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Portland General Electric Company POR

i

Market dataready · fetched 2026-11-12T15:12:56.780Z

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 · 2026-11-12T15:12:30.018852215Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:12:56.143706+00:00

Share price$46.22
1D-0.1%
$46.04$46.11$46.18$46.24$46.315:30 AM6:30 AM9:00 AM1:00 PMPOR
Sold putSold call

Portland General Electric Company options

Live interpolated POR call and put midpoint premiums by absolute delta.Portland General Electric Company$0.20$1.48$2.76$4.03$5.31$42.00$43.79$45.57$47.36$49.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive POR spot · $46.22POR PRICE$0.37$0.48$0.60$0.71$0.83$0.94$1.06$1.17$1.29$1.40$1.52$0.34$0.40$0.53$0.93$1.33$1.73$2.12$2.52$2.92$3.32$3.72$4.11$4.94
PutsExpensive1.40×
Calls——
Skew——
Implied moveBearish±$3.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.0433.9%6.9%42.8351.5%8.1%
25Δ48.6633.5%6.3%44.0442.4%5.6%
30Δ48.2833.2%5.8%45.1135.9%3.6%
35Δ47.9132.9%5.2%45.6339.1%3.3%
40Δ47.5332.6%4.6%46.1442.2%3.0%
45Δ47.1632.3%4.1%46.6645.4%2.8%
50Δ46.7832.0%3.5%47.1848.5%2.5%
55Δ46.4031.7%2.9%47.6951.7%2.3%
60Δ46.0331.4%2.4%48.2154.8%2.0%
65Δ45.6531.1%1.8%48.7258.0%1.8%
70Δ45.2830.7%1.2%49.2461.1%1.5%
75Δ49.7664.3%1.2%
80Δ50.7165.6%1.0%

20Δ

Calls
Pseudo strike
49.04
IV
33.9%
B/E move
6.9%
Puts
Pseudo strike
42.83
IV
51.5%
B/E move
8.1%

25Δ

Calls
Pseudo strike
48.66
IV
33.5%
B/E move
6.3%
Puts
Pseudo strike
44.04
IV
42.4%
B/E move
5.6%

30Δ

Calls
Pseudo strike
48.28
IV
33.2%
B/E move
5.8%
Puts
Pseudo strike
45.11
IV
35.9%
B/E move
3.6%

35Δ

Calls
Pseudo strike
47.91
IV
32.9%
B/E move
5.2%
Puts
Pseudo strike
45.63
IV
39.1%
B/E move
3.3%

40Δ

Calls
Pseudo strike
47.53
IV
32.6%
B/E move
4.6%
Puts
Pseudo strike
46.14
IV
42.2%
B/E move
3.0%

45Δ

Calls
Pseudo strike
47.16
IV
32.3%
B/E move
4.1%
Puts
Pseudo strike
46.66
IV
45.4%
B/E move
2.8%

50Δ

Calls
Pseudo strike
46.78
IV
32.0%
B/E move
3.5%
Puts
Pseudo strike
47.18
IV
48.5%
B/E move
2.5%

55Δ

Calls
Pseudo strike
46.40
IV
31.7%
B/E move
2.9%
Puts
Pseudo strike
47.69
IV
51.7%
B/E move
2.3%

60Δ

Calls
Pseudo strike
46.03
IV
31.4%
B/E move
2.4%
Puts
Pseudo strike
48.21
IV
54.8%
B/E move
2.0%

65Δ

Calls
Pseudo strike
45.65
IV
31.1%
B/E move
1.8%
Puts
Pseudo strike
48.72
IV
58.0%
B/E move
1.8%

70Δ

Calls
Pseudo strike
45.28
IV
30.7%
B/E move
1.2%
Puts
Pseudo strike
49.24
IV
61.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.76
IV
64.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.71
IV
65.6%
B/E move
1.0%

Options history

IV · four-Friday blend23.27%
Daily EOD
POR22.9%25.6%28.3%2026-10-20: 26.21%2026-10-22: 26.14%2026-10-23: 26.02%2026-10-26: 27.69%2026-10-27: 23.82%2026-10-28: 27.90%2026-10-30: 23.27%Oct 20Oct 26Oct 30
7 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
26.21%
26.14%
26.02%
27.69%
23.82%
27.90%
23.27%