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Chesapeake Utilities CPK

i

Market dataready · fetched 2026-11-12T15:28:40.153Z

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 · 2026-11-12T15:28:22.46179424Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:28:39.292623+00:00

Share price$140.53
1D+0.1%
$140.37$140.59$140.80$141.02$141.235:30 AM6:30 AM9:00 AM1:00 PMCPK
Sold putSold call

Chesapeake Utilities options

Live interpolated CPK call and put midpoint premiums by absolute delta.Chesapeake Utilities$0.71$2.08$3.45$4.81$6.18$130.94$135.56$140.17$144.79$149.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CPK spot · $140.53CPK PRICE$1.10$1.23$1.38$1.64$1.90$2.17$2.43$2.69$3.30$3.92$4.54$5.17$5.79$0.86$1.03$1.18$1.34$1.50$1.72$2.15$2.59$3.03$3.47$3.91$4.35$4.78
PutsCheap0.70×
CallsFair0.98×
SkewBullish-6.76 pp
Implied moveBullish±$4.58
TiltBullish7.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ149.9648.4%7.5%134.5935.5%4.8%
25Δ147.3241.6%5.7%135.8833.0%4.0%
30Δ144.8835.3%4.1%136.9630.5%3.4%
35Δ143.9234.0%3.6%138.0527.9%2.7%
40Δ142.9532.6%3.1%139.1425.4%2.1%
45Δ141.9831.3%2.6%140.1423.3%1.5%
50Δ141.0129.9%2.1%140.8223.3%1.3%
55Δ140.0428.6%1.6%141.5023.3%1.2%
60Δ139.1528.6%1.4%142.1823.3%1.0%
65Δ138.2628.8%1.2%142.8623.3%0.8%
70Δ137.3728.9%1.0%143.5423.3%0.6%
75Δ136.4829.1%0.8%144.2223.2%0.5%
80Δ135.5929.2%0.6%144.9023.2%0.3%

20Δ

Calls
Pseudo strike
149.96
IV
48.4%
B/E move
7.5%
Puts
Pseudo strike
134.59
IV
35.5%
B/E move
4.8%

25Δ

Calls
Pseudo strike
147.32
IV
41.6%
B/E move
5.7%
Puts
Pseudo strike
135.88
IV
33.0%
B/E move
4.0%

30Δ

Calls
Pseudo strike
144.88
IV
35.3%
B/E move
4.1%
Puts
Pseudo strike
136.96
IV
30.5%
B/E move
3.4%

35Δ

Calls
Pseudo strike
143.92
IV
34.0%
B/E move
3.6%
Puts
Pseudo strike
138.05
IV
27.9%
B/E move
2.7%

40Δ

Calls
Pseudo strike
142.95
IV
32.6%
B/E move
3.1%
Puts
Pseudo strike
139.14
IV
25.4%
B/E move
2.1%

45Δ

Calls
Pseudo strike
141.98
IV
31.3%
B/E move
2.6%
Puts
Pseudo strike
140.14
IV
23.3%
B/E move
1.5%

50Δ

Calls
Pseudo strike
141.01
IV
29.9%
B/E move
2.1%
Puts
Pseudo strike
140.82
IV
23.3%
B/E move
1.3%

55Δ

Calls
Pseudo strike
140.04
IV
28.6%
B/E move
1.6%
Puts
Pseudo strike
141.50
IV
23.3%
B/E move
1.2%

60Δ

Calls
Pseudo strike
139.15
IV
28.6%
B/E move
1.4%
Puts
Pseudo strike
142.18
IV
23.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
138.26
IV
28.8%
B/E move
1.2%
Puts
Pseudo strike
142.86
IV
23.3%
B/E move
0.8%

70Δ

Calls
Pseudo strike
137.37
IV
28.9%
B/E move
1.0%
Puts
Pseudo strike
143.54
IV
23.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
136.48
IV
29.1%
B/E move
0.8%
Puts
Pseudo strike
144.22
IV
23.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
135.59
IV
29.2%
B/E move
0.6%
Puts
Pseudo strike
144.90
IV
23.2%
B/E move
0.3%

Options history

IV · four-Friday blend23.38%
Daily EOD
CPK22.3%22.9%23.5%2026-10-19: 22.77%2026-10-20: 22.45%2026-10-21: 22.81%2026-10-22: 22.63%2026-10-23: 22.34%2026-10-26: 23.08%2026-10-27: 22.58%2026-10-28: 22.70%2026-10-29: 22.92%2026-10-30: 23.38%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
22.77%
22.45%
22.81%
22.63%
22.34%
23.08%
22.58%
22.70%
22.92%
23.38%