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California Water Service CWT

UTILITIES · UTILITIES - REGULATED WATER
i

Market dataready · fetched 2026-11-08T20:16:39.577Z

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 · 2026-11-07T00:00:00.003559212Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-08T20:13:53.304028+00:00

Share price$51.04
1D+1.2%
AH$49.72$50.08$50.44$50.79$51.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCWT
Sold putSold callAH

California Water Service options

Live interpolated CWT call and put midpoint premiums by absolute delta.California Water Service$1.56$3.14$4.71$6.29$7.86$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICECWT PRICE$2.45$1.73$2.27$2.45$2.45$2.45$2.73$3.10$3.46$3.83$4.20$4.56$5.55$7.41
PutsExpensive3.71×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.37126.0%18.4%
25Δ44.60138.0%17.1%
30Δ62.45161.8%27.2%46.15127.9%14.4%
35Δ47.88107.1%11.0%
40Δ49.6086.3%7.6%
45Δ50.6078.9%6.2%
50Δ51.3975.7%5.4%
55Δ52.1872.5%4.6%
60Δ52.9769.2%3.7%
65Δ53.7566.0%2.9%
70Δ54.5462.8%2.1%
75Δ55.8463.9%1.5%
80Δ57.8571.1%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.37
IV
126.0%
B/E move
18.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.60
IV
138.0%
B/E move
17.1%

30Δ

Calls
Pseudo strike
62.45
IV
161.8%
B/E move
27.2%
Puts
Pseudo strike
46.15
IV
127.9%
B/E move
14.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.88
IV
107.1%
B/E move
11.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.60
IV
86.3%
B/E move
7.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.60
IV
78.9%
B/E move
6.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.39
IV
75.7%
B/E move
5.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.18
IV
72.5%
B/E move
4.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.97
IV
69.2%
B/E move
3.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.75
IV
66.0%
B/E move
2.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.54
IV
62.8%
B/E move
2.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.84
IV
63.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.85
IV
71.1%
B/E move
1.2%

Options history

IV · four-Friday blend38.76%
Daily EOD
CWT33.2%36.2%39.2%2026-10-19: 33.58%2026-10-20: 34.55%2026-10-21: 34.63%2026-10-23: 33.94%2026-10-26: 33.88%2026-10-27: 36.18%2026-10-28: 38.76%Oct 19Oct 23Oct 28
7 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
33.58%
34.55%
34.63%
33.94%
33.88%
36.18%
38.76%