IntraAlpha
Create free account Start free

Mueller Water Products, Inc. MWA

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-11-04T04:40:53.004Z

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 · 2026-11-04T00:00:00.002788102Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T04:35:48.384517+00:00

Share price$23.57
1D-2.2%
AH$23.53$23.68$23.84$24.00$24.155:30 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.$0.23$1.02$1.82$2.61$3.40$20.71$22.39$24.08$25.76$27.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MWA spot · $23.57MWA PRICE$0.32$0.39$0.46$0.65$0.90$1.14$1.38$1.62$1.87$2.11$2.47$2.82$3.17$0.90$0.71$0.84$0.96$1.08$1.20$1.33$1.45$1.57
Puts——
CallsExpensive1.82×
Skew——
Implied moveBullish±$2.46
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.6265.7%18.5%19.30133.2%21.9%
25Δ26.4658.3%13.9%
30Δ25.3050.9%9.3%
35Δ24.7251.8%7.7%22.6655.4%6.9%
40Δ24.3555.6%7.1%22.9553.2%6.2%
45Δ23.9859.5%6.6%23.2551.0%5.4%
50Δ23.6063.3%6.0%23.5548.8%4.7%
55Δ23.2367.2%5.5%23.8546.7%3.9%
60Δ22.8671.0%4.9%24.1544.5%3.2%
65Δ22.4874.7%4.3%24.4542.3%2.4%
70Δ21.9673.0%3.6%24.7540.1%1.7%
75Δ21.4471.4%2.9%
80Δ20.9369.8%2.2%

20Δ

Calls
Pseudo strike
27.62
IV
65.7%
B/E move
18.5%
Puts
Pseudo strike
19.30
IV
133.2%
B/E move
21.9%

25Δ

Calls
Pseudo strike
26.46
IV
58.3%
B/E move
13.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
25.30
IV
50.9%
B/E move
9.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
24.72
IV
51.8%
B/E move
7.7%
Puts
Pseudo strike
22.66
IV
55.4%
B/E move
6.9%

40Δ

Calls
Pseudo strike
24.35
IV
55.6%
B/E move
7.1%
Puts
Pseudo strike
22.95
IV
53.2%
B/E move
6.2%

45Δ

Calls
Pseudo strike
23.98
IV
59.5%
B/E move
6.6%
Puts
Pseudo strike
23.25
IV
51.0%
B/E move
5.4%

50Δ

Calls
Pseudo strike
23.60
IV
63.3%
B/E move
6.0%
Puts
Pseudo strike
23.55
IV
48.8%
B/E move
4.7%

55Δ

Calls
Pseudo strike
23.23
IV
67.2%
B/E move
5.5%
Puts
Pseudo strike
23.85
IV
46.7%
B/E move
3.9%

60Δ

Calls
Pseudo strike
22.86
IV
71.0%
B/E move
4.9%
Puts
Pseudo strike
24.15
IV
44.5%
B/E move
3.2%

65Δ

Calls
Pseudo strike
22.48
IV
74.7%
B/E move
4.3%
Puts
Pseudo strike
24.45
IV
42.3%
B/E move
2.4%

70Δ

Calls
Pseudo strike
21.96
IV
73.0%
B/E move
3.6%
Puts
Pseudo strike
24.75
IV
40.1%
B/E move
1.7%

75Δ

Calls
Pseudo strike
21.44
IV
71.4%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
20.93
IV
69.8%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

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%