IntraAlpha
Create free account Start free

Essential Utilities, Inc. WTRG

i

Market datapartial · fetched 2026-10-22T15:53:38.555Z

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 · 2026-10-22T15:53:20.784540889Z

FundamentalsAlpha Vantage · unavailable

Share price$42.48
1D+3.1%
$41.08$41.46$41.83$42.21$42.585:30 AM6:30 AM9:00 AM1:00 PMWTRG
Sold putSold call

Essential Utilities, Inc. options

Live interpolated WTRG call and put midpoint premiums by absolute delta.Essential Utilities, Inc.$0.00$3.58$7.16$10.74$14.31$36.09$38.79$41.48$44.18$46.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WTRG spot · $42.48WTRG PRICE$0.31$0.47$0.62$0.77$0.93$1.08$1.23$1.39$1.54$1.69$1.84$2.00$2.15$0.41$0.77$1.13$1.49$1.85$2.21$2.57$2.92$3.28$3.84$5.92$7.99$13.28
PutsExpensive1.87×
CallsCheap0.58×
SkewBearish+28.32 pp
Implied moveBearish±$3.80
TiltBearish49.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.7218.1%6.0%40.1027.1%6.6%
25Δ44.4117.8%5.6%40.6529.1%6.1%
30Δ44.0917.5%5.3%41.2031.1%5.7%
35Δ43.7817.2%4.9%41.7533.1%5.2%
40Δ43.4716.8%4.5%42.3135.1%4.8%
45Δ43.1616.5%4.1%42.8637.1%4.3%
50Δ42.8416.2%3.8%43.4139.1%3.9%
55Δ42.5315.9%3.4%43.9641.1%3.4%
60Δ42.2215.6%3.0%44.5143.1%2.9%
65Δ41.9015.3%2.6%45.2546.2%2.5%
70Δ41.5915.0%2.3%47.3957.0%2.4%
75Δ41.2814.7%1.9%49.5367.9%2.2%
80Δ40.9714.4%1.5%54.8391.9%2.2%

20Δ

Calls
Pseudo strike
44.72
IV
18.1%
B/E move
6.0%
Puts
Pseudo strike
40.10
IV
27.1%
B/E move
6.6%

25Δ

Calls
Pseudo strike
44.41
IV
17.8%
B/E move
5.6%
Puts
Pseudo strike
40.65
IV
29.1%
B/E move
6.1%

30Δ

Calls
Pseudo strike
44.09
IV
17.5%
B/E move
5.3%
Puts
Pseudo strike
41.20
IV
31.1%
B/E move
5.7%

35Δ

Calls
Pseudo strike
43.78
IV
17.2%
B/E move
4.9%
Puts
Pseudo strike
41.75
IV
33.1%
B/E move
5.2%

40Δ

Calls
Pseudo strike
43.47
IV
16.8%
B/E move
4.5%
Puts
Pseudo strike
42.31
IV
35.1%
B/E move
4.8%

45Δ

Calls
Pseudo strike
43.16
IV
16.5%
B/E move
4.1%
Puts
Pseudo strike
42.86
IV
37.1%
B/E move
4.3%

50Δ

Calls
Pseudo strike
42.84
IV
16.2%
B/E move
3.8%
Puts
Pseudo strike
43.41
IV
39.1%
B/E move
3.9%

55Δ

Calls
Pseudo strike
42.53
IV
15.9%
B/E move
3.4%
Puts
Pseudo strike
43.96
IV
41.1%
B/E move
3.4%

60Δ

Calls
Pseudo strike
42.22
IV
15.6%
B/E move
3.0%
Puts
Pseudo strike
44.51
IV
43.1%
B/E move
2.9%

65Δ

Calls
Pseudo strike
41.90
IV
15.3%
B/E move
2.6%
Puts
Pseudo strike
45.25
IV
46.2%
B/E move
2.5%

70Δ

Calls
Pseudo strike
41.59
IV
15.0%
B/E move
2.3%
Puts
Pseudo strike
47.39
IV
57.0%
B/E move
2.4%

75Δ

Calls
Pseudo strike
41.28
IV
14.7%
B/E move
1.9%
Puts
Pseudo strike
49.53
IV
67.9%
B/E move
2.2%

80Δ

Calls
Pseudo strike
40.97
IV
14.4%
B/E move
1.5%
Puts
Pseudo strike
54.83
IV
91.9%
B/E move
2.2%

Options history

No recorded observations