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WEC Energy Group, Inc. WEC

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-11-12T02:21:16.030Z

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: 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 · 2026-11-12T00:00:00.000895019Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:12:59.746017+00:00

Share price$117.47
1D+1.0%
AH$115.94$116.35$116.76$117.17$117.585:30 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.$0.00$5.46$10.92$16.37$21.83$111.21$114.43$117.64$120.86$124.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive WEC spot · $117.47WEC PRICE$0.51$0.58$0.73$0.93$1.14$1.34$1.54$1.74$1.94$2.14$2.35$2.55$2.75$0.89$1.19$1.48$1.79$2.34$2.90$3.45$4.01$4.56$6.56$8.66$20.25
Puts——
CallsCheap0.65×
Skew——
Implied moveBearish±$4.99
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ123.8931.0%5.9%111.9636.8%5.5%
25Δ120.9923.0%3.5%112.9837.8%4.8%
30Δ119.7020.0%2.5%114.0038.7%4.2%
35Δ119.2619.6%2.3%115.0239.6%3.6%
40Δ118.8119.1%2.1%116.0040.4%3.2%
45Δ118.3618.7%1.9%116.9941.3%2.9%
50Δ117.9118.2%1.7%117.9742.1%2.5%
55Δ117.4617.8%1.5%118.9542.9%2.2%
60Δ117.0217.3%1.3%119.9343.7%1.8%
65Δ116.5716.9%1.1%122.0651.5%1.7%
70Δ116.1216.5%0.8%124.2759.9%1.6%
75Δ115.6716.0%0.6%
80Δ115.2215.6%0.4%135.94100.0%1.5%

20Δ

Calls
Pseudo strike
123.89
IV
31.0%
B/E move
5.9%
Puts
Pseudo strike
111.96
IV
36.8%
B/E move
5.5%

25Δ

Calls
Pseudo strike
120.99
IV
23.0%
B/E move
3.5%
Puts
Pseudo strike
112.98
IV
37.8%
B/E move
4.8%

30Δ

Calls
Pseudo strike
119.70
IV
20.0%
B/E move
2.5%
Puts
Pseudo strike
114.00
IV
38.7%
B/E move
4.2%

35Δ

Calls
Pseudo strike
119.26
IV
19.6%
B/E move
2.3%
Puts
Pseudo strike
115.02
IV
39.6%
B/E move
3.6%

40Δ

Calls
Pseudo strike
118.81
IV
19.1%
B/E move
2.1%
Puts
Pseudo strike
116.00
IV
40.4%
B/E move
3.2%

45Δ

Calls
Pseudo strike
118.36
IV
18.7%
B/E move
1.9%
Puts
Pseudo strike
116.99
IV
41.3%
B/E move
2.9%

50Δ

Calls
Pseudo strike
117.91
IV
18.2%
B/E move
1.7%
Puts
Pseudo strike
117.97
IV
42.1%
B/E move
2.5%

55Δ

Calls
Pseudo strike
117.46
IV
17.8%
B/E move
1.5%
Puts
Pseudo strike
118.95
IV
42.9%
B/E move
2.2%

60Δ

Calls
Pseudo strike
117.02
IV
17.3%
B/E move
1.3%
Puts
Pseudo strike
119.93
IV
43.7%
B/E move
1.8%

65Δ

Calls
Pseudo strike
116.57
IV
16.9%
B/E move
1.1%
Puts
Pseudo strike
122.06
IV
51.5%
B/E move
1.7%

70Δ

Calls
Pseudo strike
116.12
IV
16.5%
B/E move
0.8%
Puts
Pseudo strike
124.27
IV
59.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
115.67
IV
16.0%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
115.22
IV
15.6%
B/E move
0.4%
Puts
Pseudo strike
135.94
IV
100.0%
B/E move
1.5%

Options history

IV · four-Friday blend18.98%
Daily close
WEC16.7%23.6%30.6%2026-08-13: 22.63%2026-08-14: 22.22%2026-08-17: 20.34%2026-08-21: 20.06%2026-08-24: 18.71%2026-08-25: 19.21%2026-08-26: 18.09%2026-08-27: 18.50%2026-08-28: 18.66%2026-08-31: 18.17%2026-09-01: 18.24%2026-09-04: 18.23%2026-09-10: 20.74%2026-09-11: 20.25%2026-09-14: 21.69%2026-09-16: 29.60%2026-09-18: 19.09%2026-09-21: 18.02%2026-09-22: 18.65%2026-09-24: 19.27%2026-09-25: 19.24%2026-09-28: 19.16%2026-09-29: 19.01%2026-10-01: 20.13%2026-10-13: 25.50%2026-10-16: 18.17%2026-10-19: 18.57%2026-10-20: 18.35%2026-10-21: 18.49%2026-10-22: 19.05%2026-10-23: 19.05%2026-10-26: 18.79%2026-10-27: 18.64%2026-10-28: 17.67%2026-10-29: 18.04%2026-10-30: 18.98%Aug 13Sep 21Oct 30
36 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
22.63%
22.22%
20.34%
20.06%
18.71%
19.21%
18.09%
18.50%
18.66%
18.17%
18.24%
18.23%
20.74%
20.25%
21.69%
29.60%
19.09%
18.02%
18.65%
19.27%
19.24%
19.16%
19.01%
20.13%
25.50%
18.17%
18.57%
18.35%
18.49%
19.05%
19.05%
18.79%
18.64%
17.67%
18.04%
18.98%