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WEC Energy Group, Inc. WEC

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Market datapartial · fetched 2026-10-22T22:09:40.555Z

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 · 2026-10-22T20:10:00.000922206Z

FundamentalsAlpha Vantage · unavailable

Share price$112.15
1D+2.5%
AH$108.96$109.82$110.68$111.54$112.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWEC
Sold putSold callAH

WEC Energy Group, Inc. options

Live interpolated WEC call and put midpoint premiums by absolute delta.WEC Energy Group, Inc.$0.55$4.69$8.83$12.97$17.12$97.66$103.63$109.61$115.58$121.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WEC spot · $112.15WEC PRICE$1.08$1.10$1.12$1.22$1.46$1.69$1.93$2.17$2.41$2.64$2.88$3.19$4.32$1.00$1.37$1.75$2.13$2.63$3.20$3.78$4.36$5.02$6.63$8.24$11.74$15.92
PutsExpensive1.58×
CallsCheap0.78×
SkewBearish+12.54 pp
Implied moveBearish±$5.72
TiltBearish42.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ123.4134.5%11.0%106.2924.4%6.1%
25Δ120.1827.7%8.1%107.3825.2%5.5%
30Δ116.9420.9%5.3%108.4826.0%4.8%
35Δ114.7616.6%3.4%109.5726.8%4.2%
40Δ114.1616.1%3.1%110.6727.1%3.7%
45Δ113.5615.5%2.8%111.7727.3%3.2%
50Δ112.9615.0%2.4%112.8727.4%2.7%
55Δ112.3514.5%2.1%113.9827.5%2.3%
60Δ111.7513.9%1.8%115.1327.8%1.8%
65Δ111.1513.4%1.5%117.0130.4%1.6%
70Δ110.5512.9%1.1%118.8833.1%1.3%
75Δ109.8912.5%0.8%122.4940.5%1.2%
80Δ108.5513.4%0.6%126.9146.6%1.0%

20Δ

Calls
Pseudo strike
123.41
IV
34.5%
B/E move
11.0%
Puts
Pseudo strike
106.29
IV
24.4%
B/E move
6.1%

25Δ

Calls
Pseudo strike
120.18
IV
27.7%
B/E move
8.1%
Puts
Pseudo strike
107.38
IV
25.2%
B/E move
5.5%

30Δ

Calls
Pseudo strike
116.94
IV
20.9%
B/E move
5.3%
Puts
Pseudo strike
108.48
IV
26.0%
B/E move
4.8%

35Δ

Calls
Pseudo strike
114.76
IV
16.6%
B/E move
3.4%
Puts
Pseudo strike
109.57
IV
26.8%
B/E move
4.2%

40Δ

Calls
Pseudo strike
114.16
IV
16.1%
B/E move
3.1%
Puts
Pseudo strike
110.67
IV
27.1%
B/E move
3.7%

45Δ

Calls
Pseudo strike
113.56
IV
15.5%
B/E move
2.8%
Puts
Pseudo strike
111.77
IV
27.3%
B/E move
3.2%

50Δ

Calls
Pseudo strike
112.96
IV
15.0%
B/E move
2.4%
Puts
Pseudo strike
112.87
IV
27.4%
B/E move
2.7%

55Δ

Calls
Pseudo strike
112.35
IV
14.5%
B/E move
2.1%
Puts
Pseudo strike
113.98
IV
27.5%
B/E move
2.3%

60Δ

Calls
Pseudo strike
111.75
IV
13.9%
B/E move
1.8%
Puts
Pseudo strike
115.13
IV
27.8%
B/E move
1.8%

65Δ

Calls
Pseudo strike
111.15
IV
13.4%
B/E move
1.5%
Puts
Pseudo strike
117.01
IV
30.4%
B/E move
1.6%

70Δ

Calls
Pseudo strike
110.55
IV
12.9%
B/E move
1.1%
Puts
Pseudo strike
118.88
IV
33.1%
B/E move
1.3%

75Δ

Calls
Pseudo strike
109.89
IV
12.5%
B/E move
0.8%
Puts
Pseudo strike
122.49
IV
40.5%
B/E move
1.2%

80Δ

Calls
Pseudo strike
108.55
IV
13.4%
B/E move
0.6%
Puts
Pseudo strike
126.91
IV
46.6%
B/E move
1.0%

Options history

No recorded observations