Share price$4.65
1D-1.2%
Sold putSold call
Babcock & Wilcox Enterprises Inc BW
INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERYi
Market dataready · fetched 2026-10-21T16:59:02.274Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T16:58:53.802583227Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:01.754324+00:00
Babcock & Wilcox Enterprises Inc options
PutsExpensive1.85×
CallsExpensive1.29×
SkewBearish+70.52 pp
Implied moveBearish±$1.22
TiltBearish74.7% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.61 | 114.0% | 45.6% | 3.54 | 128.1% | 28.4% |
| 25Δ | 6.11 | 111.1% | 35.7% | 3.92 | 113.5% | 21.3% |
| 30Δ | 5.82 | 110.5% | 30.5% | 4.15 | 110.0% | 18.2% |
| 35Δ | 5.58 | 110.4% | 26.7% | 4.33 | 109.5% | 16.2% |
| 40Δ | 5.35 | 110.3% | 23.0% | 4.52 | 109.0% | 14.2% |
| 45Δ | 5.11 | 110.3% | 19.2% | 4.70 | 108.5% | 12.2% |
| 50Δ | 4.90 | 110.1% | 16.2% | 4.89 | 107.9% | 10.2% |
| 55Δ | 4.72 | 109.8% | 14.1% | 6.60 | 177.7% | 11.2% |
| 60Δ | 4.53 | 109.5% | 12.0% | 10.49 | 348.7% | 16.4% |
| 65Δ | 4.34 | 109.1% | 9.9% | 22.42 | 497.7% | 18.2% |
| 70Δ | 4.15 | 108.8% | 7.8% | 20.04 | 331.7% | 11.0% |
| 75Δ | 3.93 | 112.0% | 5.8% | 6.27 | 114.7% | 3.8% |
| 80Δ | 3.53 | 131.1% | 4.8% | 6.94 | 116.9% | 2.8% |
20Δ
- Pseudo strike
- 6.61
- IV
- 114.0%
- B/E move
- 45.6%
- Pseudo strike
- 3.54
- IV
- 128.1%
- B/E move
- 28.4%
25Δ
- Pseudo strike
- 6.11
- IV
- 111.1%
- B/E move
- 35.7%
- Pseudo strike
- 3.92
- IV
- 113.5%
- B/E move
- 21.3%
30Δ
- Pseudo strike
- 5.82
- IV
- 110.5%
- B/E move
- 30.5%
- Pseudo strike
- 4.15
- IV
- 110.0%
- B/E move
- 18.2%
35Δ
- Pseudo strike
- 5.58
- IV
- 110.4%
- B/E move
- 26.7%
- Pseudo strike
- 4.33
- IV
- 109.5%
- B/E move
- 16.2%
40Δ
- Pseudo strike
- 5.35
- IV
- 110.3%
- B/E move
- 23.0%
- Pseudo strike
- 4.52
- IV
- 109.0%
- B/E move
- 14.2%
45Δ
- Pseudo strike
- 5.11
- IV
- 110.3%
- B/E move
- 19.2%
- Pseudo strike
- 4.70
- IV
- 108.5%
- B/E move
- 12.2%
50Δ
- Pseudo strike
- 4.90
- IV
- 110.1%
- B/E move
- 16.2%
- Pseudo strike
- 4.89
- IV
- 107.9%
- B/E move
- 10.2%
55Δ
- Pseudo strike
- 4.72
- IV
- 109.8%
- B/E move
- 14.1%
- Pseudo strike
- 6.60
- IV
- 177.7%
- B/E move
- 11.2%
60Δ
- Pseudo strike
- 4.53
- IV
- 109.5%
- B/E move
- 12.0%
- Pseudo strike
- 10.49
- IV
- 348.7%
- B/E move
- 16.4%
65Δ
- Pseudo strike
- 4.34
- IV
- 109.1%
- B/E move
- 9.9%
- Pseudo strike
- 22.42
- IV
- 497.7%
- B/E move
- 18.2%
70Δ
- Pseudo strike
- 4.15
- IV
- 108.8%
- B/E move
- 7.8%
- Pseudo strike
- 20.04
- IV
- 331.7%
- B/E move
- 11.0%
75Δ
- Pseudo strike
- 3.93
- IV
- 112.0%
- B/E move
- 5.8%
- Pseudo strike
- 6.27
- IV
- 114.7%
- B/E move
- 3.8%
80Δ
- Pseudo strike
- 3.53
- IV
- 131.1%
- B/E move
- 4.8%
- Pseudo strike
- 6.94
- IV
- 116.9%
- B/E move
- 2.8%
Options history
Table
| Date | IV |
|---|---|
| 101.41% | |
| 103.30% |