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Babcock & Wilcox Enterprises, Inc. BW

i

Market dataready · fetched 2026-11-10T22:19:29.530Z

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 · 2026-11-10T22:15:26.67858151Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-10T22:19:28.880185+00:00

Share price$4.45
1D+13.7%
AH$3.76$3.98$4.19$4.41$4.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBW
Sold putSold callAH

Babcock & Wilcox Enterprises, Inc. options

Live interpolated BW call and put midpoint premiums by absolute delta.Babcock & Wilcox Enterprises, Inc.$0.06$0.38$0.69$1.00$1.32$2.78$3.58$4.38$5.18$5.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BW spot · $4.45BW PRICE$0.10$0.12$0.15$0.19$0.23$0.27$0.31$0.36$0.40$0.44$0.48$0.53$0.10$0.13$0.20$0.26$0.33$0.39$0.45$0.52$0.58$0.65$0.74$0.99$1.23
PutsCheap0.72×
Calls——
Skew——
Implied moveBearish±$0.77
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.55126.7%26.8%3.69129.8%19.5%
25Δ5.29121.2%21.5%4.01107.5%12.8%
30Δ5.03115.8%16.3%4.13108.6%11.7%
35Δ4.90113.3%14.4%4.24109.8%10.7%
40Δ4.80111.1%13.0%4.35110.9%9.6%
45Δ4.69108.9%11.6%4.46112.0%8.5%
50Δ4.59106.7%10.2%4.57113.1%7.4%
55Δ4.48104.5%8.8%4.69114.2%6.4%
60Δ4.38102.3%7.3%4.80115.3%5.3%
65Δ4.27100.1%5.9%4.91116.4%4.2%
70Δ4.1797.9%4.5%5.05118.5%3.3%
75Δ4.0695.7%3.1%5.32124.9%2.7%
80Δ5.59131.4%2.1%

20Δ

Calls
Pseudo strike
5.55
IV
126.7%
B/E move
26.8%
Puts
Pseudo strike
3.69
IV
129.8%
B/E move
19.5%

25Δ

Calls
Pseudo strike
5.29
IV
121.2%
B/E move
21.5%
Puts
Pseudo strike
4.01
IV
107.5%
B/E move
12.8%

30Δ

Calls
Pseudo strike
5.03
IV
115.8%
B/E move
16.3%
Puts
Pseudo strike
4.13
IV
108.6%
B/E move
11.7%

35Δ

Calls
Pseudo strike
4.90
IV
113.3%
B/E move
14.4%
Puts
Pseudo strike
4.24
IV
109.8%
B/E move
10.7%

40Δ

Calls
Pseudo strike
4.80
IV
111.1%
B/E move
13.0%
Puts
Pseudo strike
4.35
IV
110.9%
B/E move
9.6%

45Δ

Calls
Pseudo strike
4.69
IV
108.9%
B/E move
11.6%
Puts
Pseudo strike
4.46
IV
112.0%
B/E move
8.5%

50Δ

Calls
Pseudo strike
4.59
IV
106.7%
B/E move
10.2%
Puts
Pseudo strike
4.57
IV
113.1%
B/E move
7.4%

55Δ

Calls
Pseudo strike
4.48
IV
104.5%
B/E move
8.8%
Puts
Pseudo strike
4.69
IV
114.2%
B/E move
6.4%

60Δ

Calls
Pseudo strike
4.38
IV
102.3%
B/E move
7.3%
Puts
Pseudo strike
4.80
IV
115.3%
B/E move
5.3%

65Δ

Calls
Pseudo strike
4.27
IV
100.1%
B/E move
5.9%
Puts
Pseudo strike
4.91
IV
116.4%
B/E move
4.2%

70Δ

Calls
Pseudo strike
4.17
IV
97.9%
B/E move
4.5%
Puts
Pseudo strike
5.05
IV
118.5%
B/E move
3.3%

75Δ

Calls
Pseudo strike
4.06
IV
95.7%
B/E move
3.1%
Puts
Pseudo strike
5.32
IV
124.9%
B/E move
2.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.59
IV
131.4%
B/E move
2.1%

Options history

IV · four-Friday blend134.09%
Daily close
BW77.3%107.8%138.3%2026-08-12: 103.47%2026-08-13: 105.91%2026-08-14: 94.79%2026-08-17: 93.76%2026-08-18: 98.23%2026-08-19: 94.99%2026-08-20: 89.24%2026-08-21: 92.49%2026-08-24: 95.69%2026-08-25: 88.00%2026-08-26: 93.89%2026-08-27: 95.20%2026-08-28: 84.04%2026-08-31: 85.40%2026-09-01: 83.30%2026-09-02: 84.61%2026-09-03: 83.64%2026-09-04: 81.53%2026-09-08: 87.97%2026-09-09: 83.61%2026-09-10: 98.54%2026-09-11: 89.51%2026-09-14: 89.65%2026-09-15: 90.30%2026-09-16: 98.30%2026-09-17: 91.87%2026-09-18: 88.96%2026-09-21: 96.51%2026-09-22: 94.04%2026-09-23: 92.70%2026-09-25: 95.49%2026-09-28: 101.62%2026-09-29: 98.05%2026-09-30: 106.17%2026-10-02: 95.44%2026-10-05: 95.30%2026-10-06: 95.81%2026-10-12: 105.40%2026-10-13: 98.09%2026-10-15: 126.96%2026-10-16: 104.77%2026-10-19: 101.46%2026-10-20: 103.37%2026-10-21: 103.99%2026-10-22: 103.34%2026-10-23: 103.13%2026-10-26: 103.50%2026-10-27: 103.71%2026-10-28: 101.43%2026-10-29: 107.61%2026-10-30: 134.09%Aug 12Sep 17Oct 30
51 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
103.47%
105.91%
94.79%
93.76%
98.23%
94.99%
89.24%
92.49%
95.69%
88.00%
93.89%
95.20%
84.04%
85.40%
83.30%
84.61%
83.64%
81.53%
87.97%
83.61%
98.54%
89.51%
89.65%
90.30%
98.30%
91.87%
88.96%
96.51%
94.04%
92.70%
95.49%
101.62%
98.05%
106.17%
95.44%
95.30%
95.81%
105.40%
98.09%
126.96%
104.77%
101.46%
103.37%
103.99%
103.34%
103.13%
103.50%
103.71%
101.43%
107.61%
134.09%