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PPL Corporation PPL

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-11-12T00:47:05.229Z

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 · 2026-11-12T00:00:00.001520032Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:47:04.852197+00:00

Share price$35.38
1D-0.2%
AH$35.28$35.36$35.44$35.51$35.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPPL
Sold putSold callAH

PPL Corporation options

Live interpolated PPL call and put midpoint premiums by absolute delta.PPL Corporation$0.11$0.50$0.89$1.29$1.68$33.16$34.36$35.57$36.77$37.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PPL spot · $35.38PPL PRICE$0.15$0.18$0.22$0.29$0.37$0.45$0.53$0.62$0.70$0.84$1.08$1.32$1.57$0.15$0.18$0.21$0.25$0.31$0.38$0.45$0.52$0.59$0.65$0.72
Puts——
CallsCheap0.62×
Skew——
Implied moveBullish±$0.98
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.0126.9%5.0%34.2424.7%3.7%
25Δ36.5624.1%3.8%34.5222.2%2.9%
30Δ36.1021.2%2.7%34.8119.8%2.2%
35Δ35.8820.9%2.2%35.0418.0%1.7%
40Δ35.7221.4%2.0%35.1717.9%1.5%
45Δ35.5721.8%1.8%35.3017.9%1.3%
50Δ35.4122.3%1.6%35.4317.8%1.1%
55Δ35.2622.7%1.4%35.5617.7%1.0%
60Δ35.1023.2%1.2%35.6917.6%0.8%
65Δ34.9024.2%1.0%35.8217.5%0.6%
70Δ34.6126.3%0.9%35.9417.4%0.4%
75Δ34.3228.4%0.8%
80Δ34.0430.6%0.6%

20Δ

Calls
Pseudo strike
37.01
IV
26.9%
B/E move
5.0%
Puts
Pseudo strike
34.24
IV
24.7%
B/E move
3.7%

25Δ

Calls
Pseudo strike
36.56
IV
24.1%
B/E move
3.8%
Puts
Pseudo strike
34.52
IV
22.2%
B/E move
2.9%

30Δ

Calls
Pseudo strike
36.10
IV
21.2%
B/E move
2.7%
Puts
Pseudo strike
34.81
IV
19.8%
B/E move
2.2%

35Δ

Calls
Pseudo strike
35.88
IV
20.9%
B/E move
2.2%
Puts
Pseudo strike
35.04
IV
18.0%
B/E move
1.7%

40Δ

Calls
Pseudo strike
35.72
IV
21.4%
B/E move
2.0%
Puts
Pseudo strike
35.17
IV
17.9%
B/E move
1.5%

45Δ

Calls
Pseudo strike
35.57
IV
21.8%
B/E move
1.8%
Puts
Pseudo strike
35.30
IV
17.9%
B/E move
1.3%

50Δ

Calls
Pseudo strike
35.41
IV
22.3%
B/E move
1.6%
Puts
Pseudo strike
35.43
IV
17.8%
B/E move
1.1%

55Δ

Calls
Pseudo strike
35.26
IV
22.7%
B/E move
1.4%
Puts
Pseudo strike
35.56
IV
17.7%
B/E move
1.0%

60Δ

Calls
Pseudo strike
35.10
IV
23.2%
B/E move
1.2%
Puts
Pseudo strike
35.69
IV
17.6%
B/E move
0.8%

65Δ

Calls
Pseudo strike
34.90
IV
24.2%
B/E move
1.0%
Puts
Pseudo strike
35.82
IV
17.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
34.61
IV
26.3%
B/E move
0.9%
Puts
Pseudo strike
35.94
IV
17.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
34.32
IV
28.4%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
34.04
IV
30.6%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend19.88%
Daily EOD
PPL18.3%19.1%20.0%2026-10-19: 18.58%2026-10-20: 18.40%2026-10-21: 18.66%2026-10-22: 19.21%2026-10-23: 18.85%2026-10-26: 18.87%2026-10-27: 19.31%2026-10-28: 18.80%2026-10-29: 19.10%2026-10-30: 19.88%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
18.58%
18.40%
18.66%
19.21%
18.85%
18.87%
19.31%
18.80%
19.10%
19.88%