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Casella Waste Systems, Inc. Class A Common Stock CWST

INDUSTRIALS · WASTE MANAGEMENT
i

Market dataready · fetched 2026-11-07T07:25:53.834Z

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

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T07:19:25.051979+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$3.57$6.04$8.52$10.99$83.85$90.94$98.04$105.13$112.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CWST spot · $98.21CWST PRICE$1.36$1.61$1.92$2.40$2.88$3.36$4.08$4.85$5.62$6.44$7.52$8.59$9.68$1.80$2.12$2.52$2.91$3.50$4.13$4.77$5.46$6.32$7.18$8.05$9.11$10.28
PutsExpensive1.65×
CallsExpensive1.46×
SkewBearish+1.83 pp
Implied moveBearish±$8.85
TiltBearish6.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.1269.0%14.5%87.2081.9%13.0%
25Δ107.4361.4%11.0%90.4971.8%10.0%
30Δ104.7157.1%8.6%92.5267.2%8.4%
35Δ103.2357.0%7.6%94.5562.6%6.7%
40Δ101.7556.9%6.5%96.1061.0%5.7%
45Δ100.2756.7%5.5%97.5260.1%4.9%
50Δ98.8857.5%4.8%98.9359.3%4.1%
55Δ97.5058.5%4.2%100.3458.5%3.4%
60Δ96.1359.5%3.6%101.7357.5%2.9%
65Δ94.7260.3%3.0%103.1256.6%2.3%
70Δ93.1460.2%2.5%104.5155.6%1.8%
75Δ91.5660.1%2.0%106.0053.9%1.3%
80Δ89.9760.1%1.5%107.5451.9%1.0%

20Δ

Calls
Pseudo strike
111.12
IV
69.0%
B/E move
14.5%
Puts
Pseudo strike
87.20
IV
81.9%
B/E move
13.0%

25Δ

Calls
Pseudo strike
107.43
IV
61.4%
B/E move
11.0%
Puts
Pseudo strike
90.49
IV
71.8%
B/E move
10.0%

30Δ

Calls
Pseudo strike
104.71
IV
57.1%
B/E move
8.6%
Puts
Pseudo strike
92.52
IV
67.2%
B/E move
8.4%

35Δ

Calls
Pseudo strike
103.23
IV
57.0%
B/E move
7.6%
Puts
Pseudo strike
94.55
IV
62.6%
B/E move
6.7%

40Δ

Calls
Pseudo strike
101.75
IV
56.9%
B/E move
6.5%
Puts
Pseudo strike
96.10
IV
61.0%
B/E move
5.7%

45Δ

Calls
Pseudo strike
100.27
IV
56.7%
B/E move
5.5%
Puts
Pseudo strike
97.52
IV
60.1%
B/E move
4.9%

50Δ

Calls
Pseudo strike
98.88
IV
57.5%
B/E move
4.8%
Puts
Pseudo strike
98.93
IV
59.3%
B/E move
4.1%

55Δ

Calls
Pseudo strike
97.50
IV
58.5%
B/E move
4.2%
Puts
Pseudo strike
100.34
IV
58.5%
B/E move
3.4%

60Δ

Calls
Pseudo strike
96.13
IV
59.5%
B/E move
3.6%
Puts
Pseudo strike
101.73
IV
57.5%
B/E move
2.9%

65Δ

Calls
Pseudo strike
94.72
IV
60.3%
B/E move
3.0%
Puts
Pseudo strike
103.12
IV
56.6%
B/E move
2.3%

70Δ

Calls
Pseudo strike
93.14
IV
60.2%
B/E move
2.5%
Puts
Pseudo strike
104.51
IV
55.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
91.56
IV
60.1%
B/E move
2.0%
Puts
Pseudo strike
106.00
IV
53.9%
B/E move
1.3%

80Δ

Calls
Pseudo strike
89.97
IV
60.1%
B/E move
1.5%
Puts
Pseudo strike
107.54
IV
51.9%
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%