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Pinnacle West Capital Corporation PNW

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-11-12T03:15:29.540Z

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 · 2026-11-12T00:00:00.001405478Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:15:24.254408+00:00

Share price$107.91
1D+2.1%
AH$105.54$106.20$106.86$107.52$108.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPNW
Sold putSold callAH

Pinnacle West Capital Corporation options

Live interpolated PNW call and put midpoint premiums by absolute delta.Pinnacle West Capital Corporation$0.50$2.17$3.84$5.51$7.18$96.64$101.94$107.23$112.53$117.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PNW spot · $107.91PNW PRICE$0.68$0.96$1.25$1.53$1.82$2.10$2.39$2.67$2.96$3.24$1.21$1.36$1.52$1.71$1.94$2.17$2.39$2.62$2.84$3.07$4.26$5.48$6.70
PutsCheap0.71×
Calls——
Skew——
Implied moveBearish±$4.21
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ100.0862.0%8.4%
25Δ102.0554.3%6.7%
30Δ109.7419.0%2.3%104.0246.7%5.0%
35Δ109.2619.3%2.1%105.3941.7%3.9%
40Δ108.7819.7%2.0%106.1539.5%3.4%
45Δ108.2920.1%1.8%106.9237.2%2.9%
50Δ107.8120.5%1.6%107.6835.0%2.4%
55Δ107.3320.9%1.4%108.4532.7%1.9%
60Δ106.8521.3%1.2%109.2130.5%1.4%
65Δ106.3621.7%1.0%109.9828.3%0.9%
70Δ105.8822.0%0.9%111.3231.2%0.8%
75Δ105.4022.4%0.7%112.6934.4%0.7%
80Δ114.0537.5%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
100.08
IV
62.0%
B/E move
8.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
102.05
IV
54.3%
B/E move
6.7%

30Δ

Calls
Pseudo strike
109.74
IV
19.0%
B/E move
2.3%
Puts
Pseudo strike
104.02
IV
46.7%
B/E move
5.0%

35Δ

Calls
Pseudo strike
109.26
IV
19.3%
B/E move
2.1%
Puts
Pseudo strike
105.39
IV
41.7%
B/E move
3.9%

40Δ

Calls
Pseudo strike
108.78
IV
19.7%
B/E move
2.0%
Puts
Pseudo strike
106.15
IV
39.5%
B/E move
3.4%

45Δ

Calls
Pseudo strike
108.29
IV
20.1%
B/E move
1.8%
Puts
Pseudo strike
106.92
IV
37.2%
B/E move
2.9%

50Δ

Calls
Pseudo strike
107.81
IV
20.5%
B/E move
1.6%
Puts
Pseudo strike
107.68
IV
35.0%
B/E move
2.4%

55Δ

Calls
Pseudo strike
107.33
IV
20.9%
B/E move
1.4%
Puts
Pseudo strike
108.45
IV
32.7%
B/E move
1.9%

60Δ

Calls
Pseudo strike
106.85
IV
21.3%
B/E move
1.2%
Puts
Pseudo strike
109.21
IV
30.5%
B/E move
1.4%

65Δ

Calls
Pseudo strike
106.36
IV
21.7%
B/E move
1.0%
Puts
Pseudo strike
109.98
IV
28.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
105.88
IV
22.0%
B/E move
0.9%
Puts
Pseudo strike
111.32
IV
31.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
105.40
IV
22.4%
B/E move
0.7%
Puts
Pseudo strike
112.69
IV
34.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
114.05
IV
37.5%
B/E move
0.5%

Options history

IV · four-Friday blend20.37%
Daily EOD
PNW20.2%20.7%21.1%2026-10-19: 21.07%2026-10-20: 20.66%2026-10-21: 20.31%2026-10-22: 20.46%2026-10-23: 20.56%2026-10-26: 20.64%2026-10-27: 20.25%2026-10-28: 20.71%2026-10-29: 20.36%2026-10-30: 20.37%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.07%
20.66%
20.31%
20.46%
20.56%
20.64%
20.25%
20.71%
20.36%
20.37%