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Portland General Electric Company POR

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Market datapartial · fetched 2026-10-23T03:14:47.052Z

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 · 2026-10-22T23:00:00.002841891Z

FundamentalsAlpha Vantage · unavailable

Share price$44.90
1D+1.5%
AH$44.05$44.30$44.54$44.79$45.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPOR
Sold putSold callAH

Portland General Electric Company options

Live interpolated POR call and put midpoint premiums by absolute delta.Portland General Electric Company$0.86$2.81$4.75$6.69$8.64$36.20$40.39$44.58$48.76$52.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive POR spot · $44.90POR PRICE$1.07$1.12$1.19$1.25$1.32$1.38$1.45$2.13$3.24$4.35$5.46$6.58$7.69$1.16$1.20$1.24$1.29$1.33$1.37$1.72$2.49$3.27$4.05$4.82$5.60$8.08
PutsExpensive1.59×
CallsExpensive1.77×
SkewBearish+5.14 pp
Implied moveBearish±$3.16
TiltBalanced0.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.0286.1%29.4%33.73111.2%27.5%
25Δ53.7872.3%22.3%35.7496.3%23.1%
30Δ52.1664.2%18.8%37.7681.5%18.7%
35Δ50.5456.2%15.3%39.7766.6%14.3%
40Δ48.9148.2%11.9%41.7951.8%9.9%
45Δ47.2940.2%8.4%43.8037.0%5.5%
50Δ45.6732.1%4.9%45.3629.6%2.8%
55Δ44.2631.8%3.3%46.2633.1%2.5%
60Δ43.0136.7%3.0%47.1536.7%2.3%
65Δ41.7641.7%2.7%48.0440.2%2.0%
70Δ40.5146.6%2.4%48.9443.7%1.8%
75Δ39.2551.6%2.1%49.8347.3%1.5%
80Δ38.0056.6%1.8%52.4256.0%1.2%

20Δ

Calls
Pseudo strike
57.02
IV
86.1%
B/E move
29.4%
Puts
Pseudo strike
33.73
IV
111.2%
B/E move
27.5%

25Δ

Calls
Pseudo strike
53.78
IV
72.3%
B/E move
22.3%
Puts
Pseudo strike
35.74
IV
96.3%
B/E move
23.1%

30Δ

Calls
Pseudo strike
52.16
IV
64.2%
B/E move
18.8%
Puts
Pseudo strike
37.76
IV
81.5%
B/E move
18.7%

35Δ

Calls
Pseudo strike
50.54
IV
56.2%
B/E move
15.3%
Puts
Pseudo strike
39.77
IV
66.6%
B/E move
14.3%

40Δ

Calls
Pseudo strike
48.91
IV
48.2%
B/E move
11.9%
Puts
Pseudo strike
41.79
IV
51.8%
B/E move
9.9%

45Δ

Calls
Pseudo strike
47.29
IV
40.2%
B/E move
8.4%
Puts
Pseudo strike
43.80
IV
37.0%
B/E move
5.5%

50Δ

Calls
Pseudo strike
45.67
IV
32.1%
B/E move
4.9%
Puts
Pseudo strike
45.36
IV
29.6%
B/E move
2.8%

55Δ

Calls
Pseudo strike
44.26
IV
31.8%
B/E move
3.3%
Puts
Pseudo strike
46.26
IV
33.1%
B/E move
2.5%

60Δ

Calls
Pseudo strike
43.01
IV
36.7%
B/E move
3.0%
Puts
Pseudo strike
47.15
IV
36.7%
B/E move
2.3%

65Δ

Calls
Pseudo strike
41.76
IV
41.7%
B/E move
2.7%
Puts
Pseudo strike
48.04
IV
40.2%
B/E move
2.0%

70Δ

Calls
Pseudo strike
40.51
IV
46.6%
B/E move
2.4%
Puts
Pseudo strike
48.94
IV
43.7%
B/E move
1.8%

75Δ

Calls
Pseudo strike
39.25
IV
51.6%
B/E move
2.1%
Puts
Pseudo strike
49.83
IV
47.3%
B/E move
1.5%

80Δ

Calls
Pseudo strike
38.00
IV
56.6%
B/E move
1.8%
Puts
Pseudo strike
52.42
IV
56.0%
B/E move
1.2%

Options history

No recorded observations