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Fortis Inc. Common Shares FTS

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-11-04T03:18:28.536Z

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 · 2026-11-04T00:00:00.002091598Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T03:18:28.063156+00:00

Share price$59.72
1D+0.9%
AH$59.13$59.41$59.68$59.95$60.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFTS
Sold putSold callAH

Fortis Inc. Common Shares options

Live interpolated FTS call and put midpoint premiums by absolute delta.Fortis Inc. Common Shares$0.35$1.70$3.06$4.41$5.77$53.82$56.25$58.68$61.11$63.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FTS spot · $59.72FTS PRICE$0.90$1.31$1.72$2.13$2.54$2.95$3.35$0.50$0.63$0.75$0.88$1.01$1.14$1.27$1.83$2.54$3.25$3.96$4.67$5.38
PutsExpensive2.23×
Calls——
Skew——
Implied moveBearish±$2.17
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.8834.1%7.3%
25Δ56.5432.4%6.4%
30Δ57.2030.7%5.5%
35Δ57.8629.0%4.6%
40Δ58.5227.3%3.7%
45Δ59.1825.7%2.8%
50Δ59.6914.6%1.5%59.8424.0%1.9%
55Δ59.1915.3%1.3%60.6125.6%1.6%
60Δ58.6915.9%1.2%61.4328.3%1.4%
65Δ58.2016.5%1.0%62.2431.0%1.2%
70Δ57.7017.1%0.9%63.0633.7%1.0%
75Δ57.2017.8%0.7%63.8736.4%0.9%
80Δ56.7018.4%0.6%64.6839.1%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.88
IV
34.1%
B/E move
7.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.54
IV
32.4%
B/E move
6.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.20
IV
30.7%
B/E move
5.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.86
IV
29.0%
B/E move
4.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.52
IV
27.3%
B/E move
3.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.18
IV
25.7%
B/E move
2.8%

50Δ

Calls
Pseudo strike
59.69
IV
14.6%
B/E move
1.5%
Puts
Pseudo strike
59.84
IV
24.0%
B/E move
1.9%

55Δ

Calls
Pseudo strike
59.19
IV
15.3%
B/E move
1.3%
Puts
Pseudo strike
60.61
IV
25.6%
B/E move
1.6%

60Δ

Calls
Pseudo strike
58.69
IV
15.9%
B/E move
1.2%
Puts
Pseudo strike
61.43
IV
28.3%
B/E move
1.4%

65Δ

Calls
Pseudo strike
58.20
IV
16.5%
B/E move
1.0%
Puts
Pseudo strike
62.24
IV
31.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
57.70
IV
17.1%
B/E move
0.9%
Puts
Pseudo strike
63.06
IV
33.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
57.20
IV
17.8%
B/E move
0.7%
Puts
Pseudo strike
63.87
IV
36.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
56.70
IV
18.4%
B/E move
0.6%
Puts
Pseudo strike
64.68
IV
39.1%
B/E move
0.7%

Options history

IV · four-Friday blend22.92%
Daily close
FTS15.1%19.3%23.6%2026-08-10: 22.98%2026-08-24: 19.18%2026-08-25: 18.20%2026-08-26: 18.83%2026-08-27: 15.68%2026-08-28: 19.41%2026-08-31: 21.55%2026-09-01: 18.41%2026-09-02: 19.52%2026-09-04: 20.81%2026-09-18: 18.04%2026-10-19: 18.42%2026-10-20: 22.86%2026-10-21: 22.92%Aug 10Aug 31Oct 21
14 observations2026-08-10 — 2026-10-21
Table
DateIV (%)
22.98%
19.18%
18.20%
18.83%
15.68%
19.41%
21.55%
18.41%
19.52%
20.81%
18.04%
18.42%
22.86%
22.92%