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Evergy, Inc. Common Stock EVRG

i

Market datapartial · fetched 2026-11-05T17:05:35.460Z

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 · 2026-11-05T17:05:36.047281805Z

FundamentalsAlpha Vantage · unavailable

Share price$87.82
1D+0.4%
$87.27$87.91$88.55$89.18$89.825:30 AM6:30 AM9:00 AM1:00 PMEVRG
Sold putSold call

Evergy, Inc. Common Stock options

Live interpolated EVRG call and put midpoint premiums by absolute delta.Evergy, Inc. Common Stock$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 PRICEEVRG 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 blend20.18%
Daily close
EVRG17.1%28.9%40.8%2026-08-07: 21.82%2026-08-10: 20.92%2026-08-11: 22.95%2026-08-12: 22.34%2026-08-13: 20.59%2026-08-14: 22.30%2026-08-18: 24.35%2026-08-19: 29.30%2026-08-21: 19.96%2026-08-24: 19.58%2026-08-25: 19.65%2026-08-26: 18.75%2026-08-27: 19.54%2026-08-28: 19.10%2026-08-31: 20.53%2026-09-01: 19.42%2026-09-02: 20.99%2026-09-03: 19.02%2026-09-04: 19.57%2026-09-08: 20.62%2026-09-09: 22.23%2026-09-10: 22.12%2026-09-11: 21.81%2026-09-15: 25.97%2026-09-17: 39.13%2026-09-18: 19.79%2026-09-21: 19.57%2026-09-22: 20.89%2026-09-23: 20.55%2026-09-25: 20.59%2026-09-28: 19.89%2026-09-29: 20.27%2026-09-30: 21.27%2026-10-01: 21.39%2026-10-02: 19.08%2026-10-05: 20.89%2026-10-06: 21.43%2026-10-07: 21.10%2026-10-08: 23.79%2026-10-09: 21.81%2026-10-12: 27.04%2026-10-13: 25.94%2026-10-14: 27.42%2026-10-15: 32.87%2026-10-16: 19.08%2026-10-19: 19.77%2026-10-20: 20.23%2026-10-21: 19.71%2026-10-22: 19.27%2026-10-23: 19.24%2026-10-26: 19.86%2026-10-27: 19.78%2026-10-28: 19.36%2026-10-29: 18.72%2026-10-30: 20.18%Aug 7Sep 22Oct 30
55 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
21.82%
20.92%
22.95%
22.34%
20.59%
22.30%
24.35%
29.30%
19.96%
19.58%
19.65%
18.75%
19.54%
19.10%
20.53%
19.42%
20.99%
19.02%
19.57%
20.62%
22.23%
22.12%
21.81%
25.97%
39.13%
19.79%
19.57%
20.89%
20.55%
20.59%
19.89%
20.27%
21.27%
21.39%
19.08%
20.89%
21.43%
21.10%
23.79%
21.81%
27.04%
25.94%
27.42%
32.87%
19.08%
19.77%
20.23%
19.71%
19.27%
19.24%
19.86%
19.78%
19.36%
18.72%
20.18%