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Global Water Resources, Inc. Common Stock GWRS

i

Market dataready · fetched 2026-11-13T02:49:34.295Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T21:00:00.322245968Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T02:49:33.939430+00:00

Share price$6.74
1D-2.4%
AH$6.72$6.79$6.87$6.94$7.025:30 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$0.24$0.60$0.96$1.32$1.68$5.84$6.49$7.15$7.80$8.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GWRS spot · $6.74GWRS PRICE$0.28$0.40$0.52$0.63$0.75$0.87$0.98$1.10$1.22$1.34$1.45$1.57$0.37$0.43$0.49$0.54$0.60$0.66$0.72$0.77$0.83$0.89$0.94
Puts——
Calls——
Skew——
Implied moveBullish±$1.58
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.09286.8%30.0%
25Δ7.1880.8%10.6%5.33269.7%27.3%
30Δ7.0187.7%9.9%5.57252.7%24.6%
35Δ6.8494.5%9.2%5.81235.7%21.9%
40Δ6.68101.4%8.5%6.05218.7%19.2%
45Δ6.51108.2%7.8%6.29201.7%16.5%
50Δ6.35115.0%7.1%6.52184.6%13.8%
55Δ6.18121.9%6.4%6.76167.6%11.1%
60Δ6.02128.7%5.6%7.00150.6%8.4%
65Δ5.85135.6%4.9%7.24133.6%5.7%
70Δ5.69142.4%4.2%7.48116.5%3.1%
75Δ5.52149.3%3.5%
80Δ5.36156.1%2.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.09
IV
286.8%
B/E move
30.0%

25Δ

Calls
Pseudo strike
7.18
IV
80.8%
B/E move
10.6%
Puts
Pseudo strike
5.33
IV
269.7%
B/E move
27.3%

30Δ

Calls
Pseudo strike
7.01
IV
87.7%
B/E move
9.9%
Puts
Pseudo strike
5.57
IV
252.7%
B/E move
24.6%

35Δ

Calls
Pseudo strike
6.84
IV
94.5%
B/E move
9.2%
Puts
Pseudo strike
5.81
IV
235.7%
B/E move
21.9%

40Δ

Calls
Pseudo strike
6.68
IV
101.4%
B/E move
8.5%
Puts
Pseudo strike
6.05
IV
218.7%
B/E move
19.2%

45Δ

Calls
Pseudo strike
6.51
IV
108.2%
B/E move
7.8%
Puts
Pseudo strike
6.29
IV
201.7%
B/E move
16.5%

50Δ

Calls
Pseudo strike
6.35
IV
115.0%
B/E move
7.1%
Puts
Pseudo strike
6.52
IV
184.6%
B/E move
13.8%

55Δ

Calls
Pseudo strike
6.18
IV
121.9%
B/E move
6.4%
Puts
Pseudo strike
6.76
IV
167.6%
B/E move
11.1%

60Δ

Calls
Pseudo strike
6.02
IV
128.7%
B/E move
5.6%
Puts
Pseudo strike
7.00
IV
150.6%
B/E move
8.4%

65Δ

Calls
Pseudo strike
5.85
IV
135.6%
B/E move
4.9%
Puts
Pseudo strike
7.24
IV
133.6%
B/E move
5.7%

70Δ

Calls
Pseudo strike
5.69
IV
142.4%
B/E move
4.2%
Puts
Pseudo strike
7.48
IV
116.5%
B/E move
3.1%

75Δ

Calls
Pseudo strike
5.52
IV
149.3%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.36
IV
156.1%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend58.71%
Daily close
GWRS58.3%61.5%64.8%2026-09-28: 64.37%2026-10-30: 58.71%Sep 28Oct 30
2 observations2026-09-28 — 2026-10-30
Table
DateIV (%)
64.37%
58.71%