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Global Water Resources Inc GWRS

UTILITIES · UTILITIES - REGULATED WATER
i

Market dataready · fetched 2026-10-23T17:41:46.278Z

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 · 2026-10-23T17:18:25.472519795Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T17:41:44.793766+00:00

Share price$7.89
1D+0.2%
$7.84$7.87$7.90$7.92$7.955:30 AM6:30 AM9:00 AM1:00 PMGWRS
Sold putSold call

Global Water Resources Inc options

Live interpolated GWRS call and put midpoint premiums by absolute delta.Global Water Resources Inc$0.45$0.94$1.43$1.92$2.41$3.94$5.67$7.40$9.13$10.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GWRS spot · $7.88GWRS PRICE$0.50$0.50$0.50$0.51$0.51$0.51$0.52$0.52$0.52$0.52$0.68$1.32$0.65$0.78$0.92$1.05$1.19$1.32$1.46$1.59$1.73$1.87$2.00$2.14$2.27
PutsExpensive4.19×
CallsExpensive3.22×
SkewBearish+44.01 pp
Implied moveBearish±$1.97
TiltBearish45.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.41211.4%39.6%
25Δ13.41197.4%76.4%5.79201.1%36.5%
30Δ12.08171.0%59.6%6.17190.8%33.3%
35Δ11.56155.2%53.0%6.55180.5%30.2%
40Δ11.04139.4%46.4%6.94170.2%27.1%
45Δ10.51123.5%39.8%7.32159.9%24.0%
50Δ9.99107.7%33.2%7.70149.6%20.8%
55Δ9.4791.9%26.6%8.08139.3%17.7%
60Δ8.9476.0%20.0%8.46129.0%14.6%
65Δ8.4260.2%13.4%8.85118.7%11.5%
70Δ7.9044.4%6.8%9.23108.4%8.3%
75Δ7.3438.3%1.8%9.6198.1%5.2%
80Δ6.7062.6%1.7%9.9987.8%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.41
IV
211.4%
B/E move
39.6%

25Δ

Calls
Pseudo strike
13.41
IV
197.4%
B/E move
76.4%
Puts
Pseudo strike
5.79
IV
201.1%
B/E move
36.5%

30Δ

Calls
Pseudo strike
12.08
IV
171.0%
B/E move
59.6%
Puts
Pseudo strike
6.17
IV
190.8%
B/E move
33.3%

35Δ

Calls
Pseudo strike
11.56
IV
155.2%
B/E move
53.0%
Puts
Pseudo strike
6.55
IV
180.5%
B/E move
30.2%

40Δ

Calls
Pseudo strike
11.04
IV
139.4%
B/E move
46.4%
Puts
Pseudo strike
6.94
IV
170.2%
B/E move
27.1%

45Δ

Calls
Pseudo strike
10.51
IV
123.5%
B/E move
39.8%
Puts
Pseudo strike
7.32
IV
159.9%
B/E move
24.0%

50Δ

Calls
Pseudo strike
9.99
IV
107.7%
B/E move
33.2%
Puts
Pseudo strike
7.70
IV
149.6%
B/E move
20.8%

55Δ

Calls
Pseudo strike
9.47
IV
91.9%
B/E move
26.6%
Puts
Pseudo strike
8.08
IV
139.3%
B/E move
17.7%

60Δ

Calls
Pseudo strike
8.94
IV
76.0%
B/E move
20.0%
Puts
Pseudo strike
8.46
IV
129.0%
B/E move
14.6%

65Δ

Calls
Pseudo strike
8.42
IV
60.2%
B/E move
13.4%
Puts
Pseudo strike
8.85
IV
118.7%
B/E move
11.5%

70Δ

Calls
Pseudo strike
7.90
IV
44.4%
B/E move
6.8%
Puts
Pseudo strike
9.23
IV
108.4%
B/E move
8.3%

75Δ

Calls
Pseudo strike
7.34
IV
38.3%
B/E move
1.8%
Puts
Pseudo strike
9.61
IV
98.1%
B/E move
5.2%

80Δ

Calls
Pseudo strike
6.70
IV
62.6%
B/E move
1.7%
Puts
Pseudo strike
9.99
IV
87.8%
B/E move
2.1%

Options history

No recorded observations