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Essential Utilities, Inc. WTRG

UTILITIES · UTILITIES - REGULATED WATER
i

Market dataready · fetched 2026-11-14T01:13:22.528Z

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 · 2026-11-14T00:00:00.001721755Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-14T01:13:22.170933+00:00

Share price$45.23
1D+1.2%
AH$44.65$44.85$45.06$45.26$45.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWTRG
Sold putSold callAH

Essential Utilities, Inc. options

Live interpolated WTRG call and put midpoint premiums by absolute delta.Essential Utilities, Inc.$0.00$2.51$5.02$7.53$10.04$41.67$43.64$45.61$47.58$49.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WTRG spot · $45.23WTRG PRICE$0.40$0.43$0.47$0.51$0.54$0.58$0.61$0.65$1.31$3.31$5.31$7.31$9.31$0.16$0.19$0.23$0.27$0.37$1.35$2.33$3.31$4.29$5.27$6.25$7.23$8.21
PutsExpensive1.22×
CallsExpensive1.67×
SkewBullish-12.25 pp
Implied moveBearish±$2.95
TiltBearish12.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.6067.5%10.5%42.3732.2%6.7%
25Δ49.0061.5%9.3%43.0428.3%5.3%
30Δ48.4055.5%8.1%43.7124.4%3.9%
35Δ47.8049.5%6.8%44.3820.4%2.5%
40Δ47.2043.5%5.6%45.0717.5%1.2%
45Δ46.6137.5%4.3%46.0826.5%1.1%
50Δ46.0131.5%3.1%47.0835.5%1.1%
55Δ45.4125.5%1.8%48.0944.5%1.0%
60Δ44.3528.8%1.0%49.0953.6%0.9%
65Δ42.3351.9%0.9%50.1062.6%0.9%
70Δ40.3174.9%0.9%51.1171.6%0.8%
75Δ38.2998.0%0.8%52.1180.7%0.8%
80Δ36.26121.1%0.8%53.1289.7%0.7%

20Δ

Calls
Pseudo strike
49.60
IV
67.5%
B/E move
10.5%
Puts
Pseudo strike
42.37
IV
32.2%
B/E move
6.7%

25Δ

Calls
Pseudo strike
49.00
IV
61.5%
B/E move
9.3%
Puts
Pseudo strike
43.04
IV
28.3%
B/E move
5.3%

30Δ

Calls
Pseudo strike
48.40
IV
55.5%
B/E move
8.1%
Puts
Pseudo strike
43.71
IV
24.4%
B/E move
3.9%

35Δ

Calls
Pseudo strike
47.80
IV
49.5%
B/E move
6.8%
Puts
Pseudo strike
44.38
IV
20.4%
B/E move
2.5%

40Δ

Calls
Pseudo strike
47.20
IV
43.5%
B/E move
5.6%
Puts
Pseudo strike
45.07
IV
17.5%
B/E move
1.2%

45Δ

Calls
Pseudo strike
46.61
IV
37.5%
B/E move
4.3%
Puts
Pseudo strike
46.08
IV
26.5%
B/E move
1.1%

50Δ

Calls
Pseudo strike
46.01
IV
31.5%
B/E move
3.1%
Puts
Pseudo strike
47.08
IV
35.5%
B/E move
1.1%

55Δ

Calls
Pseudo strike
45.41
IV
25.5%
B/E move
1.8%
Puts
Pseudo strike
48.09
IV
44.5%
B/E move
1.0%

60Δ

Calls
Pseudo strike
44.35
IV
28.8%
B/E move
1.0%
Puts
Pseudo strike
49.09
IV
53.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
42.33
IV
51.9%
B/E move
0.9%
Puts
Pseudo strike
50.10
IV
62.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
40.31
IV
74.9%
B/E move
0.9%
Puts
Pseudo strike
51.11
IV
71.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
38.29
IV
98.0%
B/E move
0.8%
Puts
Pseudo strike
52.11
IV
80.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
36.26
IV
121.1%
B/E move
0.8%
Puts
Pseudo strike
53.12
IV
89.7%
B/E move
0.7%

Options history

IV · four-Friday blend26.99%
Daily EOD
WTRG25.2%26.2%27.1%2026-10-19: 25.33%2026-10-20: 26.99%Oct 19Oct 20
2 observations2026-10-19 — 2026-10-20
Table
DateIV (%)
25.33%
26.99%