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Zurn Elkay Water Solutions Corporation ZWS

INDUSTRIALS · POLLUTION & TREATMENT CONTROLS
i

Market dataready · fetched 2026-10-22T23:45:12.445Z

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 · 2026-10-22T23:00:00.001466318Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:45:12.006378+00:00

Share price$48.66
1D+1.1%
AH$47.28$47.76$48.25$48.73$49.215:30 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$0.91$2.41$3.90$5.39$6.88$41.53$45.16$48.79$52.42$56.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZWS spot · $48.66ZWS PRICE$1.07$1.14$1.28$1.48$1.71$1.95$2.02$2.10$2.17$2.25$2.92$3.60$4.27$1.18$1.11$1.31$1.55$1.77$1.94$2.12$2.29$2.57$3.18$3.78$4.40$6.45
PutsExpensive1.64×
CallsExpensive1.56×
SkewBullish-1.97 pp
Implied moveBearish±$4.14
TiltBearish9.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.1677.8%25.8%42.1070.7%15.9%
25Δ55.6660.8%16.7%44.7850.8%10.3%
30Δ53.5253.4%12.6%45.8647.0%8.5%
35Δ52.0549.2%10.0%46.7944.7%7.0%
40Δ51.0347.2%8.4%47.6542.3%5.7%
45Δ50.0045.1%6.8%48.2839.6%4.8%
50Δ49.3840.8%5.6%48.9036.8%3.9%
55Δ48.7536.5%4.5%49.5334.1%2.9%
60Δ48.1332.2%3.4%50.1932.3%2.1%
65Δ47.5027.9%2.2%50.9633.4%1.8%
70Δ46.7030.4%2.0%51.7434.6%1.4%
75Δ45.8932.8%1.7%52.5335.8%1.1%
80Δ45.0935.2%1.4%54.7041.8%0.9%

20Δ

Calls
Pseudo strike
60.16
IV
77.8%
B/E move
25.8%
Puts
Pseudo strike
42.10
IV
70.7%
B/E move
15.9%

25Δ

Calls
Pseudo strike
55.66
IV
60.8%
B/E move
16.7%
Puts
Pseudo strike
44.78
IV
50.8%
B/E move
10.3%

30Δ

Calls
Pseudo strike
53.52
IV
53.4%
B/E move
12.6%
Puts
Pseudo strike
45.86
IV
47.0%
B/E move
8.5%

35Δ

Calls
Pseudo strike
52.05
IV
49.2%
B/E move
10.0%
Puts
Pseudo strike
46.79
IV
44.7%
B/E move
7.0%

40Δ

Calls
Pseudo strike
51.03
IV
47.2%
B/E move
8.4%
Puts
Pseudo strike
47.65
IV
42.3%
B/E move
5.7%

45Δ

Calls
Pseudo strike
50.00
IV
45.1%
B/E move
6.8%
Puts
Pseudo strike
48.28
IV
39.6%
B/E move
4.8%

50Δ

Calls
Pseudo strike
49.38
IV
40.8%
B/E move
5.6%
Puts
Pseudo strike
48.90
IV
36.8%
B/E move
3.9%

55Δ

Calls
Pseudo strike
48.75
IV
36.5%
B/E move
4.5%
Puts
Pseudo strike
49.53
IV
34.1%
B/E move
2.9%

60Δ

Calls
Pseudo strike
48.13
IV
32.2%
B/E move
3.4%
Puts
Pseudo strike
50.19
IV
32.3%
B/E move
2.1%

65Δ

Calls
Pseudo strike
47.50
IV
27.9%
B/E move
2.2%
Puts
Pseudo strike
50.96
IV
33.4%
B/E move
1.8%

70Δ

Calls
Pseudo strike
46.70
IV
30.4%
B/E move
2.0%
Puts
Pseudo strike
51.74
IV
34.6%
B/E move
1.4%

75Δ

Calls
Pseudo strike
45.89
IV
32.8%
B/E move
1.7%
Puts
Pseudo strike
52.53
IV
35.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
45.09
IV
35.2%
B/E move
1.4%
Puts
Pseudo strike
54.70
IV
41.8%
B/E move
0.9%

Options history

No recorded observations