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Southwest Gas Holdings, Inc. SWX

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Market datapartial · fetched 2026-10-23T16:46:40.019Z

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 · 2026-10-23T16:45:24.646489709Z

FundamentalsAlpha Vantage · unavailable

Share price$91.51
1D+0.2%
$90.96$91.31$91.66$92.02$92.375:30 AM6:30 AM9:00 AM1:00 PMSWX
Sold putSold call

Southwest Gas Holdings, Inc. options

Live interpolated SWX call and put midpoint premiums by absolute delta.Southwest Gas Holdings, Inc.$2.45$3.02$3.59$4.16$4.73$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESWX PRICE$3.18$3.87$4.56$2.51$2.51$2.52$2.52
PutsExpensive4.81×
CallsCheap0.61×
SkewBearish+89.59 pp
Implied move——
TiltBullish7.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.52151.2%34.4%
25Δ69.45121.5%26.8%
30Δ76.3991.7%19.3%
35Δ83.3362.0%11.7%
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ89.4417.1%1.2%
75Δ88.5417.0%1.0%
80Δ87.6416.9%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.52
IV
151.2%
B/E move
34.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.45
IV
121.5%
B/E move
26.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
76.39
IV
91.7%
B/E move
19.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.33
IV
62.0%
B/E move
11.7%

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

Calls
Pseudo strike
89.44
IV
17.1%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
88.54
IV
17.0%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
87.64
IV
16.9%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations