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Casella Waste Systems, Inc. Class A Common Stock CWST

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Market datapartial · fetched 2026-10-22T16:01:19.327Z

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 · 2026-10-22T16:01:17.827343885Z

FundamentalsAlpha Vantage · unavailable

Share price$95.81
1D+5.1%
$91$92$93$95$965:30 AM6:30 AM9:00 AM1:00 PMCWST
Sold putSold call

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$0.77$4.51$8.26$12.00$15.74$73.05$82.63$92.20$101.77$111.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CWST spot · $95.81CWST PRICE$1.18$1.49$1.90$2.31$2.83$3.45$4.07$4.69$5.49$6.36$7.23$8.15$9.23$1.87$2.42$2.96$3.68$4.42$5.16$5.93$6.70$7.54$8.75$9.95$11.73$14.67
PutsExpensive1.33×
CallsCheap0.90×
SkewBearish+11.25 pp
Implied moveBearish±$10.00
TiltBearish19.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ107.0741.4%13.0%84.9857.4%13.3%
25Δ104.2138.5%10.3%87.4155.2%11.3%
30Δ102.5338.4%9.0%89.8353.1%9.3%
35Δ100.8638.2%7.7%91.7152.5%8.1%
40Δ99.3538.3%6.7%93.5552.1%7.0%
45Δ98.0238.8%5.9%95.3451.4%5.9%
50Δ96.6839.3%5.2%96.9849.9%5.0%
55Δ95.3539.8%4.4%98.6248.4%4.1%
60Δ93.9540.0%3.8%100.2847.1%3.2%
65Δ92.5240.0%3.2%102.0546.6%2.6%
70Δ91.0940.0%2.6%103.8246.0%2.0%
75Δ89.6539.6%2.1%106.1046.8%1.5%
80Δ88.1538.0%1.6%109.4050.0%1.1%

20Δ

Calls
Pseudo strike
107.07
IV
41.4%
B/E move
13.0%
Puts
Pseudo strike
84.98
IV
57.4%
B/E move
13.3%

25Δ

Calls
Pseudo strike
104.21
IV
38.5%
B/E move
10.3%
Puts
Pseudo strike
87.41
IV
55.2%
B/E move
11.3%

30Δ

Calls
Pseudo strike
102.53
IV
38.4%
B/E move
9.0%
Puts
Pseudo strike
89.83
IV
53.1%
B/E move
9.3%

35Δ

Calls
Pseudo strike
100.86
IV
38.2%
B/E move
7.7%
Puts
Pseudo strike
91.71
IV
52.5%
B/E move
8.1%

40Δ

Calls
Pseudo strike
99.35
IV
38.3%
B/E move
6.7%
Puts
Pseudo strike
93.55
IV
52.1%
B/E move
7.0%

45Δ

Calls
Pseudo strike
98.02
IV
38.8%
B/E move
5.9%
Puts
Pseudo strike
95.34
IV
51.4%
B/E move
5.9%

50Δ

Calls
Pseudo strike
96.68
IV
39.3%
B/E move
5.2%
Puts
Pseudo strike
96.98
IV
49.9%
B/E move
5.0%

55Δ

Calls
Pseudo strike
95.35
IV
39.8%
B/E move
4.4%
Puts
Pseudo strike
98.62
IV
48.4%
B/E move
4.1%

60Δ

Calls
Pseudo strike
93.95
IV
40.0%
B/E move
3.8%
Puts
Pseudo strike
100.28
IV
47.1%
B/E move
3.2%

65Δ

Calls
Pseudo strike
92.52
IV
40.0%
B/E move
3.2%
Puts
Pseudo strike
102.05
IV
46.6%
B/E move
2.6%

70Δ

Calls
Pseudo strike
91.09
IV
40.0%
B/E move
2.6%
Puts
Pseudo strike
103.82
IV
46.0%
B/E move
2.0%

75Δ

Calls
Pseudo strike
89.65
IV
39.6%
B/E move
2.1%
Puts
Pseudo strike
106.10
IV
46.8%
B/E move
1.5%

80Δ

Calls
Pseudo strike
88.15
IV
38.0%
B/E move
1.6%
Puts
Pseudo strike
109.40
IV
50.0%
B/E move
1.1%

Options history

CWST37.5538.6039.642026-10-20: 37.69%2026-10-21: 39.50%Oct 20Oct 21
Table
DateIV
37.69%
39.50%