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Chesapeake Utilities CPK

UTILITIES · UTILITIES - REGULATED GAS
i

Market dataready · fetched 2026-11-03T21:10:42.395Z

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 · 2026-11-03T21:10:00.003253022Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T21:10:41.763207+00:00

Share price$138.05
1D-0.1%
AH$137.05$137.86$138.66$139.47$140.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCPK
Sold putSold callAH

Chesapeake Utilities options

Live interpolated CPK call and put midpoint premiums by absolute delta.Chesapeake Utilities$0.95$2.91$4.88$6.84$8.81$126.62$132.31$138.00$143.69$149.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CPK spot · $138.05CPK PRICE$1.16$1.46$1.82$2.20$2.59$2.99$3.47$3.95$4.42$4.90$5.81$7.03$8.24$1.41$1.69$2.03$2.38$2.77$3.15$3.54$3.92$4.57$5.45$6.32$7.20
Puts——
CallsExpensive1.37×
Skew——
Implied moveBalanced±$7.01
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ148.4536.3%8.4%128.7641.1%7.7%
25Δ145.9234.2%6.8%131.3436.6%6.1%
30Δ144.0833.0%5.7%133.1334.6%5.0%
35Δ142.6232.2%4.9%134.9132.7%4.0%
40Δ141.1731.5%4.1%136.0831.3%3.4%
45Δ139.7930.7%3.4%137.2129.9%2.9%
50Δ138.7029.9%3.0%138.3528.6%2.3%
55Δ137.6229.1%2.5%139.4827.2%1.8%
60Δ136.5328.3%2.1%140.6626.7%1.4%
65Δ135.4527.5%1.7%141.8726.9%1.2%
70Δ134.1127.7%1.4%143.0927.1%0.9%
75Δ132.5928.7%1.1%144.3027.4%0.7%
80Δ131.0729.7%0.9%

20Δ

Calls
Pseudo strike
148.45
IV
36.3%
B/E move
8.4%
Puts
Pseudo strike
128.76
IV
41.1%
B/E move
7.7%

25Δ

Calls
Pseudo strike
145.92
IV
34.2%
B/E move
6.8%
Puts
Pseudo strike
131.34
IV
36.6%
B/E move
6.1%

30Δ

Calls
Pseudo strike
144.08
IV
33.0%
B/E move
5.7%
Puts
Pseudo strike
133.13
IV
34.6%
B/E move
5.0%

35Δ

Calls
Pseudo strike
142.62
IV
32.2%
B/E move
4.9%
Puts
Pseudo strike
134.91
IV
32.7%
B/E move
4.0%

40Δ

Calls
Pseudo strike
141.17
IV
31.5%
B/E move
4.1%
Puts
Pseudo strike
136.08
IV
31.3%
B/E move
3.4%

45Δ

Calls
Pseudo strike
139.79
IV
30.7%
B/E move
3.4%
Puts
Pseudo strike
137.21
IV
29.9%
B/E move
2.9%

50Δ

Calls
Pseudo strike
138.70
IV
29.9%
B/E move
3.0%
Puts
Pseudo strike
138.35
IV
28.6%
B/E move
2.3%

55Δ

Calls
Pseudo strike
137.62
IV
29.1%
B/E move
2.5%
Puts
Pseudo strike
139.48
IV
27.2%
B/E move
1.8%

60Δ

Calls
Pseudo strike
136.53
IV
28.3%
B/E move
2.1%
Puts
Pseudo strike
140.66
IV
26.7%
B/E move
1.4%

65Δ

Calls
Pseudo strike
135.45
IV
27.5%
B/E move
1.7%
Puts
Pseudo strike
141.87
IV
26.9%
B/E move
1.2%

70Δ

Calls
Pseudo strike
134.11
IV
27.7%
B/E move
1.4%
Puts
Pseudo strike
143.09
IV
27.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
132.59
IV
28.7%
B/E move
1.1%
Puts
Pseudo strike
144.30
IV
27.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
131.07
IV
29.7%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend23.38%
Daily EOD
CPK22.3%22.9%23.5%2026-10-19: 22.77%2026-10-20: 22.45%2026-10-21: 22.81%2026-10-22: 22.63%2026-10-23: 22.34%2026-10-26: 23.08%2026-10-27: 22.58%2026-10-28: 22.70%2026-10-29: 22.92%2026-10-30: 23.38%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
22.77%
22.45%
22.81%
22.63%
22.34%
23.08%
22.58%
22.70%
22.92%
23.38%