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Casella Waste Systems, Inc. Class A Common Stock CWST

INDUSTRIALS · WASTE MANAGEMENT
i

Market dataready · fetched 2026-11-12T01:02:43.636Z

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 · 2026-11-11T23:05:31.157312192Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:00:12.747720+00:00

Share price$97.55
1D+5.1%
AH$93$94$96$97$995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCWST
Sold putSold callAH

Casella Waste Systems, Inc. Class A Common Stock options

Live interpolated CWST call and put midpoint premiums by absolute delta.Casella Waste Systems, Inc. Class A Common Stock$0.60$2.53$4.46$6.39$8.32$81.78$89.03$96.28$103.53$110.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CWST spot · $97.55CWST PRICE$0.80$1.11$1.41$1.72$2.05$2.55$3.04$3.53$4.02$4.52$5.59$6.68$7.77$1.14$1.35$1.57$1.78$2.05$2.31$2.57$2.84$3.10$3.37
Puts——
CallsCheap0.72×
Skew——
Implied moveBullish±$5.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ103.9744.4%7.4%90.1564.6%8.8%
25Δ102.9445.5%6.7%91.8458.7%7.2%
30Δ101.9046.6%5.9%93.5352.9%5.7%
35Δ100.8747.7%5.2%95.1047.5%4.3%
40Δ99.8548.7%4.5%95.8845.3%3.8%
45Δ98.8849.0%4.0%96.6543.0%3.3%
50Δ97.9149.3%3.5%97.4340.8%2.8%
55Δ96.9549.6%3.0%98.2038.5%2.2%
60Δ95.9849.9%2.5%98.9836.3%1.7%
65Δ95.0250.2%2.0%99.7534.1%1.2%
70Δ93.6451.9%1.7%
75Δ92.2553.8%1.4%
80Δ90.8755.6%1.1%

20Δ

Calls
Pseudo strike
103.97
IV
44.4%
B/E move
7.4%
Puts
Pseudo strike
90.15
IV
64.6%
B/E move
8.8%

25Δ

Calls
Pseudo strike
102.94
IV
45.5%
B/E move
6.7%
Puts
Pseudo strike
91.84
IV
58.7%
B/E move
7.2%

30Δ

Calls
Pseudo strike
101.90
IV
46.6%
B/E move
5.9%
Puts
Pseudo strike
93.53
IV
52.9%
B/E move
5.7%

35Δ

Calls
Pseudo strike
100.87
IV
47.7%
B/E move
5.2%
Puts
Pseudo strike
95.10
IV
47.5%
B/E move
4.3%

40Δ

Calls
Pseudo strike
99.85
IV
48.7%
B/E move
4.5%
Puts
Pseudo strike
95.88
IV
45.3%
B/E move
3.8%

45Δ

Calls
Pseudo strike
98.88
IV
49.0%
B/E move
4.0%
Puts
Pseudo strike
96.65
IV
43.0%
B/E move
3.3%

50Δ

Calls
Pseudo strike
97.91
IV
49.3%
B/E move
3.5%
Puts
Pseudo strike
97.43
IV
40.8%
B/E move
2.8%

55Δ

Calls
Pseudo strike
96.95
IV
49.6%
B/E move
3.0%
Puts
Pseudo strike
98.20
IV
38.5%
B/E move
2.2%

60Δ

Calls
Pseudo strike
95.98
IV
49.9%
B/E move
2.5%
Puts
Pseudo strike
98.98
IV
36.3%
B/E move
1.7%

65Δ

Calls
Pseudo strike
95.02
IV
50.2%
B/E move
2.0%
Puts
Pseudo strike
99.75
IV
34.1%
B/E move
1.2%

70Δ

Calls
Pseudo strike
93.64
IV
51.9%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
92.25
IV
53.8%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
90.87
IV
55.6%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend41.78%
Daily EOD
CWST37.3%39.7%42.1%2026-10-19: 37.65%2026-10-20: 37.69%2026-10-21: 39.50%2026-10-22: 39.14%2026-10-23: 40.48%2026-10-26: 40.82%2026-10-27: 40.79%2026-10-28: 41.74%2026-10-29: 40.23%2026-10-30: 41.78%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.65%
37.69%
39.50%
39.14%
40.48%
40.82%
40.79%
41.74%
40.23%
41.78%