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Casella Waste Systems Inc CWST

INDUSTRIALS · WASTE MANAGEMENT
i

Market dataready · fetched 2026-10-22T21:31:15.199Z

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 · 2026-10-22T20:00:08.45185473Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:31:12.789902+00:00

Share price$96.89
1D+6.5%
AH$91$92$94$96$985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCWST
Sold putSold callAH

Casella Waste Systems Inc options

Live interpolated CWST call and put midpoint premiums by absolute delta.Casella Waste Systems Inc$0.73$3.52$6.32$9.11$11.90$72.92$82.85$92.78$102.71$112.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CWST spot · $96.89CWST PRICE$1.03$1.41$1.94$2.46$2.99$3.60$4.28$4.97$5.65$7.01$8.37$9.73$11.10$1.68$2.02$2.54$3.08$3.63$4.37$5.13$5.88$6.66$7.45$8.24$9.04$10.48
PutsExpensive1.13×
CallsCheap0.94×
SkewBearish+1.34 pp
Implied moveBearish±$9.41
TiltBearish4.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ106.6636.0%11.1%86.6652.0%12.3%
25Δ104.3234.6%9.1%89.7046.4%9.5%
30Δ103.0936.4%8.4%91.5345.1%8.2%
35Δ101.8538.2%7.7%93.2344.2%7.0%
40Δ100.6140.0%6.9%94.9343.3%5.8%
45Δ99.2840.9%6.2%96.4243.0%5.0%
50Δ97.8541.1%5.4%97.8942.7%4.3%
55Δ96.4341.3%4.6%99.3742.4%3.5%
60Δ95.0041.5%3.9%100.7841.4%2.9%
65Δ93.1943.9%3.4%102.1239.9%2.3%
70Δ91.3746.2%2.9%103.4738.4%1.7%
75Δ89.5447.6%2.5%104.8136.8%1.2%
80Δ87.6446.4%1.9%106.6235.9%0.8%

20Δ

Calls
Pseudo strike
106.66
IV
36.0%
B/E move
11.1%
Puts
Pseudo strike
86.66
IV
52.0%
B/E move
12.3%

25Δ

Calls
Pseudo strike
104.32
IV
34.6%
B/E move
9.1%
Puts
Pseudo strike
89.70
IV
46.4%
B/E move
9.5%

30Δ

Calls
Pseudo strike
103.09
IV
36.4%
B/E move
8.4%
Puts
Pseudo strike
91.53
IV
45.1%
B/E move
8.2%

35Δ

Calls
Pseudo strike
101.85
IV
38.2%
B/E move
7.7%
Puts
Pseudo strike
93.23
IV
44.2%
B/E move
7.0%

40Δ

Calls
Pseudo strike
100.61
IV
40.0%
B/E move
6.9%
Puts
Pseudo strike
94.93
IV
43.3%
B/E move
5.8%

45Δ

Calls
Pseudo strike
99.28
IV
40.9%
B/E move
6.2%
Puts
Pseudo strike
96.42
IV
43.0%
B/E move
5.0%

50Δ

Calls
Pseudo strike
97.85
IV
41.1%
B/E move
5.4%
Puts
Pseudo strike
97.89
IV
42.7%
B/E move
4.3%

55Δ

Calls
Pseudo strike
96.43
IV
41.3%
B/E move
4.6%
Puts
Pseudo strike
99.37
IV
42.4%
B/E move
3.5%

60Δ

Calls
Pseudo strike
95.00
IV
41.5%
B/E move
3.9%
Puts
Pseudo strike
100.78
IV
41.4%
B/E move
2.9%

65Δ

Calls
Pseudo strike
93.19
IV
43.9%
B/E move
3.4%
Puts
Pseudo strike
102.12
IV
39.9%
B/E move
2.3%

70Δ

Calls
Pseudo strike
91.37
IV
46.2%
B/E move
2.9%
Puts
Pseudo strike
103.47
IV
38.4%
B/E move
1.7%

75Δ

Calls
Pseudo strike
89.54
IV
47.6%
B/E move
2.5%
Puts
Pseudo strike
104.81
IV
36.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
87.64
IV
46.4%
B/E move
1.9%
Puts
Pseudo strike
106.62
IV
35.9%
B/E move
0.8%

Options history

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