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H2O America Common Stock HTO

i

Market datapartial · fetched 2026-11-03T23:16:48.919Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T21:00:02.714112178Z

FundamentalsAlpha Vantage · unavailable

Share price$60.64
1D+0.2%
AH$60.34$60.63$60.92$61.21$61.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHTO
Sold putSold callAH

H2O America Common Stock options

Live interpolated HTO call and put midpoint premiums by absolute delta.H2O America Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEHTO PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend27.98%
Daily close
HTO24.5%42.0%59.5%2026-08-05: 34.03%2026-08-06: 36.24%2026-08-11: 41.06%2026-08-12: 38.89%2026-08-13: 35.09%2026-08-17: 43.32%2026-08-18: 39.31%2026-08-19: 57.09%2026-08-21: 27.79%2026-08-24: 28.16%2026-08-25: 29.40%2026-08-26: 28.91%2026-08-27: 29.05%2026-08-28: 31.10%2026-08-31: 31.77%2026-09-01: 31.38%2026-09-02: 31.42%2026-09-03: 29.43%2026-09-04: 28.88%2026-09-08: 33.04%2026-09-09: 31.95%2026-09-10: 35.84%2026-09-18: 30.52%2026-09-21: 27.87%2026-09-22: 28.92%2026-09-23: 27.54%2026-09-29: 30.43%2026-09-30: 27.47%2026-10-01: 27.28%2026-10-06: 33.00%2026-10-16: 27.48%2026-10-19: 28.30%2026-10-20: 29.26%2026-10-21: 29.35%2026-10-22: 29.72%2026-10-23: 30.52%2026-10-26: 29.32%2026-10-28: 28.36%2026-10-29: 26.95%2026-10-30: 27.98%Aug 5Sep 8Oct 30
40 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
34.03%
36.24%
41.06%
38.89%
35.09%
43.32%
39.31%
57.09%
27.79%
28.16%
29.40%
28.91%
29.05%
31.10%
31.77%
31.38%
31.42%
29.43%
28.88%
33.04%
31.95%
35.84%
30.52%
27.87%
28.92%
27.54%
30.43%
27.47%
27.28%
33.00%
27.48%
28.30%
29.26%
29.35%
29.72%
30.52%
29.32%
28.36%
26.95%
27.98%