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Mueller Water Products, Inc. MWA

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Market datapartial · fetched 2026-10-22T23:52:07.158Z

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 · 2026-10-22T23:00:00.002703184Z

FundamentalsAlpha Vantage · unavailable

Share price$22.27
1D+3.5%
AH$21.27$21.60$21.93$22.26$22.595:30 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.$0.00$3.64$7.27$10.91$14.55$18.14$19.98$21.83$23.68$25.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MWA spot · $22.27MWA PRICE$0.34$0.40$0.47$0.53$0.59$0.66$0.79$1.08$1.38$1.67$1.97$2.26$2.56$0.40$0.46$0.53$0.60$0.67$0.73$0.80$1.24$1.88$2.52$3.17$7.80$13.50
PutsExpensive2.00×
CallsExpensive1.34×
SkewBearish+13.97 pp
Implied moveBalanced±$1.59
TiltBearish40.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.0454.1%18.4%19.9053.5%12.5%
25Δ24.7747.1%13.1%20.3748.8%10.6%
30Δ24.2943.7%11.2%20.7745.2%9.1%
35Δ23.8140.2%9.3%21.1741.6%7.6%
40Δ23.3236.8%7.4%21.5638.0%6.2%
45Δ22.8433.3%5.5%21.9634.4%4.7%
50Δ22.3831.7%4.1%22.3630.8%3.2%
55Δ22.0134.1%3.7%22.9235.0%2.7%
60Δ21.6336.6%3.3%23.5743.5%2.6%
65Δ21.2539.1%2.9%24.2251.9%2.6%
70Δ20.8741.5%2.6%24.8660.4%2.6%
75Δ20.5044.0%2.2%29.5093.6%2.6%
80Δ20.1246.4%1.8%35.20133.5%2.6%

20Δ

Calls
Pseudo strike
26.04
IV
54.1%
B/E move
18.4%
Puts
Pseudo strike
19.90
IV
53.5%
B/E move
12.5%

25Δ

Calls
Pseudo strike
24.77
IV
47.1%
B/E move
13.1%
Puts
Pseudo strike
20.37
IV
48.8%
B/E move
10.6%

30Δ

Calls
Pseudo strike
24.29
IV
43.7%
B/E move
11.2%
Puts
Pseudo strike
20.77
IV
45.2%
B/E move
9.1%

35Δ

Calls
Pseudo strike
23.81
IV
40.2%
B/E move
9.3%
Puts
Pseudo strike
21.17
IV
41.6%
B/E move
7.6%

40Δ

Calls
Pseudo strike
23.32
IV
36.8%
B/E move
7.4%
Puts
Pseudo strike
21.56
IV
38.0%
B/E move
6.2%

45Δ

Calls
Pseudo strike
22.84
IV
33.3%
B/E move
5.5%
Puts
Pseudo strike
21.96
IV
34.4%
B/E move
4.7%

50Δ

Calls
Pseudo strike
22.38
IV
31.7%
B/E move
4.1%
Puts
Pseudo strike
22.36
IV
30.8%
B/E move
3.2%

55Δ

Calls
Pseudo strike
22.01
IV
34.1%
B/E move
3.7%
Puts
Pseudo strike
22.92
IV
35.0%
B/E move
2.7%

60Δ

Calls
Pseudo strike
21.63
IV
36.6%
B/E move
3.3%
Puts
Pseudo strike
23.57
IV
43.5%
B/E move
2.6%

65Δ

Calls
Pseudo strike
21.25
IV
39.1%
B/E move
2.9%
Puts
Pseudo strike
24.22
IV
51.9%
B/E move
2.6%

70Δ

Calls
Pseudo strike
20.87
IV
41.5%
B/E move
2.6%
Puts
Pseudo strike
24.86
IV
60.4%
B/E move
2.6%

75Δ

Calls
Pseudo strike
20.50
IV
44.0%
B/E move
2.2%
Puts
Pseudo strike
29.50
IV
93.6%
B/E move
2.6%

80Δ

Calls
Pseudo strike
20.12
IV
46.4%
B/E move
1.8%
Puts
Pseudo strike
35.20
IV
133.5%
B/E move
2.6%

Options history

No recorded observations