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Unitil Corporation UTL

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Market datapartial · fetched 2026-10-22T16:35:20.596Z

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 · 2026-10-22T16:33:46.481627109Z

FundamentalsAlpha Vantage · unavailable

Share price$54.57
1D+2.0%
$53.43$53.78$54.14$54.49$54.855:30 AM6:30 AM9:00 AM1:00 PMUTL
Sold putSold call

Unitil Corporation options

Live interpolated UTL call and put midpoint premiums by absolute delta.Unitil Corporation$1.03$4.88$8.72$12.56$16.40$44.21$49.04$53.86$58.69$63.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UTL spot · $54.57UTL PRICE$1.45$1.45$1.45$1.55$1.65$1.75$1.87$2.75$3.63$4.52$5.40$6.28$7.17$1.49$1.57$1.77$2.01$2.25$2.49$2.82$3.64$4.45$5.26$6.07$8.97$15.30
PutsExpensive2.46×
CallsExpensive1.65×
SkewBearish+9.18 pp
Implied moveBearish±$4.69
TiltBearish17.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.3895.4%33.5%46.2779.7%17.9%
25Δ64.0370.2%20.0%49.1563.7%12.8%
30Δ59.9853.4%12.6%50.7756.4%10.2%
35Δ58.7348.0%10.5%51.8752.6%8.6%
40Δ57.4842.6%8.4%52.9748.8%7.1%
45Δ56.2337.2%6.2%54.0745.0%5.5%
50Δ54.9831.9%4.2%55.1642.0%4.1%
55Δ53.8833.1%3.8%56.2543.6%3.6%
60Δ52.7734.4%3.4%57.3345.2%3.1%
65Δ51.6735.7%3.0%58.4246.9%2.6%
70Δ50.5637.0%2.6%59.5048.5%2.1%
75Δ49.4638.3%2.1%62.5059.9%1.9%
80Δ48.3539.5%1.7%68.8083.8%2.0%

20Δ

Calls
Pseudo strike
71.38
IV
95.4%
B/E move
33.5%
Puts
Pseudo strike
46.27
IV
79.7%
B/E move
17.9%

25Δ

Calls
Pseudo strike
64.03
IV
70.2%
B/E move
20.0%
Puts
Pseudo strike
49.15
IV
63.7%
B/E move
12.8%

30Δ

Calls
Pseudo strike
59.98
IV
53.4%
B/E move
12.6%
Puts
Pseudo strike
50.77
IV
56.4%
B/E move
10.2%

35Δ

Calls
Pseudo strike
58.73
IV
48.0%
B/E move
10.5%
Puts
Pseudo strike
51.87
IV
52.6%
B/E move
8.6%

40Δ

Calls
Pseudo strike
57.48
IV
42.6%
B/E move
8.4%
Puts
Pseudo strike
52.97
IV
48.8%
B/E move
7.1%

45Δ

Calls
Pseudo strike
56.23
IV
37.2%
B/E move
6.2%
Puts
Pseudo strike
54.07
IV
45.0%
B/E move
5.5%

50Δ

Calls
Pseudo strike
54.98
IV
31.9%
B/E move
4.2%
Puts
Pseudo strike
55.16
IV
42.0%
B/E move
4.1%

55Δ

Calls
Pseudo strike
53.88
IV
33.1%
B/E move
3.8%
Puts
Pseudo strike
56.25
IV
43.6%
B/E move
3.6%

60Δ

Calls
Pseudo strike
52.77
IV
34.4%
B/E move
3.4%
Puts
Pseudo strike
57.33
IV
45.2%
B/E move
3.1%

65Δ

Calls
Pseudo strike
51.67
IV
35.7%
B/E move
3.0%
Puts
Pseudo strike
58.42
IV
46.9%
B/E move
2.6%

70Δ

Calls
Pseudo strike
50.56
IV
37.0%
B/E move
2.6%
Puts
Pseudo strike
59.50
IV
48.5%
B/E move
2.1%

75Δ

Calls
Pseudo strike
49.46
IV
38.3%
B/E move
2.1%
Puts
Pseudo strike
62.50
IV
59.9%
B/E move
1.9%

80Δ

Calls
Pseudo strike
48.35
IV
39.5%
B/E move
1.7%
Puts
Pseudo strike
68.80
IV
83.8%
B/E move
2.0%

Options history

No recorded observations