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Mueller Water Products MWA

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-10-24T04:28:58.163Z

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 · 2026-10-23T23:00:00.002751038Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:28:58.088794+00:00

Share price$22.26
1D-2.7%
AH$22.00$22.26$22.53$22.79$23.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMWA
Sold putSold callAH

Mueller Water Products options

Live interpolated MWA call and put midpoint premiums by absolute delta.Mueller Water Products$0.30$1.08$1.87$2.66$3.45$18.34$20.30$22.25$24.21$26.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MWA spot · $22.26MWA PRICE$0.38$0.47$0.56$0.66$0.75$0.84$0.96$1.29$1.62$1.94$2.27$2.60$3.22$0.62$0.68$0.80$0.92$1.04$1.16$1.28$1.44$1.60$1.76$1.92$2.07$2.23
PutsExpensive1.74×
CallsExpensive1.59×
SkewNeutral+0.19 pp
Implied moveBearish±$2.24
TiltBalanced0.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.7162.5%21.7%18.7285.1%18.7%
25Δ25.0955.5%14.8%20.0367.8%13.1%
30Δ24.5152.5%12.6%20.5364.0%11.4%
35Δ24.0049.7%10.7%21.0360.2%9.7%
40Δ23.4847.0%8.8%21.5356.3%8.0%
45Δ22.9744.2%6.9%22.0352.5%6.3%
50Δ22.4642.0%5.2%22.5248.8%4.6%
55Δ22.0244.9%4.7%22.7946.1%4.1%
60Δ21.5847.8%4.2%23.0743.5%3.5%
65Δ21.1450.7%3.7%23.3540.8%3.0%
70Δ20.7053.6%3.2%23.6338.2%2.5%
75Δ20.2656.6%2.7%23.9035.6%1.9%
80Δ19.5462.4%2.3%24.1832.9%1.4%

20Δ

Calls
Pseudo strike
26.71
IV
62.5%
B/E move
21.7%
Puts
Pseudo strike
18.72
IV
85.1%
B/E move
18.7%

25Δ

Calls
Pseudo strike
25.09
IV
55.5%
B/E move
14.8%
Puts
Pseudo strike
20.03
IV
67.8%
B/E move
13.1%

30Δ

Calls
Pseudo strike
24.51
IV
52.5%
B/E move
12.6%
Puts
Pseudo strike
20.53
IV
64.0%
B/E move
11.4%

35Δ

Calls
Pseudo strike
24.00
IV
49.7%
B/E move
10.7%
Puts
Pseudo strike
21.03
IV
60.2%
B/E move
9.7%

40Δ

Calls
Pseudo strike
23.48
IV
47.0%
B/E move
8.8%
Puts
Pseudo strike
21.53
IV
56.3%
B/E move
8.0%

45Δ

Calls
Pseudo strike
22.97
IV
44.2%
B/E move
6.9%
Puts
Pseudo strike
22.03
IV
52.5%
B/E move
6.3%

50Δ

Calls
Pseudo strike
22.46
IV
42.0%
B/E move
5.2%
Puts
Pseudo strike
22.52
IV
48.8%
B/E move
4.6%

55Δ

Calls
Pseudo strike
22.02
IV
44.9%
B/E move
4.7%
Puts
Pseudo strike
22.79
IV
46.1%
B/E move
4.1%

60Δ

Calls
Pseudo strike
21.58
IV
47.8%
B/E move
4.2%
Puts
Pseudo strike
23.07
IV
43.5%
B/E move
3.5%

65Δ

Calls
Pseudo strike
21.14
IV
50.7%
B/E move
3.7%
Puts
Pseudo strike
23.35
IV
40.8%
B/E move
3.0%

70Δ

Calls
Pseudo strike
20.70
IV
53.6%
B/E move
3.2%
Puts
Pseudo strike
23.63
IV
38.2%
B/E move
2.5%

75Δ

Calls
Pseudo strike
20.26
IV
56.6%
B/E move
2.7%
Puts
Pseudo strike
23.90
IV
35.6%
B/E move
1.9%

80Δ

Calls
Pseudo strike
19.54
IV
62.4%
B/E move
2.3%
Puts
Pseudo strike
24.18
IV
32.9%
B/E move
1.4%

Options history

No recorded observations