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MGE Energy, Inc MGEE

i

Market datapartial · fetched 2026-11-04T00:50:13.924Z

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 · 2026-11-03T21:02:58.040401778Z

FundamentalsAlpha Vantage · unavailable

Share price$73.93
1D-0.8%
AH$73.82$74.23$74.64$75.05$75.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMGEE
Sold putSold callAH

MGE Energy, Inc options

Live interpolated MGEE call and put midpoint premiums by absolute delta.MGE Energy, Inc$1.56$3.68$5.79$7.91$10.03$70.44$72.30$74.17$76.03$77.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MGEE spot · $73.93MGEE PRICE$2.06$2.58$3.39$4.20$5.01$5.54$5.99$6.44$7.23$8.32$9.42$2.45$1.79$2.59$3.39$4.19$4.99$5.55$6.10$6.65$7.20
Puts——
Calls——
Skew——
Implied moveBalanced±$10.00
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.32122.8%20.4%
25Δ
30Δ81.3871.9%12.9%70.2753.6%7.4%
35Δ79.7674.3%11.4%71.4457.9%6.9%
40Δ78.2978.6%10.5%72.6162.2%6.4%
45Δ76.8283.0%9.6%73.7866.5%5.9%
50Δ75.3587.4%8.7%74.9570.8%5.4%
55Δ73.8284.0%7.3%76.1167.7%4.6%
60Δ72.2778.3%5.9%77.2764.2%3.7%
65Δ70.7372.6%4.4%78.4360.8%2.9%
70Δ69.1669.6%3.3%79.5957.3%2.1%
75Δ67.5769.1%2.7%
80Δ65.9968.6%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.32
IV
122.8%
B/E move
20.4%

25Δ

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

30Δ

Calls
Pseudo strike
81.38
IV
71.9%
B/E move
12.9%
Puts
Pseudo strike
70.27
IV
53.6%
B/E move
7.4%

35Δ

Calls
Pseudo strike
79.76
IV
74.3%
B/E move
11.4%
Puts
Pseudo strike
71.44
IV
57.9%
B/E move
6.9%

40Δ

Calls
Pseudo strike
78.29
IV
78.6%
B/E move
10.5%
Puts
Pseudo strike
72.61
IV
62.2%
B/E move
6.4%

45Δ

Calls
Pseudo strike
76.82
IV
83.0%
B/E move
9.6%
Puts
Pseudo strike
73.78
IV
66.5%
B/E move
5.9%

50Δ

Calls
Pseudo strike
75.35
IV
87.4%
B/E move
8.7%
Puts
Pseudo strike
74.95
IV
70.8%
B/E move
5.4%

55Δ

Calls
Pseudo strike
73.82
IV
84.0%
B/E move
7.3%
Puts
Pseudo strike
76.11
IV
67.7%
B/E move
4.6%

60Δ

Calls
Pseudo strike
72.27
IV
78.3%
B/E move
5.9%
Puts
Pseudo strike
77.27
IV
64.2%
B/E move
3.7%

65Δ

Calls
Pseudo strike
70.73
IV
72.6%
B/E move
4.4%
Puts
Pseudo strike
78.43
IV
60.8%
B/E move
2.9%

70Δ

Calls
Pseudo strike
69.16
IV
69.6%
B/E move
3.3%
Puts
Pseudo strike
79.59
IV
57.3%
B/E move
2.1%

75Δ

Calls
Pseudo strike
67.57
IV
69.1%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
65.99
IV
68.6%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend58.22%
Daily EOD
MGEE37.2%48.5%59.8%2026-10-19: 43.13%2026-10-20: 45.63%2026-10-21: 40.98%2026-10-22: 38.80%2026-10-23: 40.12%2026-10-26: 40.72%2026-10-27: 52.70%2026-10-28: 44.24%2026-10-29: 43.73%2026-10-30: 58.22%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
43.13%
45.63%
40.98%
38.80%
40.12%
40.72%
52.70%
44.24%
43.73%
58.22%