IntraAlpha
Create free account Start free

MYR Group, Inc. Common Stock MYRG

i

Market datapartial · fetched 2026-10-23T21:49:52.079Z

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 · 2026-10-23T20:00:01.878482276Z

FundamentalsAlpha Vantage · unavailable

Share price$254.49
1D+0.8%
AH$245$248$250$253$2555:30 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$3.62$17.83$32.04$46.24$60.45$189.38$228.02$266.67$305.31$343.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MYRG spot · $254.49MYRG PRICE$5.16$6.33$7.67$9.19$10.83$12.83$14.86$16.97$19.20$21.67$24.81$29.93$36.06$6.11$8.17$10.43$12.73$14.96$18.00$21.52$26.58$32.94$39.57$46.20$53.95$56.36
PutsExpensive1.26×
CallsExpensive1.18×
SkewBearish+11.45 pp
Implied moveBearish±$36.38
TiltBearish23.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ308.0171.9%23.1%220.7470.4%15.7%
25Δ293.7065.8%17.9%228.1170.0%13.6%
30Δ283.9262.4%14.6%234.9369.6%11.8%
35Δ276.2960.4%12.2%241.4768.7%10.1%
40Δ269.6359.0%10.2%247.6866.6%8.6%
45Δ264.0858.7%8.8%253.7766.6%7.4%
50Δ258.6458.1%7.5%259.7867.7%6.4%
55Δ253.4857.0%6.3%266.8070.5%5.6%
60Δ248.4355.9%5.2%274.9374.4%4.9%
65Δ243.5954.7%4.2%283.4876.8%4.2%
70Δ238.3454.7%3.4%292.2777.2%3.3%
75Δ231.8557.9%2.9%301.8277.6%2.6%
80Δ224.3261.1%2.3%306.4570.5%1.7%

20Δ

Calls
Pseudo strike
308.01
IV
71.9%
B/E move
23.1%
Puts
Pseudo strike
220.74
IV
70.4%
B/E move
15.7%

25Δ

Calls
Pseudo strike
293.70
IV
65.8%
B/E move
17.9%
Puts
Pseudo strike
228.11
IV
70.0%
B/E move
13.6%

30Δ

Calls
Pseudo strike
283.92
IV
62.4%
B/E move
14.6%
Puts
Pseudo strike
234.93
IV
69.6%
B/E move
11.8%

35Δ

Calls
Pseudo strike
276.29
IV
60.4%
B/E move
12.2%
Puts
Pseudo strike
241.47
IV
68.7%
B/E move
10.1%

40Δ

Calls
Pseudo strike
269.63
IV
59.0%
B/E move
10.2%
Puts
Pseudo strike
247.68
IV
66.6%
B/E move
8.6%

45Δ

Calls
Pseudo strike
264.08
IV
58.7%
B/E move
8.8%
Puts
Pseudo strike
253.77
IV
66.6%
B/E move
7.4%

50Δ

Calls
Pseudo strike
258.64
IV
58.1%
B/E move
7.5%
Puts
Pseudo strike
259.78
IV
67.7%
B/E move
6.4%

55Δ

Calls
Pseudo strike
253.48
IV
57.0%
B/E move
6.3%
Puts
Pseudo strike
266.80
IV
70.5%
B/E move
5.6%

60Δ

Calls
Pseudo strike
248.43
IV
55.9%
B/E move
5.2%
Puts
Pseudo strike
274.93
IV
74.4%
B/E move
4.9%

65Δ

Calls
Pseudo strike
243.59
IV
54.7%
B/E move
4.2%
Puts
Pseudo strike
283.48
IV
76.8%
B/E move
4.2%

70Δ

Calls
Pseudo strike
238.34
IV
54.7%
B/E move
3.4%
Puts
Pseudo strike
292.27
IV
77.2%
B/E move
3.3%

75Δ

Calls
Pseudo strike
231.85
IV
57.9%
B/E move
2.9%
Puts
Pseudo strike
301.82
IV
77.6%
B/E move
2.6%

80Δ

Calls
Pseudo strike
224.32
IV
61.1%
B/E move
2.3%
Puts
Pseudo strike
306.45
IV
70.5%
B/E move
1.7%

Options history

No recorded observations