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Pinnacle West Capital Corporation PNW

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Market datapartial · fetched 2026-10-22T22:40:55.458Z

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 · 2026-10-22T22:30:00.001212607Z

FundamentalsAlpha Vantage · unavailable

Share price$106.61
1D+2.1%
AH$104.22$104.86$105.51$106.15$106.795:30 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$0.44$4.46$8.49$12.51$16.54$87.63$94.68$101.74$108.80$115.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PNW spot · $106.61PNW PRICE$1.09$0.87$0.91$1.15$1.40$1.64$1.89$2.13$2.38$2.62$0.96$1.34$1.72$2.10$2.53$3.24$3.95$4.66$5.37$7.08$9.03$11.70$15.38
PutsExpensive1.80×
CallsCheap0.80×
SkewBearish+14.64 pp
Implied moveBearish±$5.84
TiltBearish62.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ116.8634.6%10.6%100.6926.1%6.5%
25Δ111.7420.9%5.6%101.8126.6%5.8%
30Δ109.6215.5%3.7%102.9327.0%5.1%
35Δ109.0215.3%3.3%104.0527.4%4.4%
40Δ108.4215.1%3.0%105.1827.9%3.7%
45Δ107.8314.9%2.7%106.3328.7%3.3%
50Δ107.2314.7%2.4%107.4829.5%2.9%
55Δ106.6314.5%2.0%108.6330.2%2.5%
60Δ106.0414.3%1.7%109.7931.0%2.1%
65Δ105.4414.1%1.4%111.7834.2%1.8%
70Δ113.9637.9%1.6%
75Δ116.9042.2%1.3%
80Δ120.8747.5%1.0%

20Δ

Calls
Pseudo strike
116.86
IV
34.6%
B/E move
10.6%
Puts
Pseudo strike
100.69
IV
26.1%
B/E move
6.5%

25Δ

Calls
Pseudo strike
111.74
IV
20.9%
B/E move
5.6%
Puts
Pseudo strike
101.81
IV
26.6%
B/E move
5.8%

30Δ

Calls
Pseudo strike
109.62
IV
15.5%
B/E move
3.7%
Puts
Pseudo strike
102.93
IV
27.0%
B/E move
5.1%

35Δ

Calls
Pseudo strike
109.02
IV
15.3%
B/E move
3.3%
Puts
Pseudo strike
104.05
IV
27.4%
B/E move
4.4%

40Δ

Calls
Pseudo strike
108.42
IV
15.1%
B/E move
3.0%
Puts
Pseudo strike
105.18
IV
27.9%
B/E move
3.7%

45Δ

Calls
Pseudo strike
107.83
IV
14.9%
B/E move
2.7%
Puts
Pseudo strike
106.33
IV
28.7%
B/E move
3.3%

50Δ

Calls
Pseudo strike
107.23
IV
14.7%
B/E move
2.4%
Puts
Pseudo strike
107.48
IV
29.5%
B/E move
2.9%

55Δ

Calls
Pseudo strike
106.63
IV
14.5%
B/E move
2.0%
Puts
Pseudo strike
108.63
IV
30.2%
B/E move
2.5%

60Δ

Calls
Pseudo strike
106.04
IV
14.3%
B/E move
1.7%
Puts
Pseudo strike
109.79
IV
31.0%
B/E move
2.1%

65Δ

Calls
Pseudo strike
105.44
IV
14.1%
B/E move
1.4%
Puts
Pseudo strike
111.78
IV
34.2%
B/E move
1.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
113.96
IV
37.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
116.90
IV
42.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
120.87
IV
47.5%
B/E move
1.0%

Options history

No recorded observations