IntraAlpha
Create free account Start free

Global Water Resources, Inc. Common Stock GWRS

i

Market datapartial · fetched 2026-10-22T20:47:06.477Z

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 · 2026-10-22T20:00:09.090129656Z

FundamentalsAlpha Vantage · unavailable

Share price$7.90
1D+3.0%
AH$7.65$7.72$7.79$7.85$7.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGWRS
Sold putSold callAH

Global Water Resources, Inc. Common Stock options

Live interpolated GWRS call and put midpoint premiums by absolute delta.Global Water Resources, Inc. Common Stock$0.05$1.28$2.52$3.75$4.99$5.39$6.70$8.01$9.32$10.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GWRS spot · $7.90GWRS PRICE$0.38$0.38$0.40$0.41$0.43$0.44$0.45$0.47$0.48$0.50$0.51$0.52$1.56$0.18$0.18$0.21$0.47$0.73$0.99$1.25$1.51$1.77$2.03$2.30$3.16$4.63
PutsExpensive2.52×
CallsExpensive3.00×
SkewBullish-9.96 pp
Implied moveBearish±$1.71
TiltBearish47.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.51191.2%88.4%5.63149.0%31.1%
25Δ12.23155.2%59.7%6.6390.6%18.3%
30Δ11.77142.8%54.0%7.5441.2%7.2%
35Δ11.30130.4%48.2%7.8349.2%6.9%
40Δ10.83118.1%42.4%8.1257.3%6.5%
45Δ10.36105.7%36.7%8.4165.4%6.1%
50Δ9.8993.3%30.9%8.7073.4%5.8%
55Δ9.4280.9%25.2%8.9981.5%5.4%
60Δ8.9568.6%19.4%9.2889.6%5.0%
65Δ8.4956.2%13.7%9.5797.6%4.7%
70Δ8.0243.8%7.9%9.86105.7%4.3%
75Δ7.5531.4%2.2%10.76121.8%3.8%
80Δ6.4680.0%1.5%12.27146.0%3.3%

20Δ

Calls
Pseudo strike
14.51
IV
191.2%
B/E move
88.4%
Puts
Pseudo strike
5.63
IV
149.0%
B/E move
31.1%

25Δ

Calls
Pseudo strike
12.23
IV
155.2%
B/E move
59.7%
Puts
Pseudo strike
6.63
IV
90.6%
B/E move
18.3%

30Δ

Calls
Pseudo strike
11.77
IV
142.8%
B/E move
54.0%
Puts
Pseudo strike
7.54
IV
41.2%
B/E move
7.2%

35Δ

Calls
Pseudo strike
11.30
IV
130.4%
B/E move
48.2%
Puts
Pseudo strike
7.83
IV
49.2%
B/E move
6.9%

40Δ

Calls
Pseudo strike
10.83
IV
118.1%
B/E move
42.4%
Puts
Pseudo strike
8.12
IV
57.3%
B/E move
6.5%

45Δ

Calls
Pseudo strike
10.36
IV
105.7%
B/E move
36.7%
Puts
Pseudo strike
8.41
IV
65.4%
B/E move
6.1%

50Δ

Calls
Pseudo strike
9.89
IV
93.3%
B/E move
30.9%
Puts
Pseudo strike
8.70
IV
73.4%
B/E move
5.8%

55Δ

Calls
Pseudo strike
9.42
IV
80.9%
B/E move
25.2%
Puts
Pseudo strike
8.99
IV
81.5%
B/E move
5.4%

60Δ

Calls
Pseudo strike
8.95
IV
68.6%
B/E move
19.4%
Puts
Pseudo strike
9.28
IV
89.6%
B/E move
5.0%

65Δ

Calls
Pseudo strike
8.49
IV
56.2%
B/E move
13.7%
Puts
Pseudo strike
9.57
IV
97.6%
B/E move
4.7%

70Δ

Calls
Pseudo strike
8.02
IV
43.8%
B/E move
7.9%
Puts
Pseudo strike
9.86
IV
105.7%
B/E move
4.3%

75Δ

Calls
Pseudo strike
7.55
IV
31.4%
B/E move
2.2%
Puts
Pseudo strike
10.76
IV
121.8%
B/E move
3.8%

80Δ

Calls
Pseudo strike
6.46
IV
80.0%
B/E move
1.5%
Puts
Pseudo strike
12.27
IV
146.0%
B/E move
3.3%

Options history

No recorded observations