Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Morgan Stanley Call 185 AWC 20.12.2024   Call AMERICAN WATER WKS D... 12/20/2024 185.00 0.183 0.201 0.41 8.63
Morgan Stanley Call 140 AWC 20.12.2024   Call AMERICAN WATER WKS D... 12/20/2024 140.00 1.01 1.05 0.41 5.77
Morgan Stanley Call 220 AWC 20.06.2025   Call AMERICAN WATER WKS D... 6/20/2025 220.00 0.270 0.350 0.41 5.88
Morgan Stanley Call 130 AWC 20.06.2025   Call AMERICAN WATER WKS D... 6/20/2025 130.00 2.05 2.19 0.40 3.67
Morgan Stanley Call 170 AWK 20.09.2024   Call American Water Works 9/20/2024 170.00 0.122 0.142 0.39 13.97
Morgan Stanley Call 180 AWC 20.12.2024   Call AMERICAN WATER WKS D... 12/20/2024 180.00 0.192 0.212 0.39 8.80
Citi Call 140 AWC 16.01.2025   Call AMERICAN WATER WKS D... 1/16/2025 140.00 1.15 - 0.39 5.49
Citi Call 140 AWC 16.01.2025   Call AMERICAN WATER WKS D... 1/16/2025 140.00 1.170 - 0.39 5.49
JP Morgan Put 135 AWK 16.08.2024   Put American Water Works 8/16/2024 135.00 0.072 0.092 0.39 -21.02
Morgan Stanley Call 145 AWC 20.12.2024   Call AMERICAN WATER WKS D... 12/20/2024 145.00 0.760 0.790 0.38 6.56
JP Morgan Put 115 AWK 20.12.2024   Put American Water Works 12/20/2024 115.00 0.120 0.160 0.38 -7.56
JP Morgan Put 125 AWK 20.09.2024   Put American Water Works 9/20/2024 125.00 0.058 0.088 0.38 -13.07
Morgan Stanley Call 135 AWC 20.06.2025   Call AMERICAN WATER WKS D... 6/20/2025 135.00 1.73 1.87 0.38 3.97
Morgan Stanley Call 175 AWC 20.12.2024   Call AMERICAN WATER WKS D... 12/20/2024 175.00 0.206 0.228 0.38 8.95
Morgan Stanley Call 170 AWC 20.12.2024   Call AMERICAN WATER WKS D... 12/20/2024 170.00 0.220 0.250 0.36 8.94
Soc. Generale Put 120 AWK 20.09.2024   Put American Water Works 9/20/2024 120.00 0.051 0.065 0.36 -15.54
Soc. Generale Put 120 AWK 20.09.2024   Put American Water Works 9/20/2024 120.00 0.053 0.067 0.36 -15.54
Citi Call 130 AWC 16.01.2025   Call AMERICAN WATER WKS D... 1/16/2025 130.00 - - 0.36 5.26
Citi Call 130 AWC 16.01.2025   Call AMERICAN WATER WKS D... 1/16/2025 130.00 - - 0.36 5.26
Morgan Stanley Call 200 AWC 20.06.2025   Call AMERICAN WATER WKS D... 6/20/2025 200.00 0.300 0.370 0.36 6.37
Morgan Stanley Call 150 AWC 20.12.2024   Call AMERICAN WATER WKS D... 12/20/2024 150.00 0.560 0.590 0.36 7.40
Morgan Stanley Call 140 AWC 20.06.2025   Call AMERICAN WATER WKS D... 6/20/2025 140.00 1.45 1.58 0.36 4.34
Morgan Stanley Call 155 AWC 20.12.2024   Call AMERICAN WATER WKS D... 12/20/2024 155.00 0.430 0.450 0.35 8.06
Morgan Stanley Call 160 AWC 20.12.2024   Call AMERICAN WATER WKS D... 12/20/2024 160.00 0.320 0.350 0.35 8.62
Morgan Stanley Call 130 AWK 20.09.2024   Call American Water Works 9/20/2024 130.00 1.35 1.39 0.34 7.14
Citi Call 150 AWC 16.01.2025   Call AMERICAN WATER WKS D... 1/16/2025 150.00 0.640 - 0.34 7.10
Citi Call 150 AWC 16.01.2025   Call AMERICAN WATER WKS D... 1/16/2025 150.00 0.650 - 0.34 7.10
Morgan Stanley Call 145 AWC 20.06.2025   Call AMERICAN WATER WKS D... 6/20/2025 145.00 1.21 1.32 0.34 4.76
Morgan Stanley Call 190 AWC 20.06.2025   Call AMERICAN WATER WKS D... 6/20/2025 190.00 0.340 0.390 0.34 6.57
Morgan Stanley Call 200 AWK 21.03.2025   Call American Water Works 3/21/2025 200.00 0.230 0.270 0.34 7.98