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Entergy Corporation ETR

i

Market datapartial · fetched 2026-11-04T06:25:42.531Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-04T00:00:00.002491549Z

FundamentalsAlpha Vantage · unavailable

Share price$108.92
1D
Price history unavailable.

Entergy Corporation options

Live interpolated ETR call and put midpoint premiums by absolute delta.Entergy Corporation$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEETR PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend23.62%
Daily close
ETR19.8%23.7%27.6%2026-08-06: 24.02%2026-08-07: 22.63%2026-08-10: 22.33%2026-08-11: 22.89%2026-08-17: 25.44%2026-08-21: 21.15%2026-08-24: 22.17%2026-08-25: 21.33%2026-08-26: 22.44%2026-08-27: 21.54%2026-08-28: 21.32%2026-08-31: 21.54%2026-09-01: 21.03%2026-09-02: 20.70%2026-09-03: 20.82%2026-09-04: 20.65%2026-09-08: 21.41%2026-09-11: 25.22%2026-09-14: 27.09%2026-09-18: 22.10%2026-09-21: 20.30%2026-09-22: 21.59%2026-09-23: 21.92%2026-09-24: 22.59%2026-09-25: 20.87%2026-09-28: 22.88%2026-09-29: 22.33%2026-09-30: 23.58%2026-10-01: 22.25%2026-10-02: 22.77%2026-10-07: 23.21%2026-10-13: 26.96%2026-10-14: 27.02%2026-10-16: 21.51%2026-10-19: 22.59%2026-10-20: 21.97%2026-10-21: 21.44%2026-10-22: 22.14%2026-10-23: 22.50%2026-10-26: 22.94%2026-10-27: 22.75%2026-10-28: 22.38%2026-10-29: 22.29%2026-10-30: 23.62%Aug 6Sep 22Oct 30
44 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
24.02%
22.63%
22.33%
22.89%
25.44%
21.15%
22.17%
21.33%
22.44%
21.54%
21.32%
21.54%
21.03%
20.70%
20.82%
20.65%
21.41%
25.22%
27.09%
22.10%
20.30%
21.59%
21.92%
22.59%
20.87%
22.88%
22.33%
23.58%
22.25%
22.77%
23.21%
26.96%
27.02%
21.51%
22.59%
21.97%
21.44%
22.14%
22.50%
22.94%
22.75%
22.38%
22.29%
23.62%