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California Water Service Group CWT

UTILITIES · UTILITIES - REGULATED WATER
i

Market dataready · fetched 2026-10-22T21:42:50.668Z

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 · 2026-10-22T20:10:00.003345182Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:42:48.442276+00:00

Share price$47.54
1D+2.1%
AH$46.23$46.60$46.97$47.33$47.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCWT
Sold putSold callAH

California Water Service Group options

Live interpolated CWT call and put midpoint premiums by absolute delta.California Water Service Group$2.00$3.01$4.03$5.04$6.05$37.11$42.37$47.63$52.89$58.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CWT spot · $47.54CWT PRICE$2.11$2.45$2.45$2.45$2.46$2.48$2.51$2.53$2.55$2.58$2.60$2.62$2.45$2.45$2.46$2.48$2.58$2.67$2.77$2.86$2.96$3.06$3.44$4.60$5.76
PutsExpensive2.64×
CallsExpensive2.44×
SkewBullish-1.30 pp
Implied moveBearish±$5.25
TiltBearish15.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.37144.5%28.6%
25Δ65.68127.4%42.6%40.60106.8%19.8%
30Δ59.60113.6%30.5%42.8588.3%15.1%
35Δ55.9594.6%22.8%45.0370.3%10.5%
40Δ52.3075.6%15.2%45.7764.6%9.1%
45Δ49.8361.8%10.0%46.5158.8%7.8%
50Δ49.3656.9%9.1%47.2553.1%6.4%
55Δ48.8952.0%8.1%47.9947.4%5.1%
60Δ48.4347.1%7.2%48.7341.6%3.7%
65Δ47.9642.2%6.3%49.4635.9%2.4%
70Δ47.4937.4%5.3%50.3632.4%1.3%
75Δ47.0332.5%4.4%51.6534.8%1.0%
80Δ46.5627.6%3.5%52.9437.2%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.37
IV
144.5%
B/E move
28.6%

25Δ

Calls
Pseudo strike
65.68
IV
127.4%
B/E move
42.6%
Puts
Pseudo strike
40.60
IV
106.8%
B/E move
19.8%

30Δ

Calls
Pseudo strike
59.60
IV
113.6%
B/E move
30.5%
Puts
Pseudo strike
42.85
IV
88.3%
B/E move
15.1%

35Δ

Calls
Pseudo strike
55.95
IV
94.6%
B/E move
22.8%
Puts
Pseudo strike
45.03
IV
70.3%
B/E move
10.5%

40Δ

Calls
Pseudo strike
52.30
IV
75.6%
B/E move
15.2%
Puts
Pseudo strike
45.77
IV
64.6%
B/E move
9.1%

45Δ

Calls
Pseudo strike
49.83
IV
61.8%
B/E move
10.0%
Puts
Pseudo strike
46.51
IV
58.8%
B/E move
7.8%

50Δ

Calls
Pseudo strike
49.36
IV
56.9%
B/E move
9.1%
Puts
Pseudo strike
47.25
IV
53.1%
B/E move
6.4%

55Δ

Calls
Pseudo strike
48.89
IV
52.0%
B/E move
8.1%
Puts
Pseudo strike
47.99
IV
47.4%
B/E move
5.1%

60Δ

Calls
Pseudo strike
48.43
IV
47.1%
B/E move
7.2%
Puts
Pseudo strike
48.73
IV
41.6%
B/E move
3.7%

65Δ

Calls
Pseudo strike
47.96
IV
42.2%
B/E move
6.3%
Puts
Pseudo strike
49.46
IV
35.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
47.49
IV
37.4%
B/E move
5.3%
Puts
Pseudo strike
50.36
IV
32.4%
B/E move
1.3%

75Δ

Calls
Pseudo strike
47.03
IV
32.5%
B/E move
4.4%
Puts
Pseudo strike
51.65
IV
34.8%
B/E move
1.0%

80Δ

Calls
Pseudo strike
46.56
IV
27.6%
B/E move
3.5%
Puts
Pseudo strike
52.94
IV
37.2%
B/E move
0.7%

Options history

CWT34.5134.5934.672026-10-20: 34.55%2026-10-21: 34.63%Oct 20Oct 21
Table
DateIV
34.55%
34.63%