IntraAlpha
Create free account Start free

Evergy, Inc. Common Stock EVRG

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-11-07T05:04:55.274Z

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 · 2026-11-06T23:54:27.664811856Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T05:04:54.605871+00:00

Share price$87.86
1D+0.8%
AH$86.16$86.64$87.13$87.61$88.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEVRG
Sold putSold callAH

Evergy, Inc. Common Stock options

Live interpolated EVRG call and put midpoint premiums by absolute delta.Evergy, Inc. Common Stock$0.61$3.10$5.60$8.09$10.58$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEEVRG PRICE$1.28$1.69$0.88$0.98$1.08$1.17$1.27$1.43$1.66$1.89$2.11$2.34$1.30$1.41$1.68$4.38$5.16$6.59$9.87
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.9572.1%15.2%79.8364.6%10.6%
25Δ97.5471.4%12.9%82.5554.1%7.6%
30Δ83.9750.7%6.3%
35Δ89.7222.9%3.1%
40Δ89.2321.4%2.7%
45Δ88.7420.0%2.2%
50Δ88.2618.5%1.8%
55Δ87.7717.0%1.3%
60Δ87.3415.9%1.0%
65Δ86.9815.3%0.9%90.8739.6%1.6%
70Δ86.6214.7%0.7%91.9140.5%1.3%
75Δ86.2714.0%0.6%93.5344.6%1.0%
80Δ85.9113.4%0.4%96.8756.7%1.0%

20Δ

Calls
Pseudo strike
99.95
IV
72.1%
B/E move
15.2%
Puts
Pseudo strike
79.83
IV
64.6%
B/E move
10.6%

25Δ

Calls
Pseudo strike
97.54
IV
71.4%
B/E move
12.9%
Puts
Pseudo strike
82.55
IV
54.1%
B/E move
7.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.97
IV
50.7%
B/E move
6.3%

35Δ

Calls
Pseudo strike
89.72
IV
22.9%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
89.23
IV
21.4%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
88.74
IV
20.0%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
88.26
IV
18.5%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
87.77
IV
17.0%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
87.34
IV
15.9%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
86.98
IV
15.3%
B/E move
0.9%
Puts
Pseudo strike
90.87
IV
39.6%
B/E move
1.6%

70Δ

Calls
Pseudo strike
86.62
IV
14.7%
B/E move
0.7%
Puts
Pseudo strike
91.91
IV
40.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
86.27
IV
14.0%
B/E move
0.6%
Puts
Pseudo strike
93.53
IV
44.6%
B/E move
1.0%

80Δ

Calls
Pseudo strike
85.91
IV
13.4%
B/E move
0.4%
Puts
Pseudo strike
96.87
IV
56.7%
B/E move
1.0%

Options history

IV · four-Friday blend20.18%
Daily close
EVRG17.1%28.9%40.8%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 10Sep 22Oct 30
54 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%