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Zurn Elkay Water Solutions Corporation ZWS

INDUSTRIALS · POLLUTION & TREATMENT CONTROLS
i

Market dataready · fetched 2026-11-12T02:07:08.486Z

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 · 2026-11-12T00:00:00.003423918Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:07:08.097160+00:00

Share price$45.44
1D-0.3%
AH$45.07$45.20$45.34$45.48$45.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZWS
Sold putSold callAH

Zurn Elkay Water Solutions Corporation options

Live interpolated ZWS call and put midpoint premiums by absolute delta.Zurn Elkay Water Solutions Corporation$0.20$1.90$3.59$5.29$6.98$41.44$43.60$45.76$47.92$50.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZWS spot · $45.44ZWS PRICE$0.39$0.50$0.62$0.76$0.91$1.05$1.20$1.34$1.92$3.06$4.21$5.35$6.50$0.43$0.61$0.79$0.98$1.16$1.31$1.41$1.50$1.60$1.70$1.80$1.89$1.99
PutsExpensive1.53×
CallsExpensive1.35×
SkewBullish-9.19 pp
Implied moveBearish±$2.60
TiltBullish23.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.5244.4%7.6%42.6651.1%7.1%
25Δ47.9746.3%6.7%43.1651.5%6.4%
30Δ47.4447.8%5.8%43.6752.0%5.7%
35Δ47.0046.6%5.1%44.1752.4%4.9%
40Δ46.5645.4%4.5%44.6752.9%4.2%
45Δ46.1344.2%3.8%45.1052.0%3.6%
50Δ45.6943.1%3.2%45.3948.7%3.2%
55Δ45.2541.9%2.5%45.6745.4%2.8%
60Δ44.4746.1%2.1%45.9642.0%2.4%
65Δ43.2557.3%1.9%46.2438.7%2.0%
70Δ42.0368.5%1.8%46.5335.4%1.6%
75Δ40.8179.8%1.6%46.8232.1%1.1%
80Δ39.5991.0%1.4%47.1028.8%0.7%

20Δ

Calls
Pseudo strike
48.52
IV
44.4%
B/E move
7.6%
Puts
Pseudo strike
42.66
IV
51.1%
B/E move
7.1%

25Δ

Calls
Pseudo strike
47.97
IV
46.3%
B/E move
6.7%
Puts
Pseudo strike
43.16
IV
51.5%
B/E move
6.4%

30Δ

Calls
Pseudo strike
47.44
IV
47.8%
B/E move
5.8%
Puts
Pseudo strike
43.67
IV
52.0%
B/E move
5.7%

35Δ

Calls
Pseudo strike
47.00
IV
46.6%
B/E move
5.1%
Puts
Pseudo strike
44.17
IV
52.4%
B/E move
4.9%

40Δ

Calls
Pseudo strike
46.56
IV
45.4%
B/E move
4.5%
Puts
Pseudo strike
44.67
IV
52.9%
B/E move
4.2%

45Δ

Calls
Pseudo strike
46.13
IV
44.2%
B/E move
3.8%
Puts
Pseudo strike
45.10
IV
52.0%
B/E move
3.6%

50Δ

Calls
Pseudo strike
45.69
IV
43.1%
B/E move
3.2%
Puts
Pseudo strike
45.39
IV
48.7%
B/E move
3.2%

55Δ

Calls
Pseudo strike
45.25
IV
41.9%
B/E move
2.5%
Puts
Pseudo strike
45.67
IV
45.4%
B/E move
2.8%

60Δ

Calls
Pseudo strike
44.47
IV
46.1%
B/E move
2.1%
Puts
Pseudo strike
45.96
IV
42.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
43.25
IV
57.3%
B/E move
1.9%
Puts
Pseudo strike
46.24
IV
38.7%
B/E move
2.0%

70Δ

Calls
Pseudo strike
42.03
IV
68.5%
B/E move
1.8%
Puts
Pseudo strike
46.53
IV
35.4%
B/E move
1.6%

75Δ

Calls
Pseudo strike
40.81
IV
79.8%
B/E move
1.6%
Puts
Pseudo strike
46.82
IV
32.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
39.59
IV
91.0%
B/E move
1.4%
Puts
Pseudo strike
47.10
IV
28.8%
B/E move
0.7%

Options history

IV · four-Friday blend31.34%
Daily EOD
ZWS29.1%34.0%38.8%2026-10-19: 32.95%2026-10-20: 32.55%2026-10-21: 33.24%2026-10-22: 33.14%2026-10-23: 32.66%2026-10-26: 33.93%2026-10-27: 38.13%2026-10-28: 33.26%2026-10-29: 29.80%2026-10-30: 31.34%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
32.95%
32.55%
33.24%
33.14%
32.66%
33.93%
38.13%
33.26%
29.80%
31.34%