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Consolidated Water Co. Ltd. Ordinary Shares CWCO

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Market datapartial · fetched 2026-10-22T15:14:21.143Z

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 · 2026-10-22T15:13:04.525285722Z

FundamentalsAlpha Vantage · unavailable

Share price$27.58
1D+1.9%
$27.02$27.17$27.32$27.47$27.625:30 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$0.88$2.64$4.39$6.15$7.91$20.39$24.60$28.82$33.04$37.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CWCO spot · $27.58CWCO PRICE$1.07$1.28$1.50$1.71$1.92$2.14$2.35$2.57$2.78$2.99$3.21$3.42$4.48$1.07$1.15$1.28$1.53$1.77$2.01$2.25$2.50$2.74$2.98$3.86$5.63$7.40
PutsExpensive2.13×
CallsExpensive3.09×
SkewBullish-31.87 pp
Implied moveBullish±$4.61
TiltBearish7.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.44151.2%65.0%22.49106.1%22.4%
25Δ42.68143.0%59.4%24.0088.9%17.1%
30Δ40.91134.8%53.8%25.2176.5%13.2%
35Δ39.15126.6%48.1%25.8473.4%11.8%
40Δ37.38118.4%42.5%26.4870.4%10.4%
45Δ35.62110.1%36.9%27.1167.3%9.0%
50Δ33.85101.9%31.3%27.7464.2%7.6%
55Δ32.0993.7%25.7%28.3761.1%6.2%
60Δ30.3285.5%20.0%29.0058.1%4.8%
65Δ28.5677.3%14.4%29.6355.0%3.4%
70Δ26.7969.1%8.8%30.7757.8%2.4%
75Δ25.0360.9%3.2%32.6368.7%2.1%
80Δ23.8168.8%2.6%34.4879.6%1.8%

20Δ

Calls
Pseudo strike
44.44
IV
151.2%
B/E move
65.0%
Puts
Pseudo strike
22.49
IV
106.1%
B/E move
22.4%

25Δ

Calls
Pseudo strike
42.68
IV
143.0%
B/E move
59.4%
Puts
Pseudo strike
24.00
IV
88.9%
B/E move
17.1%

30Δ

Calls
Pseudo strike
40.91
IV
134.8%
B/E move
53.8%
Puts
Pseudo strike
25.21
IV
76.5%
B/E move
13.2%

35Δ

Calls
Pseudo strike
39.15
IV
126.6%
B/E move
48.1%
Puts
Pseudo strike
25.84
IV
73.4%
B/E move
11.8%

40Δ

Calls
Pseudo strike
37.38
IV
118.4%
B/E move
42.5%
Puts
Pseudo strike
26.48
IV
70.4%
B/E move
10.4%

45Δ

Calls
Pseudo strike
35.62
IV
110.1%
B/E move
36.9%
Puts
Pseudo strike
27.11
IV
67.3%
B/E move
9.0%

50Δ

Calls
Pseudo strike
33.85
IV
101.9%
B/E move
31.3%
Puts
Pseudo strike
27.74
IV
64.2%
B/E move
7.6%

55Δ

Calls
Pseudo strike
32.09
IV
93.7%
B/E move
25.7%
Puts
Pseudo strike
28.37
IV
61.1%
B/E move
6.2%

60Δ

Calls
Pseudo strike
30.32
IV
85.5%
B/E move
20.0%
Puts
Pseudo strike
29.00
IV
58.1%
B/E move
4.8%

65Δ

Calls
Pseudo strike
28.56
IV
77.3%
B/E move
14.4%
Puts
Pseudo strike
29.63
IV
55.0%
B/E move
3.4%

70Δ

Calls
Pseudo strike
26.79
IV
69.1%
B/E move
8.8%
Puts
Pseudo strike
30.77
IV
57.8%
B/E move
2.4%

75Δ

Calls
Pseudo strike
25.03
IV
60.9%
B/E move
3.2%
Puts
Pseudo strike
32.63
IV
68.7%
B/E move
2.1%

80Δ

Calls
Pseudo strike
23.81
IV
68.8%
B/E move
2.6%
Puts
Pseudo strike
34.48
IV
79.6%
B/E move
1.8%

Options history

CWCO43.8943.9343.972026-10-20: 43.93%Oct 20Oct 20
Table
DateIV
43.93%