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Middlesex Water Company Common Stock MSEX

i

Market dataready · fetched 2026-11-11T15:59:21.677Z

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 · 2026-11-11T15:48:49.177010244Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:59:20.998081+00:00

Share price$58.27
1D-0.9%
$58.22$58.38$58.54$58.70$58.855:30 AM6:30 AM9:00 AM1:00 PMMSEX
Sold putSold call

Middlesex Water Company Common Stock options

Live interpolated MSEX call and put midpoint premiums by absolute delta.Middlesex Water Company Common Stock$0.42$1.85$3.28$4.71$6.14$48.48$52.09$55.70$59.31$62.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MSEX spot · $58.27MSEX PRICE$2.50$0.58$0.83$1.08$1.33$1.59$1.84$2.09$2.34$2.60$2.85$3.10$2.50$2.50$2.50$2.50$2.51$2.52$2.53$2.53$2.54$2.55$3.57$4.65$5.73
PutsExpensive3.14×
Calls——
Skew——
Implied moveBearish±$4.11
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.51208.4%24.5%
25Δ77.71213.0%37.7%50.60160.9%17.5%
30Δ59.7227.7%3.5%53.16131.3%13.1%
35Δ59.3128.1%3.2%55.22107.1%9.5%
40Δ58.9028.5%2.9%56.0196.4%8.2%
45Δ58.4929.0%2.7%56.8085.7%6.8%
50Δ58.0929.4%2.4%57.5975.0%5.5%
55Δ57.6829.8%2.2%58.3864.4%4.2%
60Δ57.2730.3%1.9%59.1753.7%2.8%
65Δ56.8630.7%1.6%59.9643.0%1.5%
70Δ56.4631.1%1.4%61.1346.6%1.2%
75Δ56.0531.5%1.1%62.3351.0%1.0%
80Δ55.6432.0%0.8%63.5355.5%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.51
IV
208.4%
B/E move
24.5%

25Δ

Calls
Pseudo strike
77.71
IV
213.0%
B/E move
37.7%
Puts
Pseudo strike
50.60
IV
160.9%
B/E move
17.5%

30Δ

Calls
Pseudo strike
59.72
IV
27.7%
B/E move
3.5%
Puts
Pseudo strike
53.16
IV
131.3%
B/E move
13.1%

35Δ

Calls
Pseudo strike
59.31
IV
28.1%
B/E move
3.2%
Puts
Pseudo strike
55.22
IV
107.1%
B/E move
9.5%

40Δ

Calls
Pseudo strike
58.90
IV
28.5%
B/E move
2.9%
Puts
Pseudo strike
56.01
IV
96.4%
B/E move
8.2%

45Δ

Calls
Pseudo strike
58.49
IV
29.0%
B/E move
2.7%
Puts
Pseudo strike
56.80
IV
85.7%
B/E move
6.8%

50Δ

Calls
Pseudo strike
58.09
IV
29.4%
B/E move
2.4%
Puts
Pseudo strike
57.59
IV
75.0%
B/E move
5.5%

55Δ

Calls
Pseudo strike
57.68
IV
29.8%
B/E move
2.2%
Puts
Pseudo strike
58.38
IV
64.4%
B/E move
4.2%

60Δ

Calls
Pseudo strike
57.27
IV
30.3%
B/E move
1.9%
Puts
Pseudo strike
59.17
IV
53.7%
B/E move
2.8%

65Δ

Calls
Pseudo strike
56.86
IV
30.7%
B/E move
1.6%
Puts
Pseudo strike
59.96
IV
43.0%
B/E move
1.5%

70Δ

Calls
Pseudo strike
56.46
IV
31.1%
B/E move
1.4%
Puts
Pseudo strike
61.13
IV
46.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
56.05
IV
31.5%
B/E move
1.1%
Puts
Pseudo strike
62.33
IV
51.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
55.64
IV
32.0%
B/E move
0.8%
Puts
Pseudo strike
63.53
IV
55.5%
B/E move
0.8%

Options history

IV · four-Friday blend34.81%
Daily EOD
MSEX29.8%33.1%36.5%2026-10-19: 32.23%2026-10-20: 30.22%2026-10-21: 31.23%2026-10-22: 35.14%2026-10-23: 34.09%2026-10-26: 36.06%2026-10-27: 33.66%2026-10-28: 34.60%2026-10-29: 34.94%2026-10-30: 34.81%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
32.23%
30.22%
31.23%
35.14%
34.09%
36.06%
33.66%
34.60%
34.94%
34.81%