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Consolidated Water Co Ltd CWCO

UTILITIES · UTILITIES - REGULATED WATER
i

Market dataready · fetched 2026-10-22T10:11:07.028Z

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 · 2026-10-21T20:36:17.081581663Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T10:11:05.875978+00:00

Share price$27.15
1D-3.0%
AH$26.92$27.55$28.17$28.79$29.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCWCO
Sold putSold callAH

Consolidated Water Co Ltd options

Live interpolated CWCO call and put midpoint premiums by absolute delta.Consolidated Water Co Ltd$0.38$2.11$3.84$5.56$7.29$20.30$23.61$26.93$30.25$33.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CWCO spot · $27.15CWCO PRICE$0.72$0.57$0.88$1.20$1.51$1.83$2.14$2.46$2.77$3.09$3.40$4.59$5.96$1.04$1.10$1.17$1.73$2.29$2.86$3.42$3.98$4.54$5.11$5.67$6.23$6.79
PutsExpensive2.17×
CallsExpensive2.03×
SkewBearish+5.71 pp
Implied moveBearish±$5.56
TiltBearish19.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.20104.3%43.3%22.12105.3%22.4%
25Δ29.6942.7%11.4%23.6686.6%16.9%
30Δ29.1646.0%10.7%25.0370.7%12.1%
35Δ28.6449.2%9.9%25.8570.2%11.1%
40Δ28.1252.5%9.1%26.6869.6%10.2%
45Δ27.6055.7%8.4%27.5169.1%9.2%
50Δ27.0858.9%7.6%28.3468.5%8.2%
55Δ26.5662.2%6.9%29.1668.0%7.2%
60Δ26.0465.4%6.1%29.9967.4%6.3%
65Δ25.5268.7%5.4%30.8266.9%5.3%
70Δ24.9972.0%4.6%31.6466.3%4.3%
75Δ23.7185.3%4.2%32.4765.8%3.3%
80Δ22.26102.4%4.0%33.3065.2%2.4%

20Δ

Calls
Pseudo strike
38.20
IV
104.3%
B/E move
43.3%
Puts
Pseudo strike
22.12
IV
105.3%
B/E move
22.4%

25Δ

Calls
Pseudo strike
29.69
IV
42.7%
B/E move
11.4%
Puts
Pseudo strike
23.66
IV
86.6%
B/E move
16.9%

30Δ

Calls
Pseudo strike
29.16
IV
46.0%
B/E move
10.7%
Puts
Pseudo strike
25.03
IV
70.7%
B/E move
12.1%

35Δ

Calls
Pseudo strike
28.64
IV
49.2%
B/E move
9.9%
Puts
Pseudo strike
25.85
IV
70.2%
B/E move
11.1%

40Δ

Calls
Pseudo strike
28.12
IV
52.5%
B/E move
9.1%
Puts
Pseudo strike
26.68
IV
69.6%
B/E move
10.2%

45Δ

Calls
Pseudo strike
27.60
IV
55.7%
B/E move
8.4%
Puts
Pseudo strike
27.51
IV
69.1%
B/E move
9.2%

50Δ

Calls
Pseudo strike
27.08
IV
58.9%
B/E move
7.6%
Puts
Pseudo strike
28.34
IV
68.5%
B/E move
8.2%

55Δ

Calls
Pseudo strike
26.56
IV
62.2%
B/E move
6.9%
Puts
Pseudo strike
29.16
IV
68.0%
B/E move
7.2%

60Δ

Calls
Pseudo strike
26.04
IV
65.4%
B/E move
6.1%
Puts
Pseudo strike
29.99
IV
67.4%
B/E move
6.3%

65Δ

Calls
Pseudo strike
25.52
IV
68.7%
B/E move
5.4%
Puts
Pseudo strike
30.82
IV
66.9%
B/E move
5.3%

70Δ

Calls
Pseudo strike
24.99
IV
72.0%
B/E move
4.6%
Puts
Pseudo strike
31.64
IV
66.3%
B/E move
4.3%

75Δ

Calls
Pseudo strike
23.71
IV
85.3%
B/E move
4.2%
Puts
Pseudo strike
32.47
IV
65.8%
B/E move
3.3%

80Δ

Calls
Pseudo strike
22.26
IV
102.4%
B/E move
4.0%
Puts
Pseudo strike
33.30
IV
65.2%
B/E move
2.4%

Options history

No recorded observations