AWK · Expected Move
American Water Works Company, Inc
The expected move for AWK is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
AWK straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current AWK Expected Move
30-Day Straddle
$9.20
7-Day Straddle
$5.58
30-Day ATM IV
24.1%
IV Rank
71%
Implied one-standard-deviation move through the next 30 days. Compare to AWK's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
AWK Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $9.20 | $5.58 | 24.1% | 71% |
| 20261106 | $10.05 | $6.40 | 25.4% | 94% |
| 20261105 | $10.25 | $6.47 | 24.1% | 73% |
| 20261104 | $5.95 | $5.95 | 23.2% | 56% |
| 20261103 | $6.72 | $6.72 | 24.6% | 80% |
| 20261102 | $6.28 | $6.28 | 21.8% | 32% |
| 20261030 | $6.25 | $6.25 | 21.9% | 34% |
| 20261029 | $6.05 | $6.05 | 21.1% | 20% |
| 20261028 | $6.80 | $6.80 | 23.5% | 62% |
| 20261027 | $7.45 | $7.45 | 23.9% | 69% |
| 20261026 | $7.30 | $7.30 | 23.3% | 58% |
| 20261023 | $7.70 | $7.70 | 22.8% | 50% |
| 20261022 | $7.75 | $7.75 | 23.3% | 58% |
| 20261021 | $7.25 | $7.25 | 23.5% | 61% |
| 20261020 | $7.15 | $7.15 | 22.5% | 44% |
| 20261019 | $7.47 | $7.47 | 23.5% | 61% |
| 20261016 | $7.50 | $0.47 | 22.6% | 46% |
| 20261015 | $8.02 | $2.30 | 23.6% | 63% |
| 20261014 | $7.88 | $2.73 | 23.1% | 55% |
| 20261013 | $8.05 | $2.67 | 24.2% | 74% |
| 20261012 | $7.62 | $2.58 | 22.5% | 44% |
| 20261009 | $7.85 | $3.30 | 22.2% | 39% |
| 20261008 | $8.55 | $3.60 | 23.6% | 64% |
| 20261007 | $7.93 | $3.75 | 22.1% | 38% |
| 20261006 | $8.78 | $4.20 | 23.4% | 60% |
| 20261005 | $8.43 | $4.25 | 22.8% | 50% |
| 20261002 | $4.30 | $4.30 | 22.5% | 45% |
| 20261001 | $4.75 | $4.75 | 23.0% | 54% |
| 20260930 | $4.62 | $4.62 | 22.4% | 43% |
| 20260929 | $4.85 | $4.85 | 22.9% | 52% |
| 20260928 | $4.97 | $4.97 | 22.8% | 50% |
| 20260925 | $5.10 | $5.10 | 21.1% | 19% |
| 20260924 | $5.93 | $5.93 | 21.9% | 33% |
| 20260923 | $5.85 | $5.85 | 21.3% | 24% |
| 20260922 | $5.95 | $5.95 | 22.2% | 40% |
| 20260921 | $5.40 | $5.40 | 20.4% | 9% |
| 20260918 | $6.30 | $1.40 | 20.4% | 8% |
| 20260917 | $6.70 | $2.88 | 20.9% | 17% |
| 20260916 | $6.80 | $2.65 | 21.3% | 24% |
| 20260915 | $6.93 | $3.00 | 21.9% | 34% |
| 20260914 | $7.15 | $3.40 | 21.7% | 30% |
| 20260911 | $7.22 | $3.50 | 21.1% | 20% |
| 20260910 | $7.65 | $3.77 | 22.0% | 36% |
| 20260909 | $8.10 | $4.00 | 22.6% | 47% |
| 20260908 | $8.05 | $4.20 | 22.2% | 39% |
| 20260904 | $8.10 | $4.53 | 20.9% | 17% |
| 20260903 | $8.45 | $4.83 | 21.3% | 24% |
| 20260902 | $4.80 | $4.80 | 20.9% | 16% |
| 20260901 | $5.42 | $5.42 | 21.5% | 27% |
| 20260831 | $5.83 | $5.83 | 22.1% | 38% |
| 20260828 | $5.20 | $5.20 | 20.1% | 3% |
| 20260827 | $5.50 | $5.50 | 20.2% | 4% |
| 20260826 | $6.00 | $6.00 | 20.6% | 12% |
| 20260825 | $6.12 | $6.12 | 20.9% | 16% |
| 20260824 | $5.62 | $5.62 | 20.3% | 6% |
| 20260821 | $6.07 | $1.85 | 20.4% | 8% |
| 20260820 | $6.65 | $2.80 | 20.1% | 2% |
| 20260819 | $6.53 | $2.20 | 20.2% | 4% |
| 20260818 | $6.60 | $2.92 | 20.1% | 3% |
| 20260817 | $6.65 | $2.70 | 20.9% | 17% |
More on AWK
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.