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Middlesex Water Company Common Stock MSEX

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Market datapartial · fetched 2026-10-22T12:43:46.098Z

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 · 2026-10-21T20:00:00.481380827Z

FundamentalsAlpha Vantage · unavailable

Share price$53.63
1D-1.2%
AH$53.54$53.75$53.96$54.17$54.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMSEX
Sold putSold callAH

Middlesex Water Company Common Stock options

Live interpolated MSEX call and put midpoint premiums by absolute delta.Middlesex Water Company Common Stock$2.41$3.25$4.10$4.95$5.79$43.07$48.56$54.05$59.54$65.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSEX spot · $53.63MSEX PRICE$2.50$2.50$2.50$2.52$2.54$2.76$3.09$3.41$3.74$4.06$4.39$5.33$2.50$2.51$2.54$2.55$2.55$2.55$2.55$2.55$2.79$3.48$4.17$4.86$5.55
PutsExpensive2.14×
CallsExpensive2.14×
SkewBullish-5.54 pp
Implied moveBullish±$5.31
TiltBearish2.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.36125.6%25.7%
25Δ74.24131.4%43.1%46.1798.2%18.6%
30Δ64.9499.4%25.8%48.8479.9%13.7%
35Δ60.1578.6%16.8%50.5467.5%10.5%
40Δ57.9166.7%12.7%51.5059.6%8.7%
45Δ55.7555.1%8.7%52.4551.8%6.9%
50Δ54.4749.6%6.7%53.4144.0%5.2%
55Δ53.6647.3%5.8%54.3736.2%3.4%
60Δ52.8445.0%4.9%55.3031.1%2.1%
65Δ52.0342.7%4.0%56.1731.5%1.7%
70Δ51.2240.4%3.1%57.0531.9%1.4%
75Δ50.4138.1%2.2%57.9232.3%1.1%
80Δ49.1338.8%1.6%58.8032.6%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.36
IV
125.6%
B/E move
25.7%

25Δ

Calls
Pseudo strike
74.24
IV
131.4%
B/E move
43.1%
Puts
Pseudo strike
46.17
IV
98.2%
B/E move
18.6%

30Δ

Calls
Pseudo strike
64.94
IV
99.4%
B/E move
25.8%
Puts
Pseudo strike
48.84
IV
79.9%
B/E move
13.7%

35Δ

Calls
Pseudo strike
60.15
IV
78.6%
B/E move
16.8%
Puts
Pseudo strike
50.54
IV
67.5%
B/E move
10.5%

40Δ

Calls
Pseudo strike
57.91
IV
66.7%
B/E move
12.7%
Puts
Pseudo strike
51.50
IV
59.6%
B/E move
8.7%

45Δ

Calls
Pseudo strike
55.75
IV
55.1%
B/E move
8.7%
Puts
Pseudo strike
52.45
IV
51.8%
B/E move
6.9%

50Δ

Calls
Pseudo strike
54.47
IV
49.6%
B/E move
6.7%
Puts
Pseudo strike
53.41
IV
44.0%
B/E move
5.2%

55Δ

Calls
Pseudo strike
53.66
IV
47.3%
B/E move
5.8%
Puts
Pseudo strike
54.37
IV
36.2%
B/E move
3.4%

60Δ

Calls
Pseudo strike
52.84
IV
45.0%
B/E move
4.9%
Puts
Pseudo strike
55.30
IV
31.1%
B/E move
2.1%

65Δ

Calls
Pseudo strike
52.03
IV
42.7%
B/E move
4.0%
Puts
Pseudo strike
56.17
IV
31.5%
B/E move
1.7%

70Δ

Calls
Pseudo strike
51.22
IV
40.4%
B/E move
3.1%
Puts
Pseudo strike
57.05
IV
31.9%
B/E move
1.4%

75Δ

Calls
Pseudo strike
50.41
IV
38.1%
B/E move
2.2%
Puts
Pseudo strike
57.92
IV
32.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
49.13
IV
38.8%
B/E move
1.6%
Puts
Pseudo strike
58.80
IV
32.6%
B/E move
0.7%

Options history

No recorded observations