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Consolidated Edison, Inc. ED

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-11-04T00:30:10.237Z

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 · 2026-11-04T00:00:00.003569221Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T00:30:10.064504+00:00

Share price$116.81
1D-1.3%
AH$116.37$116.89$117.41$117.92$118.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMED
Sold putSold callAH

Consolidated Edison, Inc. options

Live interpolated ED call and put midpoint premiums by absolute delta.Consolidated Edison, Inc.$0.36$2.56$4.75$6.95$9.15$107.50$112.04$116.59$121.13$125.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ED spot · $116.81ED PRICE$0.60$0.77$0.98$1.33$1.68$2.03$2.39$2.74$3.09$3.46$4.11$4.75$5.40$0.89$1.22$1.54$1.86$2.25$2.75$3.26$3.76$4.27$4.87$6.09$7.30$8.51
PutsExpensive1.20×
CallsCheap0.76×
SkewBearish+8.45 pp
Implied moveBearish±$5.64
TiltBearish18.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ122.2221.1%5.1%111.0828.8%5.7%
25Δ120.9820.6%4.2%112.1729.0%5.0%
30Δ119.8520.2%3.4%113.2629.2%4.4%
35Δ119.1520.6%3.1%114.3429.5%3.7%
40Δ118.4521.0%2.8%115.3829.6%3.2%
45Δ117.7621.4%2.6%116.3329.5%2.8%
50Δ117.0621.7%2.3%117.2829.4%2.4%
55Δ116.3622.1%2.0%118.2329.4%2.0%
60Δ115.6622.5%1.7%119.1829.3%1.6%
65Δ114.9622.8%1.4%120.2129.4%1.3%
70Δ114.0922.2%1.2%121.6930.6%1.0%
75Δ113.2121.5%1.0%123.1731.8%0.8%
80Δ112.3420.9%0.8%124.6532.9%0.6%

20Δ

Calls
Pseudo strike
122.22
IV
21.1%
B/E move
5.1%
Puts
Pseudo strike
111.08
IV
28.8%
B/E move
5.7%

25Δ

Calls
Pseudo strike
120.98
IV
20.6%
B/E move
4.2%
Puts
Pseudo strike
112.17
IV
29.0%
B/E move
5.0%

30Δ

Calls
Pseudo strike
119.85
IV
20.2%
B/E move
3.4%
Puts
Pseudo strike
113.26
IV
29.2%
B/E move
4.4%

35Δ

Calls
Pseudo strike
119.15
IV
20.6%
B/E move
3.1%
Puts
Pseudo strike
114.34
IV
29.5%
B/E move
3.7%

40Δ

Calls
Pseudo strike
118.45
IV
21.0%
B/E move
2.8%
Puts
Pseudo strike
115.38
IV
29.6%
B/E move
3.2%

45Δ

Calls
Pseudo strike
117.76
IV
21.4%
B/E move
2.6%
Puts
Pseudo strike
116.33
IV
29.5%
B/E move
2.8%

50Δ

Calls
Pseudo strike
117.06
IV
21.7%
B/E move
2.3%
Puts
Pseudo strike
117.28
IV
29.4%
B/E move
2.4%

55Δ

Calls
Pseudo strike
116.36
IV
22.1%
B/E move
2.0%
Puts
Pseudo strike
118.23
IV
29.4%
B/E move
2.0%

60Δ

Calls
Pseudo strike
115.66
IV
22.5%
B/E move
1.7%
Puts
Pseudo strike
119.18
IV
29.3%
B/E move
1.6%

65Δ

Calls
Pseudo strike
114.96
IV
22.8%
B/E move
1.4%
Puts
Pseudo strike
120.21
IV
29.4%
B/E move
1.3%

70Δ

Calls
Pseudo strike
114.09
IV
22.2%
B/E move
1.2%
Puts
Pseudo strike
121.69
IV
30.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
113.21
IV
21.5%
B/E move
1.0%
Puts
Pseudo strike
123.17
IV
31.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
112.34
IV
20.9%
B/E move
0.8%
Puts
Pseudo strike
124.65
IV
32.9%
B/E move
0.6%

Options history

IV · four-Friday blend18.93%
Daily EOD
ED17.1%18.1%19.1%2026-10-19: 17.27%2026-10-20: 17.84%2026-10-21: 17.68%2026-10-22: 18.45%2026-10-23: 18.57%2026-10-26: 18.16%2026-10-27: 18.63%2026-10-28: 18.53%2026-10-29: 18.11%2026-10-30: 18.93%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.27%
17.84%
17.68%
18.45%
18.57%
18.16%
18.63%
18.53%
18.11%
18.93%