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American Water Works Company, Inc AWK

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Market datapartial · fetched 2026-10-23T06:57:25.762Z

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 · 2026-10-22T23:00:00.00302752Z

FundamentalsAlpha Vantage · unavailable

Share price$143.23
1D+5.2%
AH$135$137$140$142$1445:30 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$0.36$4.89$9.43$13.96$18.49$123.12$131.62$140.11$148.61$157.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AWK spot · $143.23AWK PRICE$0.85$1.15$1.50$1.84$2.18$2.55$3.04$3.54$4.03$4.52$5.02$6.61$8.29$1.24$1.72$2.20$2.67$3.43$4.19$4.96$5.93$7.18$8.44$10.44$12.96$17.19
PutsExpensive1.36×
CallsCheap0.72×
SkewBearish+11.46 pp
Implied moveBearish±$8.00
TiltBearish29.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ150.7719.6%5.9%135.3026.8%6.4%
25Δ149.2719.3%5.0%136.8427.0%5.7%
30Δ148.1619.4%4.5%138.3827.2%4.9%
35Δ147.0519.4%4.0%139.9227.4%4.2%
40Δ145.9419.4%3.4%141.3428.0%3.7%
45Δ144.8519.4%2.9%142.7628.6%3.3%
50Δ143.9019.2%2.6%144.1829.2%2.8%
55Δ142.9419.0%2.3%145.7530.0%2.4%
60Δ141.9818.8%1.9%147.5130.9%2.0%
65Δ141.0218.6%1.6%149.2831.7%1.7%
70Δ140.0718.3%1.3%151.7133.7%1.4%
75Δ138.1318.8%1.1%154.6136.4%1.1%
80Δ136.1219.4%0.8%159.1841.0%0.9%

20Δ

Calls
Pseudo strike
150.77
IV
19.6%
B/E move
5.9%
Puts
Pseudo strike
135.30
IV
26.8%
B/E move
6.4%

25Δ

Calls
Pseudo strike
149.27
IV
19.3%
B/E move
5.0%
Puts
Pseudo strike
136.84
IV
27.0%
B/E move
5.7%

30Δ

Calls
Pseudo strike
148.16
IV
19.4%
B/E move
4.5%
Puts
Pseudo strike
138.38
IV
27.2%
B/E move
4.9%

35Δ

Calls
Pseudo strike
147.05
IV
19.4%
B/E move
4.0%
Puts
Pseudo strike
139.92
IV
27.4%
B/E move
4.2%

40Δ

Calls
Pseudo strike
145.94
IV
19.4%
B/E move
3.4%
Puts
Pseudo strike
141.34
IV
28.0%
B/E move
3.7%

45Δ

Calls
Pseudo strike
144.85
IV
19.4%
B/E move
2.9%
Puts
Pseudo strike
142.76
IV
28.6%
B/E move
3.3%

50Δ

Calls
Pseudo strike
143.90
IV
19.2%
B/E move
2.6%
Puts
Pseudo strike
144.18
IV
29.2%
B/E move
2.8%

55Δ

Calls
Pseudo strike
142.94
IV
19.0%
B/E move
2.3%
Puts
Pseudo strike
145.75
IV
30.0%
B/E move
2.4%

60Δ

Calls
Pseudo strike
141.98
IV
18.8%
B/E move
1.9%
Puts
Pseudo strike
147.51
IV
30.9%
B/E move
2.0%

65Δ

Calls
Pseudo strike
141.02
IV
18.6%
B/E move
1.6%
Puts
Pseudo strike
149.28
IV
31.7%
B/E move
1.7%

70Δ

Calls
Pseudo strike
140.07
IV
18.3%
B/E move
1.3%
Puts
Pseudo strike
151.71
IV
33.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
138.13
IV
18.8%
B/E move
1.1%
Puts
Pseudo strike
154.61
IV
36.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
136.12
IV
19.4%
B/E move
0.8%
Puts
Pseudo strike
159.18
IV
41.0%
B/E move
0.9%

Options history

AWK22.0222.0622.102026-10-20: 22.04%2026-10-21: 22.08%Oct 20Oct 21
Table
DateIV
22.04%
22.08%