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Unitil Corporation UTL

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Market datapartial · fetched 2026-10-23T04:06:27.409Z

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 · 2026-10-22T23:00:00.000991356Z

FundamentalsAlpha Vantage · unavailable

Share price$55.06
1D+2.9%
AH$53.40$53.85$54.31$54.76$55.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUTL
Sold putSold callAH

Unitil Corporation options

Live interpolated UTL call and put midpoint premiums by absolute delta.Unitil Corporation$0.96$5.51$10.06$14.60$19.15$44.46$49.33$54.20$59.06$63.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UTL spot · $55.06UTL PRICE$1.45$1.45$1.45$1.52$1.61$1.70$1.78$2.08$3.15$4.21$5.28$6.34$7.41$1.50$1.59$1.80$2.01$2.23$2.45$3.01$3.69$4.37$5.05$5.74$9.82$17.84
PutsExpensive2.54×
CallsExpensive1.63×
SkewBearish+11.20 pp
Implied moveBearish±$4.79
TiltBearish21.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.8495.4%33.1%46.6680.4%18.0%
25Δ64.4169.8%19.6%49.7463.5%12.6%
30Δ60.6153.8%12.7%51.1057.9%10.5%
35Δ59.0947.0%10.1%52.3053.3%8.7%
40Δ58.0142.0%8.3%53.5048.7%6.9%
45Δ56.9337.0%6.5%54.7044.2%5.1%
50Δ55.8531.9%4.7%55.7443.6%4.2%
55Δ54.7328.6%3.2%56.7344.4%3.7%
60Δ53.4831.3%2.9%57.7145.2%3.1%
65Δ52.2434.0%2.5%58.7046.1%2.6%
70Δ50.9936.7%2.2%59.6946.9%2.0%
75Δ49.7439.4%1.9%63.7265.9%2.1%
80Δ48.5042.1%1.5%71.7394.2%2.1%

20Δ

Calls
Pseudo strike
71.84
IV
95.4%
B/E move
33.1%
Puts
Pseudo strike
46.66
IV
80.4%
B/E move
18.0%

25Δ

Calls
Pseudo strike
64.41
IV
69.8%
B/E move
19.6%
Puts
Pseudo strike
49.74
IV
63.5%
B/E move
12.6%

30Δ

Calls
Pseudo strike
60.61
IV
53.8%
B/E move
12.7%
Puts
Pseudo strike
51.10
IV
57.9%
B/E move
10.5%

35Δ

Calls
Pseudo strike
59.09
IV
47.0%
B/E move
10.1%
Puts
Pseudo strike
52.30
IV
53.3%
B/E move
8.7%

40Δ

Calls
Pseudo strike
58.01
IV
42.0%
B/E move
8.3%
Puts
Pseudo strike
53.50
IV
48.7%
B/E move
6.9%

45Δ

Calls
Pseudo strike
56.93
IV
37.0%
B/E move
6.5%
Puts
Pseudo strike
54.70
IV
44.2%
B/E move
5.1%

50Δ

Calls
Pseudo strike
55.85
IV
31.9%
B/E move
4.7%
Puts
Pseudo strike
55.74
IV
43.6%
B/E move
4.2%

55Δ

Calls
Pseudo strike
54.73
IV
28.6%
B/E move
3.2%
Puts
Pseudo strike
56.73
IV
44.4%
B/E move
3.7%

60Δ

Calls
Pseudo strike
53.48
IV
31.3%
B/E move
2.9%
Puts
Pseudo strike
57.71
IV
45.2%
B/E move
3.1%

65Δ

Calls
Pseudo strike
52.24
IV
34.0%
B/E move
2.5%
Puts
Pseudo strike
58.70
IV
46.1%
B/E move
2.6%

70Δ

Calls
Pseudo strike
50.99
IV
36.7%
B/E move
2.2%
Puts
Pseudo strike
59.69
IV
46.9%
B/E move
2.0%

75Δ

Calls
Pseudo strike
49.74
IV
39.4%
B/E move
1.9%
Puts
Pseudo strike
63.72
IV
65.9%
B/E move
2.1%

80Δ

Calls
Pseudo strike
48.50
IV
42.1%
B/E move
1.5%
Puts
Pseudo strike
71.73
IV
94.2%
B/E move
2.1%

Options history

No recorded observations