IntraAlpha
Create free account Start free

Southern Company SO

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-10-15T20:02:51.319Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:06.35032439Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:57:19.771064+00:00

Share price$89.18
1D-1.3%
AH$88.92$89.46$89.99$90.52$91.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSO
Sold putSold callAH

Southern Company options

Live interpolated SO call and put midpoint premiums by absolute delta.Southern Company$0.08$1.42$2.75$4.08$5.42$86.65$88.47$90.29$92.11$93.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $89.18OPTION PRICELive SO spot · $89.18SO PRICE$0.55$0.65$1.01$0.92$0.83$0.74$0.66$0.57$1.21$2.48$3.76$5.03$3.75$0.86$0.37$0.30$0.26$0.23$0.35$0.48$0.61$0.74$0.87$1.00$1.13$1.26
PutsExpensive1.32×
CallsExpensive3.01×
SkewBullish-47.77 pp
Implied moveBullish±$1.14
TiltBullish44.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.59118.0%6.7%82.86169.8%8.0%
25Δ92.1491.2%4.0%87.6052.0%2.2%
30Δ93.41134.8%5.9%88.2436.1%1.4%
35Δ92.61114.3%4.9%88.6126.6%0.9%
40Δ91.8093.8%3.9%88.9817.1%0.5%
45Δ90.9973.3%2.9%89.1518.6%0.4%
50Δ90.1852.8%1.9%89.3120.7%0.4%
55Δ89.3732.3%0.9%89.4722.7%0.4%
60Δ88.3838.4%0.5%89.6324.8%0.3%
65Δ87.2367.6%0.6%89.7826.8%0.3%
70Δ86.0796.8%0.7%89.9428.8%0.3%
75Δ84.92126.0%0.9%90.1030.9%0.2%
80Δ85.9389.3%0.6%90.2632.9%0.2%

20Δ

Calls
Pseudo strike
94.59
IV
118.0%
B/E move
6.7%
Puts
Pseudo strike
82.86
IV
169.8%
B/E move
8.0%

25Δ

Calls
Pseudo strike
92.14
IV
91.2%
B/E move
4.0%
Puts
Pseudo strike
87.60
IV
52.0%
B/E move
2.2%

30Δ

Calls
Pseudo strike
93.41
IV
134.8%
B/E move
5.9%
Puts
Pseudo strike
88.24
IV
36.1%
B/E move
1.4%

35Δ

Calls
Pseudo strike
92.61
IV
114.3%
B/E move
4.9%
Puts
Pseudo strike
88.61
IV
26.6%
B/E move
0.9%

40Δ

Calls
Pseudo strike
91.80
IV
93.8%
B/E move
3.9%
Puts
Pseudo strike
88.98
IV
17.1%
B/E move
0.5%

45Δ

Calls
Pseudo strike
90.99
IV
73.3%
B/E move
2.9%
Puts
Pseudo strike
89.15
IV
18.6%
B/E move
0.4%

50Δ

Calls
Pseudo strike
90.18
IV
52.8%
B/E move
1.9%
Puts
Pseudo strike
89.31
IV
20.7%
B/E move
0.4%

55Δ

Calls
Pseudo strike
89.37
IV
32.3%
B/E move
0.9%
Puts
Pseudo strike
89.47
IV
22.7%
B/E move
0.4%

60Δ

Calls
Pseudo strike
88.38
IV
38.4%
B/E move
0.5%
Puts
Pseudo strike
89.63
IV
24.8%
B/E move
0.3%

65Δ

Calls
Pseudo strike
87.23
IV
67.6%
B/E move
0.6%
Puts
Pseudo strike
89.78
IV
26.8%
B/E move
0.3%

70Δ

Calls
Pseudo strike
86.07
IV
96.8%
B/E move
0.7%
Puts
Pseudo strike
89.94
IV
28.8%
B/E move
0.3%

75Δ

Calls
Pseudo strike
84.92
IV
126.0%
B/E move
0.9%
Puts
Pseudo strike
90.10
IV
30.9%
B/E move
0.2%

80Δ

Calls
Pseudo strike
85.93
IV
89.3%
B/E move
0.6%
Puts
Pseudo strike
90.26
IV
32.9%
B/E move
0.2%