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Southwest Gas Holdings, Inc. SWX

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Market datapartial · fetched 2026-10-23T23:09:10.752Z

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 · 2026-10-23T23:00:00.001609046Z

FundamentalsAlpha Vantage · unavailable

Share price$91.15
1D-0.2%
AH$90.96$91.31$91.66$92.02$92.375:30 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.$2.25$4.09$5.93$7.76$9.60$78.07$83.88$89.70$95.51$101.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SWX spot · $91.15SWX PRICE$2.60$3.02$3.44$3.85$4.27$4.69$5.10$5.52$5.94$2.45$2.45$2.54$2.78$3.02$3.25$3.49$3.72$3.96$4.20$4.43$6.24$9.07
PutsExpensive1.86×
CallsExpensive1.14×
SkewBearish+9.41 pp
Implied moveBalanced±$6.92
TiltBearish14.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.8179.1%17.3%
25Δ82.6061.0%12.1%
30Δ85.4550.6%9.0%
35Δ86.5947.2%8.1%
40Δ94.6438.1%6.7%87.7343.9%7.1%
45Δ93.6636.4%6.1%88.8740.6%6.1%
50Δ92.6834.8%5.4%90.0037.2%5.1%
55Δ91.7033.1%4.8%91.1433.9%4.1%
60Δ90.7231.5%4.2%92.2830.6%3.1%
65Δ89.7429.8%3.6%93.4227.2%2.1%
70Δ88.7628.2%3.0%94.5523.9%1.1%
75Δ87.7826.5%2.4%96.8125.6%0.6%
80Δ86.8024.9%1.7%99.7730.6%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.81
IV
79.1%
B/E move
17.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.60
IV
61.0%
B/E move
12.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
85.45
IV
50.6%
B/E move
9.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
86.59
IV
47.2%
B/E move
8.1%

40Δ

Calls
Pseudo strike
94.64
IV
38.1%
B/E move
6.7%
Puts
Pseudo strike
87.73
IV
43.9%
B/E move
7.1%

45Δ

Calls
Pseudo strike
93.66
IV
36.4%
B/E move
6.1%
Puts
Pseudo strike
88.87
IV
40.6%
B/E move
6.1%

50Δ

Calls
Pseudo strike
92.68
IV
34.8%
B/E move
5.4%
Puts
Pseudo strike
90.00
IV
37.2%
B/E move
5.1%

55Δ

Calls
Pseudo strike
91.70
IV
33.1%
B/E move
4.8%
Puts
Pseudo strike
91.14
IV
33.9%
B/E move
4.1%

60Δ

Calls
Pseudo strike
90.72
IV
31.5%
B/E move
4.2%
Puts
Pseudo strike
92.28
IV
30.6%
B/E move
3.1%

65Δ

Calls
Pseudo strike
89.74
IV
29.8%
B/E move
3.6%
Puts
Pseudo strike
93.42
IV
27.2%
B/E move
2.1%

70Δ

Calls
Pseudo strike
88.76
IV
28.2%
B/E move
3.0%
Puts
Pseudo strike
94.55
IV
23.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
87.78
IV
26.5%
B/E move
2.4%
Puts
Pseudo strike
96.81
IV
25.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
86.80
IV
24.9%
B/E move
1.7%
Puts
Pseudo strike
99.77
IV
30.6%
B/E move
0.5%

Options history

No recorded observations