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Unitil Corporation UTL

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Market dataready · fetched 2026-11-12T16:05:48.767Z

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 · 2026-11-12T16:05:30.70962702Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T16:05:48.069351+00:00

Share price$55.95
1D+0.2%
$55.55$55.74$55.92$56.11$56.295:30 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$0.26$1.71$3.15$4.59$6.03$50.35$52.75$55.14$57.53$59.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UTL spot · $55.95UTL PRICE$0.42$0.55$0.69$0.83$0.96$1.10$1.23$1.37$1.50$1.64$2.50$3.44$4.39$0.61$0.77$0.93$1.09$1.30$1.72$2.15$2.57$2.99$3.42$3.84$4.26$5.62
PutsExpensive1.70×
CallsFair0.97×
SkewBearish+20.48 pp
Implied moveBearish±$3.38
TiltBearish20.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.9732.8%6.1%51.4163.7%9.2%
25Δ58.5332.8%5.6%52.3560.3%7.8%
30Δ58.1032.7%5.1%53.2956.9%6.4%
35Δ57.6632.7%4.5%54.2353.5%5.0%
40Δ57.2232.6%4.0%55.1150.8%3.8%
45Δ56.7932.6%3.5%55.7551.5%3.4%
50Δ56.3532.5%2.9%56.3952.2%3.1%
55Δ55.9132.5%2.4%57.0252.9%2.7%
60Δ55.4832.4%1.8%57.6653.7%2.3%
65Δ55.0432.4%1.3%58.2954.4%1.9%
70Δ54.0737.9%1.1%58.9355.1%1.5%
75Δ53.0544.0%1.0%59.5755.8%1.2%
80Δ52.0350.1%0.8%61.0863.3%0.9%

20Δ

Calls
Pseudo strike
58.97
IV
32.8%
B/E move
6.1%
Puts
Pseudo strike
51.41
IV
63.7%
B/E move
9.2%

25Δ

Calls
Pseudo strike
58.53
IV
32.8%
B/E move
5.6%
Puts
Pseudo strike
52.35
IV
60.3%
B/E move
7.8%

30Δ

Calls
Pseudo strike
58.10
IV
32.7%
B/E move
5.1%
Puts
Pseudo strike
53.29
IV
56.9%
B/E move
6.4%

35Δ

Calls
Pseudo strike
57.66
IV
32.7%
B/E move
4.5%
Puts
Pseudo strike
54.23
IV
53.5%
B/E move
5.0%

40Δ

Calls
Pseudo strike
57.22
IV
32.6%
B/E move
4.0%
Puts
Pseudo strike
55.11
IV
50.8%
B/E move
3.8%

45Δ

Calls
Pseudo strike
56.79
IV
32.6%
B/E move
3.5%
Puts
Pseudo strike
55.75
IV
51.5%
B/E move
3.4%

50Δ

Calls
Pseudo strike
56.35
IV
32.5%
B/E move
2.9%
Puts
Pseudo strike
56.39
IV
52.2%
B/E move
3.1%

55Δ

Calls
Pseudo strike
55.91
IV
32.5%
B/E move
2.4%
Puts
Pseudo strike
57.02
IV
52.9%
B/E move
2.7%

60Δ

Calls
Pseudo strike
55.48
IV
32.4%
B/E move
1.8%
Puts
Pseudo strike
57.66
IV
53.7%
B/E move
2.3%

65Δ

Calls
Pseudo strike
55.04
IV
32.4%
B/E move
1.3%
Puts
Pseudo strike
58.29
IV
54.4%
B/E move
1.9%

70Δ

Calls
Pseudo strike
54.07
IV
37.9%
B/E move
1.1%
Puts
Pseudo strike
58.93
IV
55.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
53.05
IV
44.0%
B/E move
1.0%
Puts
Pseudo strike
59.57
IV
55.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
52.03
IV
50.1%
B/E move
0.8%
Puts
Pseudo strike
61.08
IV
63.3%
B/E move
0.9%

Options history

IV · four-Friday blend27.30%
Daily EOD
UTL24.5%28.1%31.8%2026-10-19: 24.99%2026-10-21: 27.49%2026-10-22: 27.02%2026-10-23: 28.29%2026-10-26: 26.64%2026-10-27: 26.59%2026-10-28: 31.29%2026-10-29: 27.15%2026-10-30: 27.30%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
24.99%
27.49%
27.02%
28.29%
26.64%
26.59%
31.29%
27.15%
27.30%