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Quanta Services, Inc. PWR

i

Market dataready · fetched 2026-11-12T02:41:30.198Z

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 · 2026-11-12T00:22:07.155206711Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:33:35.204297+00:00

Share price$598.01
1D-1.6%
AH$601$607$613$619$6255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPWR
Sold putSold callAH

Quanta Services, Inc. options

Live interpolated PWR call and put midpoint premiums by absolute delta.Quanta Services, Inc.$3.45$24.67$45.88$67.10$88.32$483.06$536.77$590.47$644.18$697.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PWR spot · $598.01PWR PRICE$6.20$8.59$11.32$14.26$17.37$21.32$25.23$29.89$35.83$44.06$53.03$64.89$82.21$5.74$7.21$9.08$11.12$13.32$15.88$18.48$20.34$22.19$24.90$27.60$30.01$32.36
PutsCheap0.44×
CallsCheap0.89×
SkewBullish-31.70 pp
Implied moveBullish±$43.71
TiltBullish27.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ652.2861.4%10.1%560.2752.6%7.3%
25Δ643.9264.0%9.1%569.7349.5%5.9%
30Δ635.7066.4%8.2%576.6448.6%5.1%
35Δ627.4368.1%7.3%583.0248.0%4.4%
40Δ618.7768.8%6.4%588.9847.6%3.7%
45Δ610.8771.3%5.7%594.6447.3%3.2%
50Δ602.4372.0%5.0%600.2147.1%2.7%
55Δ593.8473.4%4.3%605.0944.5%2.2%
60Δ584.7076.5%3.8%609.9841.9%1.7%
65Δ574.0882.4%3.4%614.6940.6%1.4%
70Δ562.3087.1%2.9%619.4039.2%1.0%
75Δ547.8093.8%2.5%623.4036.8%0.8%
80Δ528.22104.8%2.1%627.3034.3%0.5%

20Δ

Calls
Pseudo strike
652.28
IV
61.4%
B/E move
10.1%
Puts
Pseudo strike
560.27
IV
52.6%
B/E move
7.3%

25Δ

Calls
Pseudo strike
643.92
IV
64.0%
B/E move
9.1%
Puts
Pseudo strike
569.73
IV
49.5%
B/E move
5.9%

30Δ

Calls
Pseudo strike
635.70
IV
66.4%
B/E move
8.2%
Puts
Pseudo strike
576.64
IV
48.6%
B/E move
5.1%

35Δ

Calls
Pseudo strike
627.43
IV
68.1%
B/E move
7.3%
Puts
Pseudo strike
583.02
IV
48.0%
B/E move
4.4%

40Δ

Calls
Pseudo strike
618.77
IV
68.8%
B/E move
6.4%
Puts
Pseudo strike
588.98
IV
47.6%
B/E move
3.7%

45Δ

Calls
Pseudo strike
610.87
IV
71.3%
B/E move
5.7%
Puts
Pseudo strike
594.64
IV
47.3%
B/E move
3.2%

50Δ

Calls
Pseudo strike
602.43
IV
72.0%
B/E move
5.0%
Puts
Pseudo strike
600.21
IV
47.1%
B/E move
2.7%

55Δ

Calls
Pseudo strike
593.84
IV
73.4%
B/E move
4.3%
Puts
Pseudo strike
605.09
IV
44.5%
B/E move
2.2%

60Δ

Calls
Pseudo strike
584.70
IV
76.5%
B/E move
3.8%
Puts
Pseudo strike
609.98
IV
41.9%
B/E move
1.7%

65Δ

Calls
Pseudo strike
574.08
IV
82.4%
B/E move
3.4%
Puts
Pseudo strike
614.69
IV
40.6%
B/E move
1.4%

70Δ

Calls
Pseudo strike
562.30
IV
87.1%
B/E move
2.9%
Puts
Pseudo strike
619.40
IV
39.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
547.80
IV
93.8%
B/E move
2.5%
Puts
Pseudo strike
623.40
IV
36.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
528.22
IV
104.8%
B/E move
2.1%
Puts
Pseudo strike
627.30
IV
34.3%
B/E move
0.5%

Options history

IV · four-Friday blend46.68%
Daily close
PWR39.1%46.7%54.3%2026-08-13: 42.97%2026-08-14: 41.30%2026-08-17: 43.88%2026-08-18: 45.43%2026-08-19: 44.71%2026-08-20: 46.85%2026-08-21: 44.88%2026-08-24: 44.87%2026-08-25: 46.34%2026-08-26: 45.98%2026-08-27: 44.50%2026-08-28: 43.52%2026-08-31: 43.21%2026-09-01: 43.28%2026-09-02: 41.83%2026-09-03: 42.28%2026-09-04: 42.49%2026-09-08: 43.90%2026-09-09: 43.85%2026-09-10: 42.91%2026-09-11: 40.11%2026-09-14: 44.38%2026-09-15: 45.03%2026-09-16: 45.61%2026-09-17: 45.68%2026-09-18: 42.92%2026-09-21: 43.50%2026-09-22: 43.68%2026-09-23: 43.03%2026-09-24: 43.98%2026-09-25: 42.50%2026-09-28: 43.17%2026-09-29: 42.72%2026-09-30: 41.33%2026-10-01: 41.69%2026-10-02: 41.60%2026-10-05: 41.23%2026-10-06: 42.49%2026-10-07: 43.29%2026-10-08: 43.71%2026-10-09: 42.84%2026-10-12: 44.12%2026-10-13: 46.02%2026-10-14: 48.47%2026-10-15: 49.65%2026-10-16: 46.95%2026-10-19: 46.66%2026-10-20: 47.44%2026-10-21: 48.00%2026-10-22: 51.91%2026-10-23: 52.49%2026-10-26: 52.53%2026-10-27: 53.28%2026-10-28: 51.19%2026-10-29: 44.18%2026-10-30: 46.68%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
42.97%
41.30%
43.88%
45.43%
44.71%
46.85%
44.88%
44.87%
46.34%
45.98%
44.50%
43.52%
43.21%
43.28%
41.83%
42.28%
42.49%
43.90%
43.85%
42.91%
40.11%
44.38%
45.03%
45.61%
45.68%
42.92%
43.50%
43.68%
43.03%
43.98%
42.50%
43.17%
42.72%
41.33%
41.69%
41.60%
41.23%
42.49%
43.29%
43.71%
42.84%
44.12%
46.02%
48.47%
49.65%
46.95%
46.66%
47.44%
48.00%
51.91%
52.49%
52.53%
53.28%
51.19%
44.18%
46.68%