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American Water Works Company, Inc AWK

UTILITIES · UTILITIES - REGULATED WATER
i

Market dataready · fetched 2026-11-11T14:48:23.982Z

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 · 2026-11-11T14:48:21.634524465Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:48:23.408799+00:00

Share price$149.73
1D+0.7%
$148.46$148.77$149.09$149.40$149.725:30 AM6:30 AM9:00 AM1:00 PMAWK
Sold putSold call

American Water Works Company, Inc options

Live interpolated AWK call and put midpoint premiums by absolute delta.American Water Works Company, Inc$0.06$4.69$9.31$13.94$18.57$-0.15$0.18$0.50$0.82$1.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ 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/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEAWK PRICE$0.56$0.73$0.90$1.07$1.24$1.41$0.80$1.11$1.52$1.93$2.34$2.74$3.19$4.12$5.05$5.98$17.23
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ154.5021.4%3.6%144.0529.6%4.3%
25Δ153.7320.6%3.2%145.4129.4%3.6%
30Δ152.9619.9%2.8%146.3430.1%3.3%
35Δ152.2019.2%2.4%147.2730.7%2.9%
40Δ151.4318.5%2.0%148.2031.4%2.6%
45Δ150.6617.8%1.6%149.1432.0%2.2%
50Δ150.0932.7%1.9%
55Δ151.3434.4%1.7%
60Δ152.5936.1%1.5%
65Δ153.8437.7%1.3%
70Δ
75Δ
80Δ165.3869.8%1.1%

20Δ

Calls
Pseudo strike
154.50
IV
21.4%
B/E move
3.6%
Puts
Pseudo strike
144.05
IV
29.6%
B/E move
4.3%

25Δ

Calls
Pseudo strike
153.73
IV
20.6%
B/E move
3.2%
Puts
Pseudo strike
145.41
IV
29.4%
B/E move
3.6%

30Δ

Calls
Pseudo strike
152.96
IV
19.9%
B/E move
2.8%
Puts
Pseudo strike
146.34
IV
30.1%
B/E move
3.3%

35Δ

Calls
Pseudo strike
152.20
IV
19.2%
B/E move
2.4%
Puts
Pseudo strike
147.27
IV
30.7%
B/E move
2.9%

40Δ

Calls
Pseudo strike
151.43
IV
18.5%
B/E move
2.0%
Puts
Pseudo strike
148.20
IV
31.4%
B/E move
2.6%

45Δ

Calls
Pseudo strike
150.66
IV
17.8%
B/E move
1.6%
Puts
Pseudo strike
149.14
IV
32.0%
B/E move
2.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
150.09
IV
32.7%
B/E move
1.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
151.34
IV
34.4%
B/E move
1.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
152.59
IV
36.1%
B/E move
1.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
153.84
IV
37.7%
B/E move
1.3%

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
165.38
IV
69.8%
B/E move
1.1%

Options history

IV · four-Friday blend21.52%
Daily close
AWK20.5%22.6%24.6%2026-08-13: 21.70%2026-08-14: 21.22%2026-08-17: 22.74%2026-08-21: 21.02%2026-08-24: 21.23%2026-08-25: 21.47%2026-08-26: 21.24%2026-08-27: 21.22%2026-08-28: 21.01%2026-08-31: 22.25%2026-09-01: 21.81%2026-09-02: 21.39%2026-09-03: 21.29%2026-09-04: 20.93%2026-09-08: 21.79%2026-09-09: 22.19%2026-09-10: 21.90%2026-09-14: 23.58%2026-09-18: 21.35%2026-09-21: 20.81%2026-09-22: 21.81%2026-09-23: 21.59%2026-09-24: 22.20%2026-09-25: 21.54%2026-09-28: 22.29%2026-09-29: 22.52%2026-09-30: 22.07%2026-10-01: 22.63%2026-10-02: 22.13%2026-10-05: 22.51%2026-10-06: 22.67%2026-10-07: 22.11%2026-10-08: 22.67%2026-10-09: 21.97%2026-10-13: 24.35%2026-10-16: 22.37%2026-10-19: 22.29%2026-10-20: 21.88%2026-10-21: 22.08%2026-10-22: 22.24%2026-10-23: 22.32%2026-10-26: 22.36%2026-10-27: 23.42%2026-10-28: 22.89%2026-10-29: 21.60%2026-10-30: 21.52%Aug 13Sep 24Oct 30
46 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
21.70%
21.22%
22.74%
21.02%
21.23%
21.47%
21.24%
21.22%
21.01%
22.25%
21.81%
21.39%
21.29%
20.93%
21.79%
22.19%
21.90%
23.58%
21.35%
20.81%
21.81%
21.59%
22.20%
21.54%
22.29%
22.52%
22.07%
22.63%
22.13%
22.51%
22.67%
22.11%
22.67%
21.97%
24.35%
22.37%
22.29%
21.88%
22.08%
22.24%
22.32%
22.36%
23.42%
22.89%
21.60%
21.52%