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Southwest Gas Holdings, Inc. SWX

UTILITIES · UTILITIES - REGULATED GAS
i

Market dataready · fetched 2026-11-13T00:47:10.627Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T00:00:00.001402548Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T00:47:09.137964+00:00

Share price$93.08
1D-0.4%
AH$92.27$92.66$93.05$93.45$93.845:30 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.$1.05$2.60$4.16$5.71$7.26$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICESWX PRICE$1.22$1.55$1.89$2.23$2.56$2.90$3.24$3.58$4.36$5.18$6.00$6.82
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.9225.1%11.2%
25Δ85.4824.2%9.8%
30Δ87.0523.3%8.5%
35Δ88.6222.4%7.2%
40Δ90.1921.4%5.9%
45Δ91.7520.5%4.5%
50Δ93.3219.6%3.2%
55Δ94.8918.7%1.9%
60Δ96.0618.9%1.5%
65Δ97.1919.1%1.1%
70Δ98.3319.3%0.8%
75Δ99.4719.5%0.5%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.92
IV
25.1%
B/E move
11.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
85.48
IV
24.2%
B/E move
9.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
87.05
IV
23.3%
B/E move
8.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
88.62
IV
22.4%
B/E move
7.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
90.19
IV
21.4%
B/E move
5.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
91.75
IV
20.5%
B/E move
4.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
93.32
IV
19.6%
B/E move
3.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
94.89
IV
18.7%
B/E move
1.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
96.06
IV
18.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
97.19
IV
19.1%
B/E move
1.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
98.33
IV
19.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
99.47
IV
19.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend21.10%
Daily EOD
SWX19.9%21.9%23.9%2026-10-19: 23.55%2026-10-20: 20.15%2026-10-21: 20.69%2026-10-22: 22.30%2026-10-23: 22.52%2026-10-26: 23.59%2026-10-27: 21.67%2026-10-29: 20.82%2026-10-30: 21.10%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.55%
20.15%
20.69%
22.30%
22.52%
23.59%
21.67%
20.82%
21.10%