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York Water Company (The) Common Stock YORW

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Market datapartial · fetched 2026-10-23T01:12:51.095Z

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 · 2026-10-22T20:00:07.319335944Z

FundamentalsAlpha Vantage · unavailable

Share price$31.69
1D+3.1%
AH$30.67$30.95$31.23$31.51$31.795:30 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$0.12$3.39$6.65$9.91$13.17$25.42$29.10$32.78$36.46$40.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YORW spot · $31.69YORW PRICE$1.01$1.18$1.35$1.52$1.69$1.86$2.03$2.20$2.36$2.53$2.84$3.90$4.97$0.61$0.48$0.88$1.29$1.69$2.09$2.50$2.90$3.31$3.71$4.21$7.30$12.23
PutsExpensive2.15×
CallsExpensive2.80×
SkewBullish-24.58 pp
Implied moveBearish±$4.52
TiltBearish18.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.87119.7%44.8%26.7176.4%17.7%
25Δ43.36112.3%40.5%30.0731.9%6.6%
30Δ41.85104.9%36.3%30.6234.7%6.2%
35Δ40.3497.6%32.1%31.1737.5%5.7%
40Δ38.8390.2%27.9%31.7240.3%5.2%
45Δ37.3282.8%23.6%32.2743.1%4.8%
50Δ35.8175.5%19.4%32.8245.9%4.3%
55Δ34.3068.1%15.2%33.3748.7%3.9%
60Δ32.7960.7%10.9%33.9251.5%3.4%
65Δ31.2853.4%6.7%34.4754.2%2.9%
70Δ29.8148.1%3.0%35.1157.6%2.5%
75Δ28.6154.1%2.6%38.2078.6%2.5%
80Δ27.4160.1%2.2%43.13107.3%2.5%

20Δ

Calls
Pseudo strike
44.87
IV
119.7%
B/E move
44.8%
Puts
Pseudo strike
26.71
IV
76.4%
B/E move
17.7%

25Δ

Calls
Pseudo strike
43.36
IV
112.3%
B/E move
40.5%
Puts
Pseudo strike
30.07
IV
31.9%
B/E move
6.6%

30Δ

Calls
Pseudo strike
41.85
IV
104.9%
B/E move
36.3%
Puts
Pseudo strike
30.62
IV
34.7%
B/E move
6.2%

35Δ

Calls
Pseudo strike
40.34
IV
97.6%
B/E move
32.1%
Puts
Pseudo strike
31.17
IV
37.5%
B/E move
5.7%

40Δ

Calls
Pseudo strike
38.83
IV
90.2%
B/E move
27.9%
Puts
Pseudo strike
31.72
IV
40.3%
B/E move
5.2%

45Δ

Calls
Pseudo strike
37.32
IV
82.8%
B/E move
23.6%
Puts
Pseudo strike
32.27
IV
43.1%
B/E move
4.8%

50Δ

Calls
Pseudo strike
35.81
IV
75.5%
B/E move
19.4%
Puts
Pseudo strike
32.82
IV
45.9%
B/E move
4.3%

55Δ

Calls
Pseudo strike
34.30
IV
68.1%
B/E move
15.2%
Puts
Pseudo strike
33.37
IV
48.7%
B/E move
3.9%

60Δ

Calls
Pseudo strike
32.79
IV
60.7%
B/E move
10.9%
Puts
Pseudo strike
33.92
IV
51.5%
B/E move
3.4%

65Δ

Calls
Pseudo strike
31.28
IV
53.4%
B/E move
6.7%
Puts
Pseudo strike
34.47
IV
54.2%
B/E move
2.9%

70Δ

Calls
Pseudo strike
29.81
IV
48.1%
B/E move
3.0%
Puts
Pseudo strike
35.11
IV
57.6%
B/E move
2.5%

75Δ

Calls
Pseudo strike
28.61
IV
54.1%
B/E move
2.6%
Puts
Pseudo strike
38.20
IV
78.6%
B/E move
2.5%

80Δ

Calls
Pseudo strike
27.41
IV
60.1%
B/E move
2.2%
Puts
Pseudo strike
43.13
IV
107.3%
B/E move
2.5%

Options history

No recorded observations