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California Water Service CWT

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Market datapartial · fetched 2026-10-22T16:17:53.548Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T16:16:29.09781103Z

FundamentalsAlpha Vantage · unavailable

Share price$47.25
1D+1.5%
$46.25$46.56$46.88$47.19$47.515:30 AM6:30 AM9:00 AM1:00 PMCWT
Sold putSold call

California Water Service options

Live interpolated CWT call and put midpoint premiums by absolute delta.California Water Service$0.54$1.23$1.91$2.60$3.29$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICECWT PRICE$0.61$0.80$0.99$1.18$1.41$1.65$1.89$2.13$2.37$2.61$2.85$3.09
Puts——
CallsExpensive1.13×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.1428.6%13.7%
25Δ52.0928.5%11.9%
30Δ51.0428.4%10.1%
35Δ50.0028.3%8.3%
40Δ49.3827.5%7.5%
45Δ48.7726.6%6.7%
50Δ48.1625.7%5.9%
55Δ47.5424.9%5.1%
60Δ46.9324.0%4.3%
65Δ46.3123.1%3.5%
70Δ45.7022.3%2.8%
75Δ45.0821.4%2.0%
80Δ

20Δ

Calls
Pseudo strike
53.14
IV
28.6%
B/E move
13.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
52.09
IV
28.5%
B/E move
11.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
51.04
IV
28.4%
B/E move
10.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
50.00
IV
28.3%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
49.38
IV
27.5%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
48.77
IV
26.6%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
48.16
IV
25.7%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
47.54
IV
24.9%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
46.93
IV
24.0%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
46.31
IV
23.1%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
45.70
IV
22.3%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
45.08
IV
21.4%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

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