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NiSource Inc. NI

UTILITIES · UTILITIES - REGULATED GAS
i

Market dataready · fetched 2026-11-12T02:38:31.095Z

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 · 2026-11-12T00:00:00.001909258Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:38:30.702276+00:00

Share price$45.55
1D+0.8%
AH$45.14$45.25$45.36$45.47$45.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNI
Sold putSold callAH

NiSource Inc. options

Live interpolated NI call and put midpoint premiums by absolute delta.NiSource Inc.$0.26$1.21$2.16$3.12$4.07$42.38$43.75$45.12$46.49$47.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NI spot · $45.55NI PRICE$0.36$0.42$0.48$0.54$0.60$0.67$0.73$0.79$0.85$0.91$0.37$0.40$0.44$0.47$0.74$1.12$1.50$1.89$2.27$2.65$3.03$3.41$3.79
PutsExpensive1.39×
Calls——
Skew——
Implied moveBearish±$2.23
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.0372.0%17.2%41.6559.1%9.4%
25Δ52.1766.5%15.5%42.6749.1%7.2%
30Δ51.3060.9%13.7%43.6839.2%5.1%
35Δ50.4455.4%11.9%44.6929.3%2.9%
40Δ49.5749.8%10.2%45.3327.5%2.1%
45Δ48.7144.3%8.4%45.7929.2%1.9%
50Δ47.8438.7%6.6%46.2631.0%1.7%
55Δ46.9833.2%4.9%46.7332.7%1.5%
60Δ46.1127.6%3.1%47.2034.4%1.4%
65Δ45.2522.1%1.3%47.6736.2%1.2%
70Δ48.1437.9%1.0%
75Δ48.6039.6%0.8%
80Δ49.0741.3%0.6%

20Δ

Calls
Pseudo strike
53.03
IV
72.0%
B/E move
17.2%
Puts
Pseudo strike
41.65
IV
59.1%
B/E move
9.4%

25Δ

Calls
Pseudo strike
52.17
IV
66.5%
B/E move
15.5%
Puts
Pseudo strike
42.67
IV
49.1%
B/E move
7.2%

30Δ

Calls
Pseudo strike
51.30
IV
60.9%
B/E move
13.7%
Puts
Pseudo strike
43.68
IV
39.2%
B/E move
5.1%

35Δ

Calls
Pseudo strike
50.44
IV
55.4%
B/E move
11.9%
Puts
Pseudo strike
44.69
IV
29.3%
B/E move
2.9%

40Δ

Calls
Pseudo strike
49.57
IV
49.8%
B/E move
10.2%
Puts
Pseudo strike
45.33
IV
27.5%
B/E move
2.1%

45Δ

Calls
Pseudo strike
48.71
IV
44.3%
B/E move
8.4%
Puts
Pseudo strike
45.79
IV
29.2%
B/E move
1.9%

50Δ

Calls
Pseudo strike
47.84
IV
38.7%
B/E move
6.6%
Puts
Pseudo strike
46.26
IV
31.0%
B/E move
1.7%

55Δ

Calls
Pseudo strike
46.98
IV
33.2%
B/E move
4.9%
Puts
Pseudo strike
46.73
IV
32.7%
B/E move
1.5%

60Δ

Calls
Pseudo strike
46.11
IV
27.6%
B/E move
3.1%
Puts
Pseudo strike
47.20
IV
34.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
45.25
IV
22.1%
B/E move
1.3%
Puts
Pseudo strike
47.67
IV
36.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.14
IV
37.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.60
IV
39.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.07
IV
41.3%
B/E move
0.6%

Options history

IV · four-Friday blend19.29%
Daily EOD
NI19.3%19.3%19.3%2026-10-30: 19.29%Oct 30
1 observations2026-10-30 — 2026-10-30
Table
DateIV (%)
19.29%