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Casella Waste Systems, Inc. Class A Common Stock CWST

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Market dataready · fetched 2026-11-06T21:55:51.192Z

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 · 2026-11-06T21:00:02.623707677Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-06T21:55:50.827432+00:00

Share price$98.21
1D+0.7%
AH$96.29$96.92$97.55$98.18$98.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCWST
Sold putSold callAH

Casella Waste Systems, Inc. Class A Common Stock options

Live interpolated CWST call and put midpoint premiums by absolute delta.Casella Waste Systems, Inc. Class A Common Stock$1.10$3.58$6.06$8.54$11.03$84.15$91.10$98.04$104.99$111.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CWST spot · $98.21CWST PRICE$1.36$1.61$1.92$2.40$2.88$3.36$4.07$4.84$5.61$6.43$7.50$8.57$9.64$1.80$2.12$2.52$2.92$3.50$4.14$4.77$5.47$6.33$7.20$8.06$9.13$10.31
PutsExpensive1.61×
CallsExpensive1.43×
SkewBearish+1.73 pp
Implied moveBearish±$8.85
TiltBearish6.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.1268.1%14.5%87.2078.9%13.0%
25Δ107.4359.9%11.0%90.5069.2%10.0%
30Δ104.7155.0%8.6%92.5364.8%8.3%
35Δ103.2454.9%7.6%94.5760.3%6.7%
40Δ101.7654.7%6.5%96.1158.8%5.7%
45Δ100.2854.6%5.5%97.5358.0%4.9%
50Δ98.8955.3%4.8%98.9457.2%4.1%
55Δ97.5156.3%4.2%100.3556.4%3.4%
60Δ96.1457.2%3.6%101.7555.5%2.8%
65Δ94.7358.0%3.0%103.1454.6%2.3%
70Δ93.1657.9%2.5%104.5453.7%1.8%
75Δ91.5857.8%2.0%106.0352.1%1.3%
80Δ90.0157.7%1.5%107.5850.2%1.0%

20Δ

Calls
Pseudo strike
111.12
IV
68.1%
B/E move
14.5%
Puts
Pseudo strike
87.20
IV
78.9%
B/E move
13.0%

25Δ

Calls
Pseudo strike
107.43
IV
59.9%
B/E move
11.0%
Puts
Pseudo strike
90.50
IV
69.2%
B/E move
10.0%

30Δ

Calls
Pseudo strike
104.71
IV
55.0%
B/E move
8.6%
Puts
Pseudo strike
92.53
IV
64.8%
B/E move
8.3%

35Δ

Calls
Pseudo strike
103.24
IV
54.9%
B/E move
7.6%
Puts
Pseudo strike
94.57
IV
60.3%
B/E move
6.7%

40Δ

Calls
Pseudo strike
101.76
IV
54.7%
B/E move
6.5%
Puts
Pseudo strike
96.11
IV
58.8%
B/E move
5.7%

45Δ

Calls
Pseudo strike
100.28
IV
54.6%
B/E move
5.5%
Puts
Pseudo strike
97.53
IV
58.0%
B/E move
4.9%

50Δ

Calls
Pseudo strike
98.89
IV
55.3%
B/E move
4.8%
Puts
Pseudo strike
98.94
IV
57.2%
B/E move
4.1%

55Δ

Calls
Pseudo strike
97.51
IV
56.3%
B/E move
4.2%
Puts
Pseudo strike
100.35
IV
56.4%
B/E move
3.4%

60Δ

Calls
Pseudo strike
96.14
IV
57.2%
B/E move
3.6%
Puts
Pseudo strike
101.75
IV
55.5%
B/E move
2.8%

65Δ

Calls
Pseudo strike
94.73
IV
58.0%
B/E move
3.0%
Puts
Pseudo strike
103.14
IV
54.6%
B/E move
2.3%

70Δ

Calls
Pseudo strike
93.16
IV
57.9%
B/E move
2.5%
Puts
Pseudo strike
104.54
IV
53.7%
B/E move
1.8%

75Δ

Calls
Pseudo strike
91.58
IV
57.8%
B/E move
2.0%
Puts
Pseudo strike
106.03
IV
52.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
90.01
IV
57.7%
B/E move
1.5%
Puts
Pseudo strike
107.58
IV
50.2%
B/E move
1.0%

Options history

IV · four-Friday blend41.78%
Daily EOD
CWST37.3%39.7%42.1%2026-10-19: 37.65%2026-10-20: 37.69%2026-10-21: 39.50%2026-10-22: 39.14%2026-10-23: 40.48%2026-10-26: 40.82%2026-10-27: 40.79%2026-10-28: 41.74%2026-10-29: 40.23%2026-10-30: 41.78%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.65%
37.69%
39.50%
39.14%
40.48%
40.82%
40.79%
41.74%
40.23%
41.78%