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Middlesex Water Company Common Stock MSEX

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Market datapartial · fetched 2026-10-22T20:10:43.531Z

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 · 2026-10-22T20:00:00.296998262Z

FundamentalsAlpha Vantage · unavailable

Share price$55.80
1D+3.4%
AH$53.77$54.32$54.87$55.42$55.975:30 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$2.13$3.65$5.18$6.70$8.22$43.65$49.61$55.57$61.53$67.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSEX spot · $55.80MSEX PRICE$2.50$2.50$2.50$2.56$2.79$3.01$3.24$3.51$3.85$4.19$4.53$4.87$2.30$2.61$2.74$2.86$2.99$3.22$3.55$3.87$4.20$4.53$4.86$6.01$7.78
PutsExpensive2.52×
CallsExpensive2.04×
SkewBearish+2.92 pp
Implied moveBearish±$6.56
TiltBearish12.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.54109.2%22.5%
25Δ75.87126.0%40.4%47.08104.6%20.3%
30Δ67.1796.2%24.8%49.3590.8%16.5%
35Δ62.6376.9%16.7%51.6177.1%12.6%
40Δ59.6663.4%11.5%53.8863.3%8.8%
45Δ58.3658.5%9.6%55.4355.0%6.4%
50Δ57.0653.7%7.7%56.2752.0%5.5%
55Δ55.7648.9%5.7%57.1148.9%4.6%
60Δ54.7344.8%4.4%57.9645.9%3.7%
65Δ54.0941.7%3.8%58.8042.8%2.7%
70Δ53.4538.6%3.3%59.6439.8%1.8%
75Δ52.8035.5%2.7%61.1140.6%1.3%
80Δ52.1632.4%2.2%63.0544.3%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.54
IV
109.2%
B/E move
22.5%

25Δ

Calls
Pseudo strike
75.87
IV
126.0%
B/E move
40.4%
Puts
Pseudo strike
47.08
IV
104.6%
B/E move
20.3%

30Δ

Calls
Pseudo strike
67.17
IV
96.2%
B/E move
24.8%
Puts
Pseudo strike
49.35
IV
90.8%
B/E move
16.5%

35Δ

Calls
Pseudo strike
62.63
IV
76.9%
B/E move
16.7%
Puts
Pseudo strike
51.61
IV
77.1%
B/E move
12.6%

40Δ

Calls
Pseudo strike
59.66
IV
63.4%
B/E move
11.5%
Puts
Pseudo strike
53.88
IV
63.3%
B/E move
8.8%

45Δ

Calls
Pseudo strike
58.36
IV
58.5%
B/E move
9.6%
Puts
Pseudo strike
55.43
IV
55.0%
B/E move
6.4%

50Δ

Calls
Pseudo strike
57.06
IV
53.7%
B/E move
7.7%
Puts
Pseudo strike
56.27
IV
52.0%
B/E move
5.5%

55Δ

Calls
Pseudo strike
55.76
IV
48.9%
B/E move
5.7%
Puts
Pseudo strike
57.11
IV
48.9%
B/E move
4.6%

60Δ

Calls
Pseudo strike
54.73
IV
44.8%
B/E move
4.4%
Puts
Pseudo strike
57.96
IV
45.9%
B/E move
3.7%

65Δ

Calls
Pseudo strike
54.09
IV
41.7%
B/E move
3.8%
Puts
Pseudo strike
58.80
IV
42.8%
B/E move
2.7%

70Δ

Calls
Pseudo strike
53.45
IV
38.6%
B/E move
3.3%
Puts
Pseudo strike
59.64
IV
39.8%
B/E move
1.8%

75Δ

Calls
Pseudo strike
52.80
IV
35.5%
B/E move
2.7%
Puts
Pseudo strike
61.11
IV
40.6%
B/E move
1.3%

80Δ

Calls
Pseudo strike
52.16
IV
32.4%
B/E move
2.2%
Puts
Pseudo strike
63.05
IV
44.3%
B/E move
0.9%

Options history

No recorded observations