IntraAlpha
Create free account Start free

H2O America HTO

UTILITIES · UTILITIES - REGULATED WATER
i

Market dataready · fetched 2026-10-22T09:02:20.246Z

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 · 2026-10-21T20:27:19.831481774Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T09:02:18.660528+00:00

Share price$56.00
1D-2.3%
AH$55.90$56.27$56.64$57.02$57.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHTO
Sold putSold callAH

H2O America options

Live interpolated HTO call and put midpoint premiums by absolute delta.H2O America$0.56$2.22$3.87$5.53$7.19$49.04$52.97$56.90$60.83$64.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HTO spot · $56.00HTO PRICE$0.86$1.17$1.47$1.78$2.04$2.29$2.55$2.81$3.09$4.00$4.90$5.81$6.71$0.74$0.95$1.17$1.39$1.62$2.03$2.43$2.83$3.24$3.64$4.04$4.45$6.23
PutsFair1.03×
CallsExpensive1.53×
SkewBullish-11.34 pp
Implied moveBullish±$4.98
TiltBullish6.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.3044.9%14.6%51.1938.6%9.9%
25Δ62.2246.9%13.2%52.1837.4%8.5%
30Δ61.1549.0%11.8%53.1636.1%7.2%
35Δ60.0751.1%10.4%54.1434.9%5.8%
40Δ59.0548.8%9.1%55.0833.8%4.5%
45Δ58.0246.3%7.7%55.7733.5%4.0%
50Δ57.0043.8%6.3%56.4633.2%3.5%
55Δ55.9841.3%5.0%57.1532.9%3.0%
60Δ54.9539.0%3.6%57.8432.6%2.5%
65Δ53.8041.5%3.2%58.5332.2%2.0%
70Δ52.6644.0%2.8%59.2231.9%1.5%
75Δ51.5146.5%2.4%59.9131.6%1.0%
80Δ50.3649.0%1.9%61.8435.7%0.7%

20Δ

Calls
Pseudo strike
63.30
IV
44.9%
B/E move
14.6%
Puts
Pseudo strike
51.19
IV
38.6%
B/E move
9.9%

25Δ

Calls
Pseudo strike
62.22
IV
46.9%
B/E move
13.2%
Puts
Pseudo strike
52.18
IV
37.4%
B/E move
8.5%

30Δ

Calls
Pseudo strike
61.15
IV
49.0%
B/E move
11.8%
Puts
Pseudo strike
53.16
IV
36.1%
B/E move
7.2%

35Δ

Calls
Pseudo strike
60.07
IV
51.1%
B/E move
10.4%
Puts
Pseudo strike
54.14
IV
34.9%
B/E move
5.8%

40Δ

Calls
Pseudo strike
59.05
IV
48.8%
B/E move
9.1%
Puts
Pseudo strike
55.08
IV
33.8%
B/E move
4.5%

45Δ

Calls
Pseudo strike
58.02
IV
46.3%
B/E move
7.7%
Puts
Pseudo strike
55.77
IV
33.5%
B/E move
4.0%

50Δ

Calls
Pseudo strike
57.00
IV
43.8%
B/E move
6.3%
Puts
Pseudo strike
56.46
IV
33.2%
B/E move
3.5%

55Δ

Calls
Pseudo strike
55.98
IV
41.3%
B/E move
5.0%
Puts
Pseudo strike
57.15
IV
32.9%
B/E move
3.0%

60Δ

Calls
Pseudo strike
54.95
IV
39.0%
B/E move
3.6%
Puts
Pseudo strike
57.84
IV
32.6%
B/E move
2.5%

65Δ

Calls
Pseudo strike
53.80
IV
41.5%
B/E move
3.2%
Puts
Pseudo strike
58.53
IV
32.2%
B/E move
2.0%

70Δ

Calls
Pseudo strike
52.66
IV
44.0%
B/E move
2.8%
Puts
Pseudo strike
59.22
IV
31.9%
B/E move
1.5%

75Δ

Calls
Pseudo strike
51.51
IV
46.5%
B/E move
2.4%
Puts
Pseudo strike
59.91
IV
31.6%
B/E move
1.0%

80Δ

Calls
Pseudo strike
50.36
IV
49.0%
B/E move
1.9%
Puts
Pseudo strike
61.84
IV
35.7%
B/E move
0.7%

Options history

No recorded observations