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American Water Works Company, Inc AWK

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Market datapartial · fetched 2026-10-22T04:22:33.074Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.002887852Z

FundamentalsAlpha Vantage · unavailable

Share price$134.76
1D-0.3%
AH$134.64$135.15$135.67$136.18$136.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAWK
Sold putSold callAH

American Water Works Company, Inc options

Live interpolated AWK call and put midpoint premiums by absolute delta.American Water Works Company, Inc$0.69$3.08$5.46$7.85$10.24$122.90$128.89$134.88$140.87$146.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AWK spot · $134.76AWK PRICE$0.95$1.24$1.54$1.97$2.40$2.84$3.27$3.80$4.39$4.99$5.59$6.19$9.16$1.14$1.47$1.90$2.43$2.97$3.50$4.10$4.77$5.45$6.12$6.98$8.27$9.55
PutsExpensive1.08×
CallsCheap0.87×
SkewBearish+2.74 pp
Implied moveBearish±$7.36
TiltBearish9.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ143.1722.5%6.9%127.2825.5%6.4%
25Δ141.5122.1%5.9%129.1224.8%5.3%
30Δ139.9021.9%5.0%130.6324.6%4.5%
35Δ138.7921.9%4.5%131.8624.9%4.0%
40Δ137.6822.0%4.0%133.0825.2%3.4%
45Δ136.5722.1%3.5%134.3125.5%2.9%
50Δ135.4722.2%2.9%135.5325.5%2.5%
55Δ134.3922.0%2.5%136.7425.1%2.1%
60Δ133.3421.6%2.2%137.9424.7%1.7%
65Δ132.3021.3%1.9%139.1524.4%1.3%
70Δ131.2520.9%1.5%140.4824.1%0.9%
75Δ130.2020.6%1.2%142.1124.2%0.7%
80Δ127.1126.3%1.1%143.7424.2%0.4%

20Δ

Calls
Pseudo strike
143.17
IV
22.5%
B/E move
6.9%
Puts
Pseudo strike
127.28
IV
25.5%
B/E move
6.4%

25Δ

Calls
Pseudo strike
141.51
IV
22.1%
B/E move
5.9%
Puts
Pseudo strike
129.12
IV
24.8%
B/E move
5.3%

30Δ

Calls
Pseudo strike
139.90
IV
21.9%
B/E move
5.0%
Puts
Pseudo strike
130.63
IV
24.6%
B/E move
4.5%

35Δ

Calls
Pseudo strike
138.79
IV
21.9%
B/E move
4.5%
Puts
Pseudo strike
131.86
IV
24.9%
B/E move
4.0%

40Δ

Calls
Pseudo strike
137.68
IV
22.0%
B/E move
4.0%
Puts
Pseudo strike
133.08
IV
25.2%
B/E move
3.4%

45Δ

Calls
Pseudo strike
136.57
IV
22.1%
B/E move
3.5%
Puts
Pseudo strike
134.31
IV
25.5%
B/E move
2.9%

50Δ

Calls
Pseudo strike
135.47
IV
22.2%
B/E move
2.9%
Puts
Pseudo strike
135.53
IV
25.5%
B/E move
2.5%

55Δ

Calls
Pseudo strike
134.39
IV
22.0%
B/E move
2.5%
Puts
Pseudo strike
136.74
IV
25.1%
B/E move
2.1%

60Δ

Calls
Pseudo strike
133.34
IV
21.6%
B/E move
2.2%
Puts
Pseudo strike
137.94
IV
24.7%
B/E move
1.7%

65Δ

Calls
Pseudo strike
132.30
IV
21.3%
B/E move
1.9%
Puts
Pseudo strike
139.15
IV
24.4%
B/E move
1.3%

70Δ

Calls
Pseudo strike
131.25
IV
20.9%
B/E move
1.5%
Puts
Pseudo strike
140.48
IV
24.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
130.20
IV
20.6%
B/E move
1.2%
Puts
Pseudo strike
142.11
IV
24.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
127.11
IV
26.3%
B/E move
1.1%
Puts
Pseudo strike
143.74
IV
24.2%
B/E move
0.4%

Options history

No recorded observations