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SkyWest, Inc. Common Stock SKYW

i

Market dataready · fetched 2026-11-12T03:44:30.726Z

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 · 2026-11-11T21:00:01.37736396Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:44:30.616353+00:00

Share price$85.41
1D+2.9%
AH$82.77$83.64$84.51$85.37$86.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSKYW
Sold putSold callAH

SkyWest, Inc. Common Stock options

Live interpolated SKYW call and put midpoint premiums by absolute delta.SkyWest, Inc. Common Stock$0.46$1.83$3.19$4.56$5.93$75.84$80.64$85.45$90.25$95.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SKYW spot · $85.41SKYW PRICE$0.61$0.80$1.00$1.20$1.48$1.80$2.12$2.44$2.96$3.48$4.00$4.74$5.53$0.70$0.85$1.06$1.30$1.55$1.80$2.17$2.53$2.90$3.31$3.94$4.58$5.28
PutsFair0.97×
CallsCheap0.70×
SkewBullish-2.20 pp
Implied moveBalanced±$4.28
TiltBalanced0.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ90.5441.1%6.7%80.6145.5%6.4%
25Δ89.5441.0%5.8%81.9041.6%5.1%
30Δ88.6440.1%5.0%82.8839.5%4.2%
35Δ87.7439.1%4.1%83.5939.1%3.7%
40Δ87.0039.2%3.6%84.2938.6%3.1%
45Δ86.3339.7%3.2%85.0038.2%2.6%
50Δ85.6640.2%2.8%85.6638.1%2.2%
55Δ84.9840.7%2.4%86.3138.0%1.9%
60Δ84.2041.7%2.1%86.9637.8%1.6%
65Δ83.4342.6%1.8%87.6537.8%1.3%
70Δ82.6543.6%1.5%88.4838.2%1.0%
75Δ81.6844.4%1.2%89.3138.6%0.8%
80Δ80.6645.1%0.9%90.2138.9%0.6%

20Δ

Calls
Pseudo strike
90.54
IV
41.1%
B/E move
6.7%
Puts
Pseudo strike
80.61
IV
45.5%
B/E move
6.4%

25Δ

Calls
Pseudo strike
89.54
IV
41.0%
B/E move
5.8%
Puts
Pseudo strike
81.90
IV
41.6%
B/E move
5.1%

30Δ

Calls
Pseudo strike
88.64
IV
40.1%
B/E move
5.0%
Puts
Pseudo strike
82.88
IV
39.5%
B/E move
4.2%

35Δ

Calls
Pseudo strike
87.74
IV
39.1%
B/E move
4.1%
Puts
Pseudo strike
83.59
IV
39.1%
B/E move
3.7%

40Δ

Calls
Pseudo strike
87.00
IV
39.2%
B/E move
3.6%
Puts
Pseudo strike
84.29
IV
38.6%
B/E move
3.1%

45Δ

Calls
Pseudo strike
86.33
IV
39.7%
B/E move
3.2%
Puts
Pseudo strike
85.00
IV
38.2%
B/E move
2.6%

50Δ

Calls
Pseudo strike
85.66
IV
40.2%
B/E move
2.8%
Puts
Pseudo strike
85.66
IV
38.1%
B/E move
2.2%

55Δ

Calls
Pseudo strike
84.98
IV
40.7%
B/E move
2.4%
Puts
Pseudo strike
86.31
IV
38.0%
B/E move
1.9%

60Δ

Calls
Pseudo strike
84.20
IV
41.7%
B/E move
2.1%
Puts
Pseudo strike
86.96
IV
37.8%
B/E move
1.6%

65Δ

Calls
Pseudo strike
83.43
IV
42.6%
B/E move
1.8%
Puts
Pseudo strike
87.65
IV
37.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
82.65
IV
43.6%
B/E move
1.5%
Puts
Pseudo strike
88.48
IV
38.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
81.68
IV
44.4%
B/E move
1.2%
Puts
Pseudo strike
89.31
IV
38.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
80.66
IV
45.1%
B/E move
0.9%
Puts
Pseudo strike
90.21
IV
38.9%
B/E move
0.6%

Options history

IV · four-Friday blend37.27%
Daily EOD
SKYW36.9%39.6%42.4%2026-10-19: 39.12%2026-10-20: 39.28%2026-10-21: 38.96%2026-10-22: 39.78%2026-10-23: 40.57%2026-10-26: 41.54%2026-10-27: 41.44%2026-10-28: 42.01%2026-10-29: 41.67%2026-10-30: 37.27%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.12%
39.28%
38.96%
39.78%
40.57%
41.54%
41.44%
42.01%
41.67%
37.27%