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Unitil Corporation UTL

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Market datapartial · fetched 2026-10-22T17:34:09.808Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T17:24:36.81258836Z

FundamentalsAlpha Vantage · unavailable

Share price$54.79
1D+2.4%
$53.42$53.80$54.18$54.55$54.935:30 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$0.00$5.03$10.05$15.08$20.11$44.32$49.00$53.68$58.36$63.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UTL spot · $54.79UTL PRICE$0.53$0.73$0.93$1.13$1.33$1.54$1.74$1.34$1.61$1.87$2.14$2.40$3.08$4.01$4.94$5.86$7.93$12.08$18.66
PutsExpensive1.49×
CallsCheap0.71×
SkewBearish+18.94 pp
Implied moveBearish±$4.82
TiltBearish78.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.5621.3%9.7%
25Δ58.8721.2%8.8%50.2838.5%10.7%
30Δ58.1721.1%7.9%51.3636.5%9.2%
35Δ57.4721.0%7.0%52.4434.5%7.7%
40Δ56.7820.9%6.1%53.5232.5%6.2%
45Δ56.0820.8%5.2%54.6030.5%4.7%
50Δ55.3920.7%4.3%55.7431.1%3.9%
55Δ56.9133.3%3.4%
60Δ58.0835.5%3.0%
65Δ59.2637.6%2.5%
70Δ61.4843.6%2.3%
75Δ65.6655.9%2.2%
80Δ72.4170.0%1.9%

20Δ

Calls
Pseudo strike
59.56
IV
21.3%
B/E move
9.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
58.87
IV
21.2%
B/E move
8.8%
Puts
Pseudo strike
50.28
IV
38.5%
B/E move
10.7%

30Δ

Calls
Pseudo strike
58.17
IV
21.1%
B/E move
7.9%
Puts
Pseudo strike
51.36
IV
36.5%
B/E move
9.2%

35Δ

Calls
Pseudo strike
57.47
IV
21.0%
B/E move
7.0%
Puts
Pseudo strike
52.44
IV
34.5%
B/E move
7.7%

40Δ

Calls
Pseudo strike
56.78
IV
20.9%
B/E move
6.1%
Puts
Pseudo strike
53.52
IV
32.5%
B/E move
6.2%

45Δ

Calls
Pseudo strike
56.08
IV
20.8%
B/E move
5.2%
Puts
Pseudo strike
54.60
IV
30.5%
B/E move
4.7%

50Δ

Calls
Pseudo strike
55.39
IV
20.7%
B/E move
4.3%
Puts
Pseudo strike
55.74
IV
31.1%
B/E move
3.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.91
IV
33.3%
B/E move
3.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.08
IV
35.5%
B/E move
3.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.26
IV
37.6%
B/E move
2.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.48
IV
43.6%
B/E move
2.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.66
IV
55.9%
B/E move
2.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.41
IV
70.0%
B/E move
1.9%

Options history

No recorded observations