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Pinnacle West Capital Corporation PNW

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-11-04T02:50:21.014Z

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 · 2026-11-04T00:00:00.001465679Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T02:50:20.899730+00:00

Share price$107.74
1D+2.1%
AH$105.32$106.10$106.89$107.67$108.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPNW
Sold putSold callAH

Pinnacle West Capital Corporation options

Live interpolated PNW call and put midpoint premiums by absolute delta.Pinnacle West Capital Corporation$0.36$2.07$3.79$5.50$7.21$99.33$103.39$107.45$111.51$115.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PNW spot · $107.74PNW PRICE$0.55$0.69$0.84$1.07$1.39$1.72$2.04$2.37$2.70$3.02$3.35$3.73$4.77$1.14$1.28$1.42$1.68$2.04$2.39$2.74$3.09$3.45$4.09$4.97$5.84$6.72
PutsExpensive1.13×
CallsCheap0.73×
SkewBearish+9.87 pp
Implied moveBearish±$4.79
TiltBearish18.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ112.9121.4%5.3%100.2742.9%8.0%
25Δ111.7820.4%4.4%102.2337.3%6.3%
30Δ110.6419.4%3.5%104.1931.7%4.6%
35Δ109.7418.9%2.8%105.4929.1%3.7%
40Δ109.1419.1%2.6%106.3228.5%3.2%
45Δ108.5419.2%2.3%107.1527.9%2.8%
50Δ107.9519.3%2.1%107.9827.4%2.3%
55Δ107.3519.4%1.8%108.8126.8%1.9%
60Δ106.7519.6%1.6%109.6426.2%1.4%
65Δ106.1519.7%1.3%110.6326.2%1.1%
70Δ105.5519.8%1.1%111.7326.6%0.9%
75Δ104.9120.0%0.8%112.8427.0%0.7%
80Δ103.6720.4%0.6%113.9427.4%0.5%

20Δ

Calls
Pseudo strike
112.91
IV
21.4%
B/E move
5.3%
Puts
Pseudo strike
100.27
IV
42.9%
B/E move
8.0%

25Δ

Calls
Pseudo strike
111.78
IV
20.4%
B/E move
4.4%
Puts
Pseudo strike
102.23
IV
37.3%
B/E move
6.3%

30Δ

Calls
Pseudo strike
110.64
IV
19.4%
B/E move
3.5%
Puts
Pseudo strike
104.19
IV
31.7%
B/E move
4.6%

35Δ

Calls
Pseudo strike
109.74
IV
18.9%
B/E move
2.8%
Puts
Pseudo strike
105.49
IV
29.1%
B/E move
3.7%

40Δ

Calls
Pseudo strike
109.14
IV
19.1%
B/E move
2.6%
Puts
Pseudo strike
106.32
IV
28.5%
B/E move
3.2%

45Δ

Calls
Pseudo strike
108.54
IV
19.2%
B/E move
2.3%
Puts
Pseudo strike
107.15
IV
27.9%
B/E move
2.8%

50Δ

Calls
Pseudo strike
107.95
IV
19.3%
B/E move
2.1%
Puts
Pseudo strike
107.98
IV
27.4%
B/E move
2.3%

55Δ

Calls
Pseudo strike
107.35
IV
19.4%
B/E move
1.8%
Puts
Pseudo strike
108.81
IV
26.8%
B/E move
1.9%

60Δ

Calls
Pseudo strike
106.75
IV
19.6%
B/E move
1.6%
Puts
Pseudo strike
109.64
IV
26.2%
B/E move
1.4%

65Δ

Calls
Pseudo strike
106.15
IV
19.7%
B/E move
1.3%
Puts
Pseudo strike
110.63
IV
26.2%
B/E move
1.1%

70Δ

Calls
Pseudo strike
105.55
IV
19.8%
B/E move
1.1%
Puts
Pseudo strike
111.73
IV
26.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
104.91
IV
20.0%
B/E move
0.8%
Puts
Pseudo strike
112.84
IV
27.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
103.67
IV
20.4%
B/E move
0.6%
Puts
Pseudo strike
113.94
IV
27.4%
B/E move
0.5%

Options history

IV · four-Friday blend20.37%
Daily EOD
PNW20.2%20.7%21.1%2026-10-19: 21.07%2026-10-20: 20.66%2026-10-21: 20.31%2026-10-22: 20.46%2026-10-23: 20.56%2026-10-26: 20.64%2026-10-27: 20.25%2026-10-28: 20.71%2026-10-29: 20.36%2026-10-30: 20.37%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.07%
20.66%
20.31%
20.46%
20.56%
20.64%
20.25%
20.71%
20.36%
20.37%