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American States Water Company AWR

i

Market dataready · fetched 2026-11-12T14:59:02.506Z

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 · 2026-11-12T14:56:44.455812181Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T14:59:01.933699+00:00

Share price$89.69
1D-1.1%
$89.61$89.89$90.17$90.45$90.735:30 AM6:30 AM9:00 AM1:00 PMAWR
Sold putSold call

American States Water Company options

Live interpolated AWR call and put midpoint premiums by absolute delta.American States Water Company$0.24$6.57$12.91$19.24$25.58$84.98$87.37$89.77$92.16$94.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ 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 —OPTION PRICELive AWR spot · $89.69AWR PRICE$1.74$2.65$3.55$4.46$5.37$6.28$7.19$0.92$1.01$1.09$1.17$1.26$1.34$3.60$7.63$11.66$15.69$19.72$23.75
Puts——
Calls——
Skew——
Implied moveBullish±$3.07
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ85.5047.0%5.7%
30Δ86.3242.7%4.9%
35Δ87.1538.4%4.0%
40Δ87.9834.1%3.2%
45Δ88.8029.9%2.4%
50Δ89.6930.5%1.9%89.6325.6%1.6%
55Δ88.6132.5%1.7%92.2830.5%1.1%
60Δ87.5334.5%1.6%96.4142.9%1.0%
65Δ86.4536.6%1.4%100.5355.3%0.9%
70Δ85.3838.6%1.2%104.6667.8%0.8%
75Δ84.3040.6%1.0%108.7980.2%0.7%
80Δ83.2242.6%0.8%112.9292.6%0.6%

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
85.50
IV
47.0%
B/E move
5.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
86.32
IV
42.7%
B/E move
4.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
87.15
IV
38.4%
B/E move
4.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
87.98
IV
34.1%
B/E move
3.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
88.80
IV
29.9%
B/E move
2.4%

50Δ

Calls
Pseudo strike
89.69
IV
30.5%
B/E move
1.9%
Puts
Pseudo strike
89.63
IV
25.6%
B/E move
1.6%

55Δ

Calls
Pseudo strike
88.61
IV
32.5%
B/E move
1.7%
Puts
Pseudo strike
92.28
IV
30.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
87.53
IV
34.5%
B/E move
1.6%
Puts
Pseudo strike
96.41
IV
42.9%
B/E move
1.0%

65Δ

Calls
Pseudo strike
86.45
IV
36.6%
B/E move
1.4%
Puts
Pseudo strike
100.53
IV
55.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
85.38
IV
38.6%
B/E move
1.2%
Puts
Pseudo strike
104.66
IV
67.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
84.30
IV
40.6%
B/E move
1.0%
Puts
Pseudo strike
108.79
IV
80.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
83.22
IV
42.6%
B/E move
0.8%
Puts
Pseudo strike
112.92
IV
92.6%
B/E move
0.6%

Options history

IV · four-Friday blend24.46%
Daily close
AWR19.1%25.9%32.7%2026-08-20: 31.78%2026-08-21: 20.23%2026-08-24: 22.15%2026-08-25: 21.17%2026-08-26: 20.07%2026-08-27: 20.91%2026-08-28: 20.56%2026-09-01: 21.39%2026-09-03: 21.12%2026-09-18: 22.68%2026-09-21: 22.65%2026-09-22: 23.02%2026-09-23: 22.43%2026-09-24: 22.46%2026-09-25: 22.84%2026-10-16: 22.36%2026-10-19: 22.34%2026-10-20: 22.89%2026-10-21: 22.98%2026-10-22: 24.62%2026-10-23: 23.08%2026-10-26: 23.40%2026-10-27: 24.10%2026-10-28: 23.93%2026-10-29: 23.40%2026-10-30: 24.46%Aug 20Sep 23Oct 30
26 observations2026-08-20 — 2026-10-30
Table
DateIV (%)
31.78%
20.23%
22.15%
21.17%
20.07%
20.91%
20.56%
21.39%
21.12%
22.68%
22.65%
23.02%
22.43%
22.46%
22.84%
22.36%
22.34%
22.89%
22.98%
24.62%
23.08%
23.40%
24.10%
23.93%
23.40%
24.46%