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Southern Company SO

UTILITIES · UTILITIES - REGULATED ELECTRIC
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Market dataready · fetched 2026-10-16T00:16:43.976Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:07:13.589698835Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:16:43.303887+00:00

Share price$89.80
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$0.24$3.09$5.95$8.80$11.66$80.08$84.34$88.59$92.85$97.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SO spot · $89.80SO PRICE$0.55$0.73$0.92$1.13$1.37$1.62$1.86$2.15$2.47$2.79$3.11$3.54$4.34$0.89$1.17$1.50$1.85$2.30$2.75$3.31$4.00$4.71$5.66$6.67$7.92$10.83
PutsExpensive1.37×
CallsCheap0.83×
SkewBearish+11.93 pp
Implied moveBearish±$5.18
TiltBearish33.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.6617.7%6.0%84.1027.3%7.3%
25Δ93.8217.5%5.3%85.5326.3%6.1%
30Δ92.9817.4%4.6%86.5726.4%5.3%
35Δ92.2217.3%4.0%87.6126.5%4.5%
40Δ91.5817.2%3.5%88.5626.7%3.9%
45Δ90.9417.1%3.1%89.5227.0%3.4%
50Δ90.3017.0%2.6%90.5227.5%2.9%
55Δ89.6916.7%2.3%91.5728.3%2.5%
60Δ89.1016.4%2.0%92.6529.0%2.1%
65Δ88.5216.1%1.7%93.9429.8%1.7%
70Δ87.9415.7%1.4%95.2730.6%1.3%
75Δ87.2715.6%1.1%96.8431.3%1.0%
80Δ86.3216.2%1.0%99.9336.5%0.8%

20Δ

Calls
Pseudo strike
94.66
IV
17.7%
B/E move
6.0%
Puts
Pseudo strike
84.10
IV
27.3%
B/E move
7.3%

25Δ

Calls
Pseudo strike
93.82
IV
17.5%
B/E move
5.3%
Puts
Pseudo strike
85.53
IV
26.3%
B/E move
6.1%

30Δ

Calls
Pseudo strike
92.98
IV
17.4%
B/E move
4.6%
Puts
Pseudo strike
86.57
IV
26.4%
B/E move
5.3%

35Δ

Calls
Pseudo strike
92.22
IV
17.3%
B/E move
4.0%
Puts
Pseudo strike
87.61
IV
26.5%
B/E move
4.5%

40Δ

Calls
Pseudo strike
91.58
IV
17.2%
B/E move
3.5%
Puts
Pseudo strike
88.56
IV
26.7%
B/E move
3.9%

45Δ

Calls
Pseudo strike
90.94
IV
17.1%
B/E move
3.1%
Puts
Pseudo strike
89.52
IV
27.0%
B/E move
3.4%

50Δ

Calls
Pseudo strike
90.30
IV
17.0%
B/E move
2.6%
Puts
Pseudo strike
90.52
IV
27.5%
B/E move
2.9%

55Δ

Calls
Pseudo strike
89.69
IV
16.7%
B/E move
2.3%
Puts
Pseudo strike
91.57
IV
28.3%
B/E move
2.5%

60Δ

Calls
Pseudo strike
89.10
IV
16.4%
B/E move
2.0%
Puts
Pseudo strike
92.65
IV
29.0%
B/E move
2.1%

65Δ

Calls
Pseudo strike
88.52
IV
16.1%
B/E move
1.7%
Puts
Pseudo strike
93.94
IV
29.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
87.94
IV
15.7%
B/E move
1.4%
Puts
Pseudo strike
95.27
IV
30.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
87.27
IV
15.6%
B/E move
1.1%
Puts
Pseudo strike
96.84
IV
31.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
86.32
IV
16.2%
B/E move
1.0%
Puts
Pseudo strike
99.93
IV
36.5%
B/E move
0.8%