IntraAlpha
Create free account Start free

Consolidated Water Co. Ltd. Ordinary Shares CWCO

i

Market datapartial · fetched 2026-11-11T14:55:45.357Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-11T14:43:51.872684415Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:46:23.557810+00:00

Share price$26.58
1D+0.2%
$26.52$26.54$26.56$26.57$26.595:30 AM6:30 AM9:00 AM1:00 PMCWCO
Sold putSold call

Consolidated Water Co. Ltd. Ordinary Shares options

Live interpolated CWCO call and put midpoint premiums by absolute delta.Consolidated Water Co. Ltd. Ordinary Shares$1.05$3.58$6.11$8.64$11.17$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PRICECWCO PRICE$1.33$1.62$1.91$2.20$2.50$2.79$3.08$3.37$3.66$3.96$5.39$7.91$10.44
PutsExpensive1.48×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.3478.5%32.2%
25Δ20.4674.3%29.1%
30Δ21.5970.0%26.0%
35Δ22.7165.7%22.9%
40Δ23.8361.5%19.7%
45Δ24.9657.2%16.6%
50Δ26.0852.9%13.5%
55Δ27.2048.6%10.3%
60Δ28.3344.4%7.2%
65Δ29.4540.1%4.1%
70Δ31.3741.2%2.2%
75Δ34.0647.4%1.6%
80Δ36.7453.6%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.34
IV
78.5%
B/E move
32.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.46
IV
74.3%
B/E move
29.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.59
IV
70.0%
B/E move
26.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.71
IV
65.7%
B/E move
22.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.83
IV
61.5%
B/E move
19.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.96
IV
57.2%
B/E move
16.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.08
IV
52.9%
B/E move
13.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.20
IV
48.6%
B/E move
10.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.33
IV
44.4%
B/E move
7.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.45
IV
40.1%
B/E move
4.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.37
IV
41.2%
B/E move
2.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.06
IV
47.4%
B/E move
1.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.74
IV
53.6%
B/E move
1.0%

Options history

IV · four-Friday blend49.91%
Daily EOD
CWCO43.4%47.5%51.6%2026-10-20: 43.93%2026-10-22: 46.13%2026-10-23: 46.06%2026-10-26: 48.22%2026-10-27: 49.75%2026-10-28: 51.02%2026-10-30: 49.91%Oct 20Oct 26Oct 30
7 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
43.93%
46.13%
46.06%
48.22%
49.75%
51.02%
49.91%