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PPL Corporation PPL

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Market datapartial · fetched 2026-11-04T00:29:05.625Z

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 · 2026-11-04T00:00:00.001730233Z

FundamentalsAlpha Vantage · unavailable

Share price$35.71
1D+0.1%
AH$35.62$35.74$35.86$35.98$36.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPPL
Sold putSold callAH

PPL Corporation options

Live interpolated PPL call and put midpoint premiums by absolute delta.PPL Corporation$0.13$0.64$1.15$1.65$2.16$33.54$34.65$35.77$36.88$37.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PPL spot · $35.71PPL PRICE$0.19$0.24$0.33$0.41$0.50$0.58$0.72$0.88$1.03$1.18$1.43$1.72$2.02$0.23$0.30$0.37$0.44$0.53$0.61$0.70$0.79$0.95$1.10$1.26$1.42$1.74
PutsExpensive1.42×
CallsExpensive1.35×
SkewBullish-1.44 pp
Implied moveBalanced±$1.42
TiltBullish3.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.3221.8%5.0%34.1525.9%5.0%
25Δ36.9521.4%4.2%34.4925.1%4.3%
30Δ36.7221.7%3.8%34.8324.2%3.5%
35Δ36.5022.1%3.4%35.1123.5%2.9%
40Δ36.2722.5%3.0%35.3422.9%2.5%
45Δ36.0422.9%2.6%35.5722.3%2.1%
50Δ35.8023.4%2.3%35.7921.8%1.7%
55Δ35.5624.1%2.0%36.0221.3%1.3%
60Δ35.3124.7%1.8%36.2521.3%1.1%
65Δ35.0725.4%1.5%36.4921.3%0.9%
70Δ34.7426.4%1.3%36.7221.3%0.7%
75Δ34.3827.6%1.1%36.9521.4%0.5%
80Δ34.0128.9%0.9%37.3322.0%0.3%

20Δ

Calls
Pseudo strike
37.32
IV
21.8%
B/E move
5.0%
Puts
Pseudo strike
34.15
IV
25.9%
B/E move
5.0%

25Δ

Calls
Pseudo strike
36.95
IV
21.4%
B/E move
4.2%
Puts
Pseudo strike
34.49
IV
25.1%
B/E move
4.3%

30Δ

Calls
Pseudo strike
36.72
IV
21.7%
B/E move
3.8%
Puts
Pseudo strike
34.83
IV
24.2%
B/E move
3.5%

35Δ

Calls
Pseudo strike
36.50
IV
22.1%
B/E move
3.4%
Puts
Pseudo strike
35.11
IV
23.5%
B/E move
2.9%

40Δ

Calls
Pseudo strike
36.27
IV
22.5%
B/E move
3.0%
Puts
Pseudo strike
35.34
IV
22.9%
B/E move
2.5%

45Δ

Calls
Pseudo strike
36.04
IV
22.9%
B/E move
2.6%
Puts
Pseudo strike
35.57
IV
22.3%
B/E move
2.1%

50Δ

Calls
Pseudo strike
35.80
IV
23.4%
B/E move
2.3%
Puts
Pseudo strike
35.79
IV
21.8%
B/E move
1.7%

55Δ

Calls
Pseudo strike
35.56
IV
24.1%
B/E move
2.0%
Puts
Pseudo strike
36.02
IV
21.3%
B/E move
1.3%

60Δ

Calls
Pseudo strike
35.31
IV
24.7%
B/E move
1.8%
Puts
Pseudo strike
36.25
IV
21.3%
B/E move
1.1%

65Δ

Calls
Pseudo strike
35.07
IV
25.4%
B/E move
1.5%
Puts
Pseudo strike
36.49
IV
21.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
34.74
IV
26.4%
B/E move
1.3%
Puts
Pseudo strike
36.72
IV
21.3%
B/E move
0.7%

75Δ

Calls
Pseudo strike
34.38
IV
27.6%
B/E move
1.1%
Puts
Pseudo strike
36.95
IV
21.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
34.01
IV
28.9%
B/E move
0.9%
Puts
Pseudo strike
37.33
IV
22.0%
B/E move
0.3%

Options history

IV · four-Friday blend19.88%
Daily EOD
PPL18.3%19.1%20.0%2026-10-19: 18.58%2026-10-20: 18.40%2026-10-21: 18.66%2026-10-22: 19.21%2026-10-23: 18.85%2026-10-26: 18.87%2026-10-27: 19.31%2026-10-28: 18.80%2026-10-29: 19.10%2026-10-30: 19.88%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
18.58%
18.40%
18.66%
19.21%
18.85%
18.87%
19.31%
18.80%
19.10%
19.88%