.2151.4%3.6%
50Δ279.9768.1%4.7%279.1650.0%2.9%
55Δ276.0969.4%4.1%282.1049.7%2.5%
60Δ272.2270.8%3.5%285.0449.9%2.1%
65Δ267.9972.5%3.0%287.9850.0%1.7%
70Δ263.2874.9%2.5%290.8749.5%1.3%
75Δ257.8578.7%2.0%293.6847.3%1.0%
80Δ250.7485.7%1.7%296.4845.1%0.7%

20Δ

Calls
Pseudo strike
304.07
IV
62.2%
B/E move
10.4%
Puts
Pseudo strike
257.42
IV
61.9%
B/E move
8.6%

25Δ

Calls
Pseudo strike
298.68
IV
61.8%
B/E move
8.8%
Puts
Pseudo strike
262.35
IV
58.9%
B/E move
7.1%

30Δ

Calls
Pseudo strike
294.97
IV
63.8%
B/E move
7.9%
Puts
Pseudo strike
266.39
IV
56.6%
B/E move
6.0%

35Δ

Calls
Pseudo strike
291.25
IV
65.8%
B/E move
7.1%
Puts
Pseudo strike
270.32
IV
54.3%
B/E move
4.9%

40Δ

Calls
Pseudo strike
287.51
IV
66.9%
B/E move
6.2%
Puts
Pseudo strike
273.26
IV
52.9%
B/E move
4.2%

45Δ

Calls
Pseudo strike
283.74
IV
67.5%
B/E move
5.5%
Puts
Pseudo strike
276.21
IV
51.4%
B/E move
3.6%

50Δ

Calls
Pseudo strike
279.97
IV
68.1%
B/E move
4.7%
Puts
Pseudo strike
279.16
IV
50.0%
B/E move
2.9%

55Δ

Calls
Pseudo strike
276.09
IV
69.4%
B/E move
4.1%
Puts
Pseudo strike
282.10
IV
49.7%
B/E move
2.5%

60Δ

Calls
Pseudo strike
272.22
IV
70.8%
B/E move
3.5%
Puts
Pseudo strike
285.04
IV
49.9%
B/E move
2.1%

65Δ

Calls
Pseudo strike
267.99
IV
72.5%
B/E move
3.0%
Puts
Pseudo strike
287.98
IV
50.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
263.28
IV
74.9%
B/E move
2.5%
Puts
Pseudo strike
290.87
IV
49.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
257.85
IV
78.7%
B/E move
2.0%
Puts
Pseudo strike
293.68
IV
47.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
250.74
IV
85.7%
B/E move
1.7%
Puts
Pseudo strike
296.48
IV
45.1%
B/E move
0.7%

Options history

IV · four-Friday blend54.64%
Daily EOD
MYRG51.6%56.4%61.3%2026-10-19: 55.99%2026-10-20: 55.87%2026-10-21: 55.83%2026-10-22: 58.00%2026-10-23: 58.33%2026-10-26: 60.59%2026-10-27: 59.35%2026-10-28: 58.55%2026-10-29: 52.29%2026-10-30: 54.64%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
55.99%
55.87%
55.83%
58.00%
58.33%
60.59%
59.35%
58.55%
52.29%
54.64%