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American States Water Company AWR

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Market datapartial · fetched 2026-10-23T05:54:43.396Z

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 · 2026-10-22T23:00:00.004079912Z

FundamentalsAlpha Vantage · unavailable

Share price$85.05
1D+2.6%
AH$82.73$83.37$84.01$84.64$85.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAWR
Sold putSold callAH

American States Water Company options

Live interpolated AWR call and put midpoint premiums by absolute delta.American States Water Company$0.41$3.99$7.56$11.14$14.72$75.18$79.61$84.03$88.46$92.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AWR spot · $85.05AWR PRICE$0.83$1.02$1.27$1.56$1.84$2.12$2.41$2.70$3.03$3.36$3.68$4.01$4.33$0.80$1.12$1.44$1.77$2.09$2.42$3.17$4.13$5.08$6.04$7.97$10.83$13.68
PutsExpensive1.56×
CallsFair1.03×
SkewBearish+8.53 pp
Implied moveBearish±$5.58
TiltBearish30.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.9933.2%10.3%79.9529.1%6.9%
25Δ90.8430.6%8.0%80.9229.0%6.2%
30Δ89.4229.1%6.6%81.8728.9%5.4%
35Δ88.4828.5%5.9%82.8128.8%4.7%
40Δ87.5327.8%5.1%83.7528.7%4.0%
45Δ86.5927.2%4.3%84.7028.6%3.3%
50Δ85.6526.5%3.5%85.8130.1%2.8%
55Δ84.8125.6%2.9%87.0232.5%2.5%
60Δ84.2224.1%2.6%88.2234.8%2.3%
65Δ83.6322.7%2.3%89.4237.2%2.0%
70Δ83.0321.2%2.0%91.6040.9%1.7%
75Δ82.4419.8%1.6%94.7146.0%1.4%
80Δ81.8518.3%1.3%97.8151.0%1.1%

20Δ

Calls
Pseudo strike
92.99
IV
33.2%
B/E move
10.3%
Puts
Pseudo strike
79.95
IV
29.1%
B/E move
6.9%

25Δ

Calls
Pseudo strike
90.84
IV
30.6%
B/E move
8.0%
Puts
Pseudo strike
80.92
IV
29.0%
B/E move
6.2%

30Δ

Calls
Pseudo strike
89.42
IV
29.1%
B/E move
6.6%
Puts
Pseudo strike
81.87
IV
28.9%
B/E move
5.4%

35Δ

Calls
Pseudo strike
88.48
IV
28.5%
B/E move
5.9%
Puts
Pseudo strike
82.81
IV
28.8%
B/E move
4.7%

40Δ

Calls
Pseudo strike
87.53
IV
27.8%
B/E move
5.1%
Puts
Pseudo strike
83.75
IV
28.7%
B/E move
4.0%

45Δ

Calls
Pseudo strike
86.59
IV
27.2%
B/E move
4.3%
Puts
Pseudo strike
84.70
IV
28.6%
B/E move
3.3%

50Δ

Calls
Pseudo strike
85.65
IV
26.5%
B/E move
3.5%
Puts
Pseudo strike
85.81
IV
30.1%
B/E move
2.8%

55Δ

Calls
Pseudo strike
84.81
IV
25.6%
B/E move
2.9%
Puts
Pseudo strike
87.02
IV
32.5%
B/E move
2.5%

60Δ

Calls
Pseudo strike
84.22
IV
24.1%
B/E move
2.6%
Puts
Pseudo strike
88.22
IV
34.8%
B/E move
2.3%

65Δ

Calls
Pseudo strike
83.63
IV
22.7%
B/E move
2.3%
Puts
Pseudo strike
89.42
IV
37.2%
B/E move
2.0%

70Δ

Calls
Pseudo strike
83.03
IV
21.2%
B/E move
2.0%
Puts
Pseudo strike
91.60
IV
40.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
82.44
IV
19.8%
B/E move
1.6%
Puts
Pseudo strike
94.71
IV
46.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
81.85
IV
18.3%
B/E move
1.3%
Puts
Pseudo strike
97.81
IV
51.0%
B/E move
1.1%

Options history

AWR22.7222.8022.892026-10-20: 22.86%2026-10-21: 22.74%Oct 20Oct 21
Table
DateIV
22.86%
22.74%