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Bandwidth Inc. Class A Common Stock BAND

i

Market dataready · fetched 2026-11-12T15:29:47.570Z

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 · 2026-11-12T15:28:46.9728534Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:29:47.132378+00:00

Share price$45.62
1D-2.2%
$45.41$45.74$46.08$46.41$46.745:30 AM6:30 AM9:00 AM1:00 PMBAND
Sold putSold call

Bandwidth Inc. Class A Common Stock options

Live interpolated BAND call and put midpoint premiums by absolute delta.Bandwidth Inc. Class A Common Stock$0.61$2.57$4.53$6.49$8.44$34.94$40.12$45.29$50.47$55.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BAND spot · $45.62BAND PRICE$0.82$1.04$1.27$1.63$2.03$2.42$2.82$3.21$3.91$4.77$5.63$6.49$7.88$0.89$1.24$1.59$1.95$2.30$2.71$3.21$3.72$4.23$4.73$5.24
Puts——
CallsExpensive1.05×
Skew——
Implied moveBearish±$6.03
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.98118.3%20.1%40.51103.7%13.1%
25Δ52.14112.5%16.6%41.48104.3%11.8%
30Δ50.29106.7%13.0%42.45104.9%10.4%
35Δ49.19106.9%11.4%43.41105.4%9.1%
40Δ48.23108.2%10.2%44.38106.0%7.8%
45Δ47.27109.5%8.9%45.32105.7%6.6%
50Δ46.30110.8%7.7%46.20103.8%5.8%
55Δ45.34112.2%6.4%47.08101.9%5.0%
60Δ44.23116.1%5.5%47.96100.0%4.1%
65Δ43.03121.4%4.8%48.8498.1%3.3%
70Δ41.84126.7%4.0%49.7296.2%2.5%
75Δ40.65132.1%3.3%
80Δ38.94141.0%2.6%

20Δ

Calls
Pseudo strike
53.98
IV
118.3%
B/E move
20.1%
Puts
Pseudo strike
40.51
IV
103.7%
B/E move
13.1%

25Δ

Calls
Pseudo strike
52.14
IV
112.5%
B/E move
16.6%
Puts
Pseudo strike
41.48
IV
104.3%
B/E move
11.8%

30Δ

Calls
Pseudo strike
50.29
IV
106.7%
B/E move
13.0%
Puts
Pseudo strike
42.45
IV
104.9%
B/E move
10.4%

35Δ

Calls
Pseudo strike
49.19
IV
106.9%
B/E move
11.4%
Puts
Pseudo strike
43.41
IV
105.4%
B/E move
9.1%

40Δ

Calls
Pseudo strike
48.23
IV
108.2%
B/E move
10.2%
Puts
Pseudo strike
44.38
IV
106.0%
B/E move
7.8%

45Δ

Calls
Pseudo strike
47.27
IV
109.5%
B/E move
8.9%
Puts
Pseudo strike
45.32
IV
105.7%
B/E move
6.6%

50Δ

Calls
Pseudo strike
46.30
IV
110.8%
B/E move
7.7%
Puts
Pseudo strike
46.20
IV
103.8%
B/E move
5.8%

55Δ

Calls
Pseudo strike
45.34
IV
112.2%
B/E move
6.4%
Puts
Pseudo strike
47.08
IV
101.9%
B/E move
5.0%

60Δ

Calls
Pseudo strike
44.23
IV
116.1%
B/E move
5.5%
Puts
Pseudo strike
47.96
IV
100.0%
B/E move
4.1%

65Δ

Calls
Pseudo strike
43.03
IV
121.4%
B/E move
4.8%
Puts
Pseudo strike
48.84
IV
98.1%
B/E move
3.3%

70Δ

Calls
Pseudo strike
41.84
IV
126.7%
B/E move
4.0%
Puts
Pseudo strike
49.72
IV
96.2%
B/E move
2.5%

75Δ

Calls
Pseudo strike
40.65
IV
132.1%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
38.94
IV
141.0%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend86.94%
Daily close
BAND77.9%98.3%118.7%2026-08-14: 87.05%2026-08-17: 88.89%2026-08-18: 89.06%2026-08-21: 83.28%2026-08-24: 83.19%2026-08-25: 84.22%2026-08-26: 85.29%2026-08-27: 84.01%2026-08-28: 83.19%2026-08-31: 85.34%2026-09-01: 82.60%2026-09-02: 83.75%2026-09-03: 80.76%2026-09-04: 82.03%2026-09-08: 87.96%2026-09-09: 88.02%2026-09-10: 89.77%2026-09-11: 91.45%2026-09-14: 99.06%2026-09-15: 97.07%2026-09-16: 101.49%2026-09-17: 115.92%2026-09-18: 89.07%2026-09-21: 92.06%2026-09-22: 95.15%2026-09-23: 93.97%2026-09-24: 99.50%2026-09-25: 96.47%2026-09-28: 100.10%2026-09-29: 100.26%2026-09-30: 96.76%2026-10-01: 97.56%2026-10-02: 95.32%2026-10-05: 97.40%2026-10-06: 94.49%2026-10-07: 95.98%2026-10-08: 96.51%2026-10-09: 94.70%2026-10-12: 102.20%2026-10-13: 103.54%2026-10-14: 104.97%2026-10-16: 103.88%2026-10-19: 103.88%2026-10-20: 104.97%2026-10-21: 104.67%2026-10-22: 109.30%2026-10-23: 108.06%2026-10-26: 110.33%2026-10-27: 109.34%2026-10-28: 114.43%2026-10-29: 84.57%2026-10-30: 86.94%Aug 14Sep 23Oct 30
52 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
87.05%
88.89%
89.06%
83.28%
83.19%
84.22%
85.29%
84.01%
83.19%
85.34%
82.60%
83.75%
80.76%
82.03%
87.96%
88.02%
89.77%
91.45%
99.06%
97.07%
101.49%
115.92%
89.07%
92.06%
95.15%
93.97%
99.50%
96.47%
100.10%
100.26%
96.76%
97.56%
95.32%
97.40%
94.49%
95.98%
96.51%
94.70%
102.20%
103.54%
104.97%
103.88%
103.88%
104.97%
104.67%
109.30%
108.06%
110.33%
109.34%
114.43%
84.57%
86.94%