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IDACORP, Inc. IDA

i

Market datapartial · fetched 2026-11-04T00:29:08.921Z

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 · 2026-11-04T00:00:00.002303822Z

FundamentalsAlpha Vantage · unavailable

Share price$145.12
1D-0.6%
AH$144.79$145.41$146.03$146.64$147.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIDA
Sold putSold callAH

IDACORP, Inc. options

Live interpolated IDA call and put midpoint premiums by absolute delta.IDACORP, Inc.$0.00$0.27$0.54$0.81$1.08$-0.15$0.18$0.50$0.82$1.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 PRICEIDA 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 blend19.64%
Daily close
IDA18.2%23.5%28.8%2026-08-05: 21.28%2026-08-06: 21.74%2026-08-07: 21.10%2026-08-10: 21.64%2026-08-11: 21.36%2026-08-12: 21.88%2026-08-13: 21.21%2026-08-17: 24.09%2026-08-19: 25.03%2026-08-21: 20.70%2026-08-24: 21.11%2026-08-25: 21.24%2026-08-26: 21.08%2026-08-27: 20.29%2026-08-28: 20.15%2026-08-31: 20.73%2026-09-01: 20.91%2026-09-02: 20.91%2026-09-03: 20.39%2026-09-04: 20.50%2026-09-09: 22.08%2026-09-10: 22.57%2026-09-11: 22.37%2026-09-14: 24.54%2026-09-16: 28.06%2026-09-18: 20.40%2026-09-21: 21.13%2026-09-22: 21.34%2026-09-23: 20.32%2026-09-24: 19.91%2026-09-25: 19.87%2026-09-28: 20.66%2026-09-29: 20.37%2026-09-30: 20.06%2026-10-01: 19.40%2026-10-02: 20.27%2026-10-05: 20.48%2026-10-06: 20.41%2026-10-07: 21.82%2026-10-08: 20.71%2026-10-09: 20.94%2026-10-16: 18.92%2026-10-19: 19.91%2026-10-20: 19.63%2026-10-21: 19.46%2026-10-22: 19.56%2026-10-23: 19.51%2026-10-26: 20.10%2026-10-27: 19.76%2026-10-28: 19.71%2026-10-29: 19.20%2026-10-30: 19.64%Aug 5Sep 18Oct 30
52 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
21.28%
21.74%
21.10%
21.64%
21.36%
21.88%
21.21%
24.09%
25.03%
20.70%
21.11%
21.24%
21.08%
20.29%
20.15%
20.73%
20.91%
20.91%
20.39%
20.50%
22.08%
22.57%
22.37%
24.54%
28.06%
20.40%
21.13%
21.34%
20.32%
19.91%
19.87%
20.66%
20.37%
20.06%
19.40%
20.27%
20.48%
20.41%
21.82%
20.71%
20.94%
18.92%
19.91%
19.63%
19.46%
19.56%
19.51%
20.10%
19.76%
19.71%
19.20%
19.64%