Utilities · Utilities
AWK Implied Volatility, IV Rank & Options Chain
American Water Works (AWK) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for American Water Works (AWK).
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AWK options trade with implied volatility typically in the 12% - 28% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
AWK implied volatility
As of 2026-10-26As of 2026-10-26, AWK's 30-day implied volatility is 23.1%, placing its 1-year IV percentile at 5.0 — above 5.0% of the past year's daily IV readings, a low-IV, premium-buying regime favoring long calls/puts and debit spreads.
AWK live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live AWK chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
AWK options at a glance
- Daily volume
- N/A
- IV range
- 12% - 28%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About American Water Works (AWK)
American Water Works is the largest publicly traded U.S. water and wastewater utility company, providing services to approximately 14 million people.
Company profile
- Sector
- Utilities
- Industry
- Water Utilities
- Market cap
- $27B+
- Exchange
- NYSE
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
American Water Works operates in the Utilities sector.
ApexVol Terminal
Options analytics, live.
Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.
- Live chains and Greeks
- IV rank and percentile
- Expected move and GEX
- Screener and strategy P&L
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AWK options market overview
AWK options provide good liquidity for options traders.
- Average daily volume
- N/A
- Total open interest
- N/A
- Put/call ratio
- N/A
- Typical ATM spread
- N/A
- Weekly options
- Available
- LEAPS available
- Yes
Liquidity assessment: Good
AWK options are available for trading across multiple expirations.
AWK implied volatility and IV rank
AWK implied volatility is typically low due to the regulated nature of utility operations.
Earnings impact
IV typically expands before earnings and contracts after the announcement.
The post-earnings volatility drop is known as IV crush. Holders of short AWK options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
AWK IV generally trades near historical volatility, with premiums expanding around earnings.
Term structure
Typically upward sloping under normal conditions.
The smile, the term structure and the cone for AWK, on today's chain.
Open AWK in IV IntelligenceAWK gamma exposure (GEX)
Gamma Exposure analysis for AWK reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. AWK tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on AWK right now, strike by strike.
See live AWK GEXCommon AWK options strategies
These are strategies commonly used by traders on AWK options, based on typical market characteristics. This is not investment advice.
Key considerations for AWK options
- AWK options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
- Monitor earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing positions
AWK key events
Earnings months. January, April, July, October
AWK options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns AWK's IV rank and percentile, the gamma exposure API its dealer positioning by strike, and the chain API every strike with Greeks. Connected to the ApexVol MCP server, Claude, Cursor or ChatGPT can ask for them in plain English.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/iv-rank/AWK"What is AWK's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on AWK in the console, more prompts for AWK, or set the server up in Claude Desktop, Claude Code, Cursor or ChatGPT.
- Written by
- ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use. - Reviewed by
- Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.
Revised as market conditions and institutional data change. Last revised 2026-10-26. How we research →
Track this name's volatility weekly. The week's biggest IV movers and the expected earnings moves, straight from the data.
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Questions
Frequently asked
about AWK options.
What is AWK's typical implied volatility?
AWK implied volatility typically ranges from 12% - 28%.
Does AWK have weekly options?
AWK offers weekly options.
What is AWK's options trading profile?
AWK (American Water Works) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 12% - 28% range. The position sits in the Utilities category for portfolio diversification and options strategy design.
How does AWK implied volatility behave around earnings?
IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.
What options strategies work well on AWK?
Popular strategies on AWK options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 12% - 28% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.
What is AWK's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence AWK's intraday price action. AWK tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live AWK GEX levels and the gamma-flip point on ApexVol.
What is AWK's IV rank?
AWK's IV rank shows where AWK's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. AWK implied volatility typically ranges from 12% - 28%. Check AWK's live IV rank and percentile on ApexVol's IV analytics.
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