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Essential Utilities, Inc. WTRG

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Market datapartial · fetched 2026-10-22T23:35:51.687Z

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 · 2026-10-22T23:00:00.002410571Z

FundamentalsAlpha Vantage · unavailable

Share price$43.30
1D+4.4%
AH$41.02$41.63$42.24$42.85$43.465:30 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.$0.02$2.88$5.75$8.61$11.47$37.23$39.85$42.47$45.09$47.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WTRG spot · $43.30WTRG PRICE$0.80$0.33$0.56$0.79$1.02$1.25$1.48$1.71$1.94$2.17$2.40$2.63$2.86$0.59$0.87$1.15$1.43$1.71$2.00$2.28$2.56$2.84$4.03$5.27$6.52$10.65
PutsExpensive1.72×
CallsCheap0.83×
SkewBearish+17.97 pp
Implied moveBearish±$3.76
TiltBearish35.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.6674.5%28.1%40.6629.5%7.5%
25Δ44.9517.5%4.6%41.2030.8%6.9%
30Δ44.5817.7%4.3%41.7432.1%6.3%
35Δ44.2118.0%3.9%42.2833.4%5.7%
40Δ43.8418.3%3.6%42.8234.6%5.1%
45Δ43.4718.5%3.3%43.3635.9%4.5%
50Δ43.0918.8%2.9%43.9037.2%3.9%
55Δ42.7219.0%2.6%44.4438.5%3.3%
60Δ42.3519.3%2.3%44.9839.8%2.7%
65Δ41.9819.5%2.0%46.3244.5%2.4%
70Δ41.6119.8%1.6%47.6949.4%2.0%
75Δ41.2320.0%1.3%49.0754.4%1.7%
80Δ40.8620.3%1.0%53.2074.7%1.7%

20Δ

Calls
Pseudo strike
54.66
IV
74.5%
B/E move
28.1%
Puts
Pseudo strike
40.66
IV
29.5%
B/E move
7.5%

25Δ

Calls
Pseudo strike
44.95
IV
17.5%
B/E move
4.6%
Puts
Pseudo strike
41.20
IV
30.8%
B/E move
6.9%

30Δ

Calls
Pseudo strike
44.58
IV
17.7%
B/E move
4.3%
Puts
Pseudo strike
41.74
IV
32.1%
B/E move
6.3%

35Δ

Calls
Pseudo strike
44.21
IV
18.0%
B/E move
3.9%
Puts
Pseudo strike
42.28
IV
33.4%
B/E move
5.7%

40Δ

Calls
Pseudo strike
43.84
IV
18.3%
B/E move
3.6%
Puts
Pseudo strike
42.82
IV
34.6%
B/E move
5.1%

45Δ

Calls
Pseudo strike
43.47
IV
18.5%
B/E move
3.3%
Puts
Pseudo strike
43.36
IV
35.9%
B/E move
4.5%

50Δ

Calls
Pseudo strike
43.09
IV
18.8%
B/E move
2.9%
Puts
Pseudo strike
43.90
IV
37.2%
B/E move
3.9%

55Δ

Calls
Pseudo strike
42.72
IV
19.0%
B/E move
2.6%
Puts
Pseudo strike
44.44
IV
38.5%
B/E move
3.3%

60Δ

Calls
Pseudo strike
42.35
IV
19.3%
B/E move
2.3%
Puts
Pseudo strike
44.98
IV
39.8%
B/E move
2.7%

65Δ

Calls
Pseudo strike
41.98
IV
19.5%
B/E move
2.0%
Puts
Pseudo strike
46.32
IV
44.5%
B/E move
2.4%

70Δ

Calls
Pseudo strike
41.61
IV
19.8%
B/E move
1.6%
Puts
Pseudo strike
47.69
IV
49.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
41.23
IV
20.0%
B/E move
1.3%
Puts
Pseudo strike
49.07
IV
54.4%
B/E move
1.7%

80Δ

Calls
Pseudo strike
40.86
IV
20.3%
B/E move
1.0%
Puts
Pseudo strike
53.20
IV
74.7%
B/E move
1.7%

Options history

No recorded observations