AWR · Expected Move
American States Water Company
The expected move for AWR 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).
AWR 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 AWR Expected Move
30-Day Straddle
$5.83
7-Day Straddle
$5.83
30-Day ATM IV
35.9%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to AWR'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.
AWR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $5.83 | $5.83 | 35.9% | 100% |
| 20261020 | $5.17 | $5.17 | 24.4% | 55% |
| 20261019 | $5.05 | $5.05 | 24.3% | 54% |
| 20261016 | $5.00 | $2.05 | 23.9% | 51% |
| 20261015 | $4.72 | $2.40 | 25.1% | 59% |
| 20261014 | $5.58 | $3.30 | 24.1% | 52% |
| 20261013 | $4.72 | $2.17 | 22.8% | 43% |
| 20261012 | $5.82 | $2.58 | 24.0% | 52% |
| 20261009 | $4.88 | $2.85 | 20.9% | 29% |
| 20261008 | $5.38 | $2.62 | 23.3% | 47% |
| 20261007 | $5.17 | $2.73 | 22.4% | 40% |
| 20261006 | $5.97 | $3.52 | 21.7% | 35% |
| 20261005 | $5.75 | $3.30 | 22.8% | 42% |
| 20261002 | $3.38 | $3.38 | 22.7% | 42% |
| 20261001 | $3.58 | $3.58 | 24.1% | 52% |
| 20260930 | $3.60 | $3.60 | 24.0% | 51% |
| 20260929 | $3.50 | $3.50 | 22.3% | 39% |
| 20260928 | $3.35 | $3.35 | 22.1% | 37% |
| 20260925 | $3.73 | $3.73 | 21.8% | 35% |
| 20260924 | $4.65 | $4.65 | 23.4% | 47% |
| 20260923 | $3.98 | $3.98 | 23.1% | 45% |
| 20260922 | $3.70 | $3.70 | 23.1% | 47% |
| 20260921 | $3.75 | $3.75 | 22.0% | 39% |
| 20260918 | $4.05 | $0.93 | 21.3% | 34% |
| 20260917 | $4.55 | $2.12 | 21.4% | 35% |
| 20260916 | $6.07 | $2.35 | 28.3% | 84% |
| 20260915 | $4.60 | $2.48 | 21.9% | 39% |
| 20260914 | $5.10 | $3.32 | 22.6% | 43% |
| 20260911 | $5.12 | $2.60 | 21.9% | 39% |
| 20260910 | $6.08 | $3.58 | 24.0% | 53% |
| 20260909 | $6.07 | $2.15 | 25.5% | 64% |
| 20260908 | $4.35 | $2.52 | 19.7% | 23% |
| 20260904 | $4.97 | $2.67 | 20.3% | 27% |
| 20260903 | $5.67 | $2.08 | 21.4% | 35% |
| 20260902 | $2.70 | $2.70 | 21.0% | 32% |
| 20260901 | $2.88 | $2.88 | 20.1% | 26% |
| 20260831 | $2.53 | $2.53 | 20.6% | 30% |
| 20260828 | $2.65 | $2.65 | 17.8% | 9% |
| 20260827 | $3.05 | $3.05 | 18.5% | 15% |
| 20260826 | $2.92 | $2.92 | 18.1% | 12% |
| 20260825 | $3.35 | $3.35 | 19.3% | 20% |
| 20260824 | $3.62 | $3.62 | 18.7% | 16% |
| 20260821 | $3.27 | $1.95 | 17.8% | 10% |
| 20260820 | $3.98 | $2.02 | 20.2% | 27% |
| 20260819 | $3.52 | $1.57 | 17.0% | 4% |
| 20260818 | $3.85 | $2.02 | 19.1% | 19% |
| 20260817 | $3.88 | $2.38 | 18.8% | 17% |
| 20260814 | $4.17 | $2.52 | 19.1% | 19% |
| 20260813 | $4.15 | $2.95 | 18.8% | 16% |
| 20260812 | $4.55 | $3.50 | 20.3% | 27% |
| 20260811 | $4.72 | $4.28 | 19.7% | 23% |
| 20260810 | $5.22 | $3.00 | 22.6% | 44% |
| 20260806 | $5.75 | $3.50 | 24.3% | 55% |
| 20260805 | $4.38 | $4.38 | 30.6% | 100% |
| 20260804 | $4.05 | $4.05 | 24.7% | 65% |
| 20260803 | $4.08 | $4.08 | 25.8% | 73% |
| 20260731 | $4.35 | $4.35 | 26.9% | 82% |
| 20260730 | $4.15 | $4.15 | 22.8% | 50% |
| 20260729 | $4.75 | $4.75 | 23.7% | 57% |
| 20260728 | $4.47 | $4.47 | 24.8% | 66% |
More on AWR
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.