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Southwest Gas Holdings, Inc. SWX

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Market datapartial · fetched 2026-10-22T21:23:14.670Z

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 · 2026-10-22T20:10:00.001103008Z

FundamentalsAlpha Vantage · unavailable

Share price$91.08
1D+2.2%
AH$88.84$89.48$90.12$90.76$91.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSWX
Sold putSold callAH

Southwest Gas Holdings, Inc. options

Live interpolated SWX call and put midpoint premiums by absolute delta.Southwest Gas Holdings, Inc.$2.10$3.97$5.83$7.70$9.57$78.08$83.86$89.64$95.42$101.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SWX spot · $91.08SWX PRICE$2.31$2.38$2.45$2.52$2.59$2.66$2.73$3.24$4.00$4.75$5.51$2.30$2.30$2.32$2.35$2.39$2.82$3.39$3.96$4.53$5.09$6.25$7.64$9.03
PutsExpensive1.71×
CallsExpensive1.13×
SkewBearish+7.10 pp
Implied moveBearish±$5.98
TiltBearish21.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.0974.4%16.8%
25Δ82.9556.6%11.5%
30Δ99.8351.4%12.1%85.8845.6%8.3%
35Δ98.2846.4%10.5%87.7138.6%6.3%
40Δ96.7441.4%8.9%89.5431.6%4.3%
45Δ95.1936.4%7.3%90.7429.8%3.5%
50Δ93.6431.4%5.7%91.7429.8%3.0%
55Δ92.1026.4%4.0%92.7329.8%2.5%
60Δ90.5521.4%2.4%93.7329.8%2.1%
65Δ89.3820.0%1.7%94.7229.8%1.6%
70Δ88.4220.6%1.5%96.1930.8%1.3%
75Δ87.4721.1%1.2%97.8532.1%1.0%
80Δ86.5121.7%1.0%99.5033.5%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.09
IV
74.4%
B/E move
16.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.95
IV
56.6%
B/E move
11.5%

30Δ

Calls
Pseudo strike
99.83
IV
51.4%
B/E move
12.1%
Puts
Pseudo strike
85.88
IV
45.6%
B/E move
8.3%

35Δ

Calls
Pseudo strike
98.28
IV
46.4%
B/E move
10.5%
Puts
Pseudo strike
87.71
IV
38.6%
B/E move
6.3%

40Δ

Calls
Pseudo strike
96.74
IV
41.4%
B/E move
8.9%
Puts
Pseudo strike
89.54
IV
31.6%
B/E move
4.3%

45Δ

Calls
Pseudo strike
95.19
IV
36.4%
B/E move
7.3%
Puts
Pseudo strike
90.74
IV
29.8%
B/E move
3.5%

50Δ

Calls
Pseudo strike
93.64
IV
31.4%
B/E move
5.7%
Puts
Pseudo strike
91.74
IV
29.8%
B/E move
3.0%

55Δ

Calls
Pseudo strike
92.10
IV
26.4%
B/E move
4.0%
Puts
Pseudo strike
92.73
IV
29.8%
B/E move
2.5%

60Δ

Calls
Pseudo strike
90.55
IV
21.4%
B/E move
2.4%
Puts
Pseudo strike
93.73
IV
29.8%
B/E move
2.1%

65Δ

Calls
Pseudo strike
89.38
IV
20.0%
B/E move
1.7%
Puts
Pseudo strike
94.72
IV
29.8%
B/E move
1.6%

70Δ

Calls
Pseudo strike
88.42
IV
20.6%
B/E move
1.5%
Puts
Pseudo strike
96.19
IV
30.8%
B/E move
1.3%

75Δ

Calls
Pseudo strike
87.47
IV
21.1%
B/E move
1.2%
Puts
Pseudo strike
97.85
IV
32.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
86.51
IV
21.7%
B/E move
1.0%
Puts
Pseudo strike
99.50
IV
33.5%
B/E move
0.7%

Options history

No recorded observations