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Essential Utilities, Inc. WTRG

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Market datapartial · fetched 2026-10-23T15:58:25.467Z

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 · 2026-10-23T15:58:22.827229812Z

FundamentalsAlpha Vantage · unavailable

Share price$43.01
1D-0.5%
$42.81$42.98$43.15$43.33$43.505:30 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.$0.15$1.89$3.63$5.37$7.11$37.21$39.87$42.53$45.19$47.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WTRG spot · $43.01WTRG PRICE$0.34$0.49$1.04$1.60$2.16$2.71$3.27$3.83$4.38$4.94$5.50$6.05$6.61$0.43$0.60$0.78$0.95$1.12$1.29$1.46$1.63$1.80$1.98$2.15$2.77$4.73
PutsExpensive1.06×
CallsExpensive1.14×
SkewBullish-6.32 pp
Implied moveBullish±$4.73
TiltBullish32.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.7732.8%11.8%40.4526.5%7.0%
25Δ44.7920.9%5.3%40.8826.2%6.4%
30Δ44.0922.9%4.9%41.3025.9%5.8%
35Δ43.3924.9%4.6%41.7225.5%5.2%
40Δ42.6926.9%4.3%42.1525.2%4.6%
45Δ41.9928.9%3.9%42.5724.8%4.0%
50Δ41.2830.8%3.6%42.9924.5%3.4%
55Δ40.5832.8%3.3%43.4124.1%2.9%
60Δ39.8834.8%2.9%43.8423.8%2.3%
65Δ39.1836.8%2.6%44.2623.5%1.7%
70Δ38.4838.8%2.2%44.6823.1%1.1%
75Δ37.7740.8%1.9%45.5025.2%0.6%
80Δ37.0742.7%1.6%47.4934.4%0.6%

20Δ

Calls
Pseudo strike
47.77
IV
32.8%
B/E move
11.8%
Puts
Pseudo strike
40.45
IV
26.5%
B/E move
7.0%

25Δ

Calls
Pseudo strike
44.79
IV
20.9%
B/E move
5.3%
Puts
Pseudo strike
40.88
IV
26.2%
B/E move
6.4%

30Δ

Calls
Pseudo strike
44.09
IV
22.9%
B/E move
4.9%
Puts
Pseudo strike
41.30
IV
25.9%
B/E move
5.8%

35Δ

Calls
Pseudo strike
43.39
IV
24.9%
B/E move
4.6%
Puts
Pseudo strike
41.72
IV
25.5%
B/E move
5.2%

40Δ

Calls
Pseudo strike
42.69
IV
26.9%
B/E move
4.3%
Puts
Pseudo strike
42.15
IV
25.2%
B/E move
4.6%

45Δ

Calls
Pseudo strike
41.99
IV
28.9%
B/E move
3.9%
Puts
Pseudo strike
42.57
IV
24.8%
B/E move
4.0%

50Δ

Calls
Pseudo strike
41.28
IV
30.8%
B/E move
3.6%
Puts
Pseudo strike
42.99
IV
24.5%
B/E move
3.4%

55Δ

Calls
Pseudo strike
40.58
IV
32.8%
B/E move
3.3%
Puts
Pseudo strike
43.41
IV
24.1%
B/E move
2.9%

60Δ

Calls
Pseudo strike
39.88
IV
34.8%
B/E move
2.9%
Puts
Pseudo strike
43.84
IV
23.8%
B/E move
2.3%

65Δ

Calls
Pseudo strike
39.18
IV
36.8%
B/E move
2.6%
Puts
Pseudo strike
44.26
IV
23.5%
B/E move
1.7%

70Δ

Calls
Pseudo strike
38.48
IV
38.8%
B/E move
2.2%
Puts
Pseudo strike
44.68
IV
23.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
37.77
IV
40.8%
B/E move
1.9%
Puts
Pseudo strike
45.50
IV
25.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
37.07
IV
42.7%
B/E move
1.6%
Puts
Pseudo strike
47.49
IV
34.4%
B/E move
0.6%

Options history

No recorded observations