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NiSource Inc NI

UTILITIES · UTILITIES - REGULATED GAS
i

Market dataready · fetched 2026-10-22T23:09:44.244Z

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 · 2026-10-22T23:00:00.001767547Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:00:52.776403+00:00

Share price$43.69
1D+0.9%
AH$43.26$43.38$43.51$43.64$43.775:30 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$0.16$2.43$4.69$6.96$9.23$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICENI PRICE$0.45$0.43$0.40$0.53$0.72$0.92$1.11$1.31$1.50$1.70$1.89$2.09$3.54$5.26$6.98$8.58
PutsExpensive2.11×
CallsExpensive1.58×
SkewBullish-1.87 pp
Implied move——
TiltBearish93.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.0457.7%27.0%40.7929.0%7.8%
25Δ50.1438.0%15.7%41.3129.1%7.1%
30Δ45.2418.3%4.5%41.8229.1%6.4%
35Δ42.3429.2%5.6%
40Δ42.8529.2%4.9%
45Δ43.3629.3%4.2%
50Δ43.8829.3%3.5%
55Δ44.3929.4%2.7%
60Δ44.9129.5%2.0%
65Δ46.4138.1%1.9%
70Δ48.1248.7%1.9%
75Δ49.8459.3%1.9%
80Δ51.6460.5%1.4%

20Δ

Calls
Pseudo strike
55.04
IV
57.7%
B/E move
27.0%
Puts
Pseudo strike
40.79
IV
29.0%
B/E move
7.8%

25Δ

Calls
Pseudo strike
50.14
IV
38.0%
B/E move
15.7%
Puts
Pseudo strike
41.31
IV
29.1%
B/E move
7.1%

30Δ

Calls
Pseudo strike
45.24
IV
18.3%
B/E move
4.5%
Puts
Pseudo strike
41.82
IV
29.1%
B/E move
6.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.34
IV
29.2%
B/E move
5.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.85
IV
29.2%
B/E move
4.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.36
IV
29.3%
B/E move
4.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.88
IV
29.3%
B/E move
3.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.39
IV
29.4%
B/E move
2.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.91
IV
29.5%
B/E move
2.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.41
IV
38.1%
B/E move
1.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.12
IV
48.7%
B/E move
1.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.84
IV
59.3%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.64
IV
60.5%
B/E move
1.4%

Options history

No recorded observations