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Mueller Water Products, Inc. MWA

i

Market dataready · fetched 2026-11-12T02:47:55.701Z

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 · 2026-11-12T00:00:00.002438225Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T02:47:55.019787+00:00

Share price$24.23
1D+0.4%
AH$23.99$24.06$24.14$24.21$24.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMWA
Sold putSold callAH

Mueller Water Products, Inc. options

Live interpolated MWA call and put midpoint premiums by absolute delta.Mueller Water Products, Inc.$0.09$1.21$2.32$3.43$4.55$21.80$23.04$24.27$25.51$26.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MWA spot · $24.23MWA PRICE$0.21$0.24$0.27$0.42$0.62$0.82$1.01$1.21$1.41$1.60$1.80$1.99$2.38$0.25$0.35$0.45$0.55$0.65$0.75$0.85$0.95$1.05$1.20$2.21$3.22$4.23
PutsExpensive1.31×
CallsFair1.02×
SkewBullish-2.24 pp
Implied moveBullish±$1.87
TiltBearish8.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.5568.2%14.6%22.8045.5%6.9%
25Δ26.4154.3%10.0%23.0545.6%6.3%
30Δ25.2740.4%5.4%23.2945.7%5.7%
35Δ24.7939.6%4.1%23.5445.8%5.1%
40Δ24.5342.9%3.8%23.7946.0%4.5%
45Δ24.2646.2%3.5%24.0346.1%3.9%
50Δ23.9949.4%3.2%24.2846.2%3.3%
55Δ23.7252.7%2.9%24.5246.3%2.7%
60Δ23.4555.9%2.6%24.7746.4%2.1%
65Δ23.1859.2%2.3%25.0547.1%1.6%
70Δ22.9162.5%2.0%26.1059.5%1.4%
75Δ22.6465.7%1.7%27.1571.9%1.2%
80Δ22.1868.3%1.4%28.2184.3%1.0%

20Δ

Calls
Pseudo strike
27.55
IV
68.2%
B/E move
14.6%
Puts
Pseudo strike
22.80
IV
45.5%
B/E move
6.9%

25Δ

Calls
Pseudo strike
26.41
IV
54.3%
B/E move
10.0%
Puts
Pseudo strike
23.05
IV
45.6%
B/E move
6.3%

30Δ

Calls
Pseudo strike
25.27
IV
40.4%
B/E move
5.4%
Puts
Pseudo strike
23.29
IV
45.7%
B/E move
5.7%

35Δ

Calls
Pseudo strike
24.79
IV
39.6%
B/E move
4.1%
Puts
Pseudo strike
23.54
IV
45.8%
B/E move
5.1%

40Δ

Calls
Pseudo strike
24.53
IV
42.9%
B/E move
3.8%
Puts
Pseudo strike
23.79
IV
46.0%
B/E move
4.5%

45Δ

Calls
Pseudo strike
24.26
IV
46.2%
B/E move
3.5%
Puts
Pseudo strike
24.03
IV
46.1%
B/E move
3.9%

50Δ

Calls
Pseudo strike
23.99
IV
49.4%
B/E move
3.2%
Puts
Pseudo strike
24.28
IV
46.2%
B/E move
3.3%

55Δ

Calls
Pseudo strike
23.72
IV
52.7%
B/E move
2.9%
Puts
Pseudo strike
24.52
IV
46.3%
B/E move
2.7%

60Δ

Calls
Pseudo strike
23.45
IV
55.9%
B/E move
2.6%
Puts
Pseudo strike
24.77
IV
46.4%
B/E move
2.1%

65Δ

Calls
Pseudo strike
23.18
IV
59.2%
B/E move
2.3%
Puts
Pseudo strike
25.05
IV
47.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
22.91
IV
62.5%
B/E move
2.0%
Puts
Pseudo strike
26.10
IV
59.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
22.64
IV
65.7%
B/E move
1.7%
Puts
Pseudo strike
27.15
IV
71.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
22.18
IV
68.3%
B/E move
1.4%
Puts
Pseudo strike
28.21
IV
84.3%
B/E move
1.0%

Options history

IV · four-Friday blend37.80%
Daily EOD
MWA30.2%39.6%49.1%2026-10-19: 36.31%2026-10-20: 39.75%2026-10-21: 35.66%2026-10-22: 31.48%2026-10-23: 39.01%2026-10-26: 38.44%2026-10-27: 35.96%2026-10-28: 47.75%2026-10-29: 37.93%2026-10-30: 37.80%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
36.31%
39.75%
35.66%
31.48%
39.01%
38.44%
35.96%
47.75%
37.93%
37.80%