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Chesapeake Utilities Corporation CPK

UTILITIES · UTILITIES - REGULATED GAS
i

Market dataready · fetched 2026-10-23T06:49:57.592Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.004061265Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:49:57.227291+00:00

Share price$134.17
1D+2.9%
AH$130$131$132$134$1355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCPK
Sold putSold callAH

Chesapeake Utilities Corporation options

Live interpolated CPK call and put midpoint premiums by absolute delta.Chesapeake Utilities Corporation$0.81$3.38$5.96$8.53$11.10$120.94$127.19$133.44$139.69$145.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CPK spot · $134.17CPK PRICE$1.09$1.44$1.79$2.15$2.52$2.89$3.31$4.08$4.84$5.61$6.37$7.58$8.80$1.47$1.88$2.29$2.76$3.27$3.78$4.29$5.10$5.91$6.73$7.67$9.02$10.36
PutsExpensive1.23×
CallsFair1.03×
SkewBearish+3.88 pp
Implied moveBearish±$7.60
TiltBearish10.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ143.8726.5%8.0%124.8933.8%8.0%
25Δ142.0326.4%6.9%126.9732.4%6.8%
30Δ140.2026.2%5.8%129.0031.0%5.6%
35Δ138.8125.4%5.1%130.7129.9%4.6%
40Δ137.4824.5%4.3%132.1329.1%4.0%
45Δ136.1423.7%3.6%133.5528.3%3.3%
50Δ134.8323.0%3.0%134.9627.5%2.6%
55Δ133.6323.6%2.6%136.3027.4%2.2%
60Δ132.4424.1%2.3%137.6427.3%1.8%
65Δ131.2424.7%2.0%138.9827.1%1.4%
70Δ130.0425.2%1.7%140.4127.0%1.1%
75Δ128.4725.4%1.4%142.1327.0%0.8%
80Δ126.8825.5%1.1%143.8626.9%0.5%

20Δ

Calls
Pseudo strike
143.87
IV
26.5%
B/E move
8.0%
Puts
Pseudo strike
124.89
IV
33.8%
B/E move
8.0%

25Δ

Calls
Pseudo strike
142.03
IV
26.4%
B/E move
6.9%
Puts
Pseudo strike
126.97
IV
32.4%
B/E move
6.8%

30Δ

Calls
Pseudo strike
140.20
IV
26.2%
B/E move
5.8%
Puts
Pseudo strike
129.00
IV
31.0%
B/E move
5.6%

35Δ

Calls
Pseudo strike
138.81
IV
25.4%
B/E move
5.1%
Puts
Pseudo strike
130.71
IV
29.9%
B/E move
4.6%

40Δ

Calls
Pseudo strike
137.48
IV
24.5%
B/E move
4.3%
Puts
Pseudo strike
132.13
IV
29.1%
B/E move
4.0%

45Δ

Calls
Pseudo strike
136.14
IV
23.7%
B/E move
3.6%
Puts
Pseudo strike
133.55
IV
28.3%
B/E move
3.3%

50Δ

Calls
Pseudo strike
134.83
IV
23.0%
B/E move
3.0%
Puts
Pseudo strike
134.96
IV
27.5%
B/E move
2.6%

55Δ

Calls
Pseudo strike
133.63
IV
23.6%
B/E move
2.6%
Puts
Pseudo strike
136.30
IV
27.4%
B/E move
2.2%

60Δ

Calls
Pseudo strike
132.44
IV
24.1%
B/E move
2.3%
Puts
Pseudo strike
137.64
IV
27.3%
B/E move
1.8%

65Δ

Calls
Pseudo strike
131.24
IV
24.7%
B/E move
2.0%
Puts
Pseudo strike
138.98
IV
27.1%
B/E move
1.4%

70Δ

Calls
Pseudo strike
130.04
IV
25.2%
B/E move
1.7%
Puts
Pseudo strike
140.41
IV
27.0%
B/E move
1.1%

75Δ

Calls
Pseudo strike
128.47
IV
25.4%
B/E move
1.4%
Puts
Pseudo strike
142.13
IV
27.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
126.88
IV
25.5%
B/E move
1.1%
Puts
Pseudo strike
143.86
IV
26.9%
B/E move
0.5%

Options history

CPK22.4222.6322.842026-10-20: 22.45%2026-10-21: 22.81%Oct 20Oct 21
Table
DateIV
22.45%
22.81%