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TXNM Energy, Inc. TXNM

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-11-04T09:04:12.711Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-04T00:00:00.001599475Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T09:04:09.253145+00:00

Share price$58.56
1D-0.0%
AH$58.43$58.50$58.58$58.66$58.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTXNM
Sold putSold callAH

TXNM Energy, Inc. options

Live interpolated TXNM call and put midpoint premiums by absolute delta.TXNM Energy, Inc.$1.83$2.84$3.86$4.87$5.89$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 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 —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICETXNM PRICE$1.94$1.95$1.96$1.97$1.98$1.99$2.54$3.56$4.58$5.60
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
35Δ55.7140.7%8.2%
40Δ56.5036.3%6.8%
45Δ57.2831.8%5.5%
50Δ58.0627.4%4.2%
55Δ58.8522.9%2.9%
60Δ59.6318.5%1.6%
65Δ60.5917.6%0.9%
70Δ61.7120.0%0.7%
75Δ62.8322.3%0.5%
80Δ63.9524.6%0.3%

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
55.71
IV
40.7%
B/E move
8.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.50
IV
36.3%
B/E move
6.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.28
IV
31.8%
B/E move
5.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.06
IV
27.4%
B/E move
4.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.85
IV
22.9%
B/E move
2.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.63
IV
18.5%
B/E move
1.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.59
IV
17.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.71
IV
20.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.83
IV
22.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.95
IV
24.6%
B/E move
0.3%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations