IntraAlpha
Create free account Start free

SkyWest, Inc. Common Stock SKYW

i

Market datapartial · fetched 2026-10-23T02:43:05.813Z

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 · 2026-10-22T20:50:27.153627108Z

FundamentalsAlpha Vantage · unavailable

Share price$95.63
1D+2.6%
AH$92.94$93.88$94.82$95.75$96.695:30 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$0.85$4.08$7.32$10.55$13.78$80.44$87.89$95.34$102.79$110.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SKYW spot · $95.63SKYW PRICE$1.20$1.61$2.17$2.74$3.30$3.63$4.22$4.96$5.81$6.69$7.65$9.22$11.17$1.57$2.09$2.64$3.26$3.93$4.63$5.30$6.14$7.18$8.31$9.45$10.59$12.85
PutsExpensive1.39×
CallsExpensive1.21×
SkewBearish+2.18 pp
Implied moveBearish±$9.52
TiltBearish9.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ107.0242.2%13.2%86.2348.6%11.5%
25Δ104.5241.4%11.0%88.3148.2%9.8%
30Δ103.0143.0%10.0%90.1947.8%8.5%
35Δ101.5044.6%9.0%91.9147.5%7.3%
40Δ100.0046.2%8.0%93.5647.1%6.3%
45Δ98.1642.7%6.4%95.1746.6%5.3%
50Δ96.5941.9%5.4%96.7045.3%4.4%
55Δ95.1842.6%4.7%98.2744.8%3.7%
60Δ93.6943.1%4.0%99.8945.2%3.1%
65Δ92.1943.4%3.4%101.5644.5%2.5%
70Δ90.6543.2%2.8%103.2443.8%1.9%
75Δ88.6345.6%2.3%104.9143.1%1.4%
80Δ86.2948.3%1.9%107.5544.0%1.0%

20Δ

Calls
Pseudo strike
107.02
IV
42.2%
B/E move
13.2%
Puts
Pseudo strike
86.23
IV
48.6%
B/E move
11.5%

25Δ

Calls
Pseudo strike
104.52
IV
41.4%
B/E move
11.0%
Puts
Pseudo strike
88.31
IV
48.2%
B/E move
9.8%

30Δ

Calls
Pseudo strike
103.01
IV
43.0%
B/E move
10.0%
Puts
Pseudo strike
90.19
IV
47.8%
B/E move
8.5%

35Δ

Calls
Pseudo strike
101.50
IV
44.6%
B/E move
9.0%
Puts
Pseudo strike
91.91
IV
47.5%
B/E move
7.3%

40Δ

Calls
Pseudo strike
100.00
IV
46.2%
B/E move
8.0%
Puts
Pseudo strike
93.56
IV
47.1%
B/E move
6.3%

45Δ

Calls
Pseudo strike
98.16
IV
42.7%
B/E move
6.4%
Puts
Pseudo strike
95.17
IV
46.6%
B/E move
5.3%

50Δ

Calls
Pseudo strike
96.59
IV
41.9%
B/E move
5.4%
Puts
Pseudo strike
96.70
IV
45.3%
B/E move
4.4%

55Δ

Calls
Pseudo strike
95.18
IV
42.6%
B/E move
4.7%
Puts
Pseudo strike
98.27
IV
44.8%
B/E move
3.7%

60Δ

Calls
Pseudo strike
93.69
IV
43.1%
B/E move
4.0%
Puts
Pseudo strike
99.89
IV
45.2%
B/E move
3.1%

65Δ

Calls
Pseudo strike
92.19
IV
43.4%
B/E move
3.4%
Puts
Pseudo strike
101.56
IV
44.5%
B/E move
2.5%

70Δ

Calls
Pseudo strike
90.65
IV
43.2%
B/E move
2.8%
Puts
Pseudo strike
103.24
IV
43.8%
B/E move
1.9%

75Δ

Calls
Pseudo strike
88.63
IV
45.6%
B/E move
2.3%
Puts
Pseudo strike
104.91
IV
43.1%
B/E move
1.4%

80Δ

Calls
Pseudo strike
86.29
IV
48.3%
B/E move
1.9%
Puts
Pseudo strike
107.55
IV
44.0%
B/E move
1.0%

Options history

No recorded observations