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York Water Company (The) Common Stock YORW

UTILITIES · UTILITIES - REGULATED WATER
i

Market dataready · fetched 2026-11-12T03:02:16.019Z

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 · 2026-11-11T21:00:07.005444748Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:58:47.293609+00:00

Share price$31.71
1D-0.4%
AH$31.58$31.66$31.74$31.81$31.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMYORW
Sold putSold callAH

York Water Company (The) Common Stock options

Live interpolated YORW call and put midpoint premiums by absolute delta.York Water Company (The) Common Stock$0.30$1.61$2.91$4.22$5.52$29.89$31.37$32.86$34.34$35.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive YORW spot · $31.71YORW PRICE$0.67$0.87$1.07$1.27$1.47$1.67$1.87$2.07$2.27$2.46$2.85$4.00$5.15$0.44$0.66$0.88$1.11$1.33$1.55$1.77$1.99$2.21$2.43$2.65$2.87
Puts——
CallsExpensive2.39×
Skew——
Implied moveBullish±$3.41
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.7546.9%8.6%
25Δ33.3750.6%8.0%30.0755.0%6.6%
30Δ32.9954.3%7.4%30.4554.3%6.1%
35Δ32.6158.1%6.8%30.8253.5%5.6%
40Δ32.2261.8%6.3%31.1952.8%5.1%
45Δ31.8465.5%5.7%31.5752.1%4.6%
50Δ31.4669.2%5.1%31.9451.4%4.1%
55Δ31.0772.9%4.5%32.3250.7%3.7%
60Δ30.6976.6%3.9%32.6950.0%3.2%
65Δ30.3180.3%3.4%33.0749.3%2.7%
70Δ29.7586.1%2.8%33.4448.5%2.2%
75Δ28.48100.4%2.4%33.8147.8%1.7%
80Δ27.22114.8%2.1%34.1947.1%1.2%

20Δ

Calls
Pseudo strike
33.75
IV
46.9%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
33.37
IV
50.6%
B/E move
8.0%
Puts
Pseudo strike
30.07
IV
55.0%
B/E move
6.6%

30Δ

Calls
Pseudo strike
32.99
IV
54.3%
B/E move
7.4%
Puts
Pseudo strike
30.45
IV
54.3%
B/E move
6.1%

35Δ

Calls
Pseudo strike
32.61
IV
58.1%
B/E move
6.8%
Puts
Pseudo strike
30.82
IV
53.5%
B/E move
5.6%

40Δ

Calls
Pseudo strike
32.22
IV
61.8%
B/E move
6.3%
Puts
Pseudo strike
31.19
IV
52.8%
B/E move
5.1%

45Δ

Calls
Pseudo strike
31.84
IV
65.5%
B/E move
5.7%
Puts
Pseudo strike
31.57
IV
52.1%
B/E move
4.6%

50Δ

Calls
Pseudo strike
31.46
IV
69.2%
B/E move
5.1%
Puts
Pseudo strike
31.94
IV
51.4%
B/E move
4.1%

55Δ

Calls
Pseudo strike
31.07
IV
72.9%
B/E move
4.5%
Puts
Pseudo strike
32.32
IV
50.7%
B/E move
3.7%

60Δ

Calls
Pseudo strike
30.69
IV
76.6%
B/E move
3.9%
Puts
Pseudo strike
32.69
IV
50.0%
B/E move
3.2%

65Δ

Calls
Pseudo strike
30.31
IV
80.3%
B/E move
3.4%
Puts
Pseudo strike
33.07
IV
49.3%
B/E move
2.7%

70Δ

Calls
Pseudo strike
29.75
IV
86.1%
B/E move
2.8%
Puts
Pseudo strike
33.44
IV
48.5%
B/E move
2.2%

75Δ

Calls
Pseudo strike
28.48
IV
100.4%
B/E move
2.4%
Puts
Pseudo strike
33.81
IV
47.8%
B/E move
1.7%

80Δ

Calls
Pseudo strike
27.22
IV
114.8%
B/E move
2.1%
Puts
Pseudo strike
34.19
IV
47.1%
B/E move
1.2%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations