IntraAlpha
Create free account Start free

WEC Energy Group, Inc. WEC

i

Market datapartial · fetched 2026-11-05T15:28:14.789Z

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 · 2026-11-05T15:28:11.987611768Z

FundamentalsAlpha Vantage · unavailable

Share price$119.45
1D+0.1%
$119.00$119.24$119.49$119.73$119.975:30 AM6:30 AM9:00 AM1:00 PMWEC
Sold putSold call

WEC Energy Group, Inc. options

Live interpolated WEC call and put midpoint premiums by absolute delta.WEC Energy Group, Inc.$0.00$0.27$0.54$0.81$1.08$-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/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 PRICEWEC 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 blend18.98%
Daily close
WEC16.7%23.6%30.6%2026-08-07: 20.11%2026-08-10: 21.32%2026-08-13: 22.63%2026-08-14: 22.22%2026-08-17: 20.34%2026-08-21: 20.06%2026-08-24: 18.71%2026-08-25: 19.21%2026-08-26: 18.09%2026-08-27: 18.50%2026-08-28: 18.66%2026-08-31: 18.17%2026-09-01: 18.24%2026-09-04: 18.23%2026-09-10: 20.74%2026-09-11: 20.25%2026-09-14: 21.69%2026-09-16: 29.60%2026-09-18: 19.09%2026-09-21: 18.02%2026-09-22: 18.65%2026-09-24: 19.27%2026-09-25: 19.24%2026-09-28: 19.16%2026-09-29: 19.01%2026-10-01: 20.13%2026-10-13: 25.50%2026-10-16: 18.17%2026-10-19: 18.57%2026-10-20: 18.35%2026-10-21: 18.49%2026-10-22: 19.05%2026-10-23: 19.05%2026-10-26: 18.79%2026-10-27: 18.64%2026-10-28: 17.67%2026-10-29: 18.04%2026-10-30: 18.98%Aug 7Sep 18Oct 30
38 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
20.11%
21.32%
22.63%
22.22%
20.34%
20.06%
18.71%
19.21%
18.09%
18.50%
18.66%
18.17%
18.24%
18.23%
20.74%
20.25%
21.69%
29.60%
19.09%
18.02%
18.65%
19.27%
19.24%
19.16%
19.01%
20.13%
25.50%
18.17%
18.57%
18.35%
18.49%
19.05%
19.05%
18.79%
18.64%
17.67%
18.04%
18.98%