Share price$4.65
1D-1.1%
Sold putSold call
Babcock & Wilcox Enterprises Inc BW
INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERYi
Market dataready · fetched 2026-10-21T17:52:26.274Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T17:52:12.607377984Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:48.460100+00:00
Babcock & Wilcox Enterprises Inc options
PutsExpensive1.26×
CallsExpensive1.28×
SkewBearish+14.43 pp
Implied moveBearish±$1.25
TiltBearish47.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.50 | 109.2% | 42.9% | 3.54 | 128.3% | 28.4% |
| 25Δ | 5.98 | 104.5% | 32.4% | 3.92 | 113.6% | 21.3% |
| 30Δ | 5.76 | 105.7% | 29.0% | 4.15 | 111.0% | 18.3% |
| 35Δ | 5.54 | 106.8% | 25.7% | 4.34 | 111.4% | 16.4% |
| 40Δ | 5.33 | 108.0% | 22.3% | 4.54 | 111.8% | 14.4% |
| 45Δ | 5.11 | 109.2% | 18.9% | 4.73 | 112.3% | 12.5% |
| 50Δ | 4.91 | 109.6% | 16.1% | 4.92 | 112.7% | 10.5% |
| 55Δ | 4.72 | 109.2% | 14.0% | 5.14 | 113.1% | 8.9% |
| 60Δ | 4.53 | 108.8% | 11.9% | 5.38 | 113.5% | 7.6% |
| 65Δ | 4.35 | 108.4% | 9.8% | 5.63 | 113.9% | 6.3% |
| 70Δ | 4.16 | 108.0% | 7.7% | 5.87 | 114.4% | 5.0% |
| 75Δ | 3.94 | 110.3% | 5.8% | 8.30 | 146.1% | 4.0% |
| 80Δ | 3.54 | 129.0% | 4.8% | 13.15 | 212.4% | 3.3% |
20Δ
- Pseudo strike
- 6.50
- IV
- 109.2%
- B/E move
- 42.9%
- Pseudo strike
- 3.54
- IV
- 128.3%
- B/E move
- 28.4%
25Δ
- Pseudo strike
- 5.98
- IV
- 104.5%
- B/E move
- 32.4%
- Pseudo strike
- 3.92
- IV
- 113.6%
- B/E move
- 21.3%
30Δ
- Pseudo strike
- 5.76
- IV
- 105.7%
- B/E move
- 29.0%
- Pseudo strike
- 4.15
- IV
- 111.0%
- B/E move
- 18.3%
35Δ
- Pseudo strike
- 5.54
- IV
- 106.8%
- B/E move
- 25.7%
- Pseudo strike
- 4.34
- IV
- 111.4%
- B/E move
- 16.4%
40Δ
- Pseudo strike
- 5.33
- IV
- 108.0%
- B/E move
- 22.3%
- Pseudo strike
- 4.54
- IV
- 111.8%
- B/E move
- 14.4%
45Δ
- Pseudo strike
- 5.11
- IV
- 109.2%
- B/E move
- 18.9%
- Pseudo strike
- 4.73
- IV
- 112.3%
- B/E move
- 12.5%
50Δ
- Pseudo strike
- 4.91
- IV
- 109.6%
- B/E move
- 16.1%
- Pseudo strike
- 4.92
- IV
- 112.7%
- B/E move
- 10.5%
55Δ
- Pseudo strike
- 4.72
- IV
- 109.2%
- B/E move
- 14.0%
- Pseudo strike
- 5.14
- IV
- 113.1%
- B/E move
- 8.9%
60Δ
- Pseudo strike
- 4.53
- IV
- 108.8%
- B/E move
- 11.9%
- Pseudo strike
- 5.38
- IV
- 113.5%
- B/E move
- 7.6%
65Δ
- Pseudo strike
- 4.35
- IV
- 108.4%
- B/E move
- 9.8%
- Pseudo strike
- 5.63
- IV
- 113.9%
- B/E move
- 6.3%
70Δ
- Pseudo strike
- 4.16
- IV
- 108.0%
- B/E move
- 7.7%
- Pseudo strike
- 5.87
- IV
- 114.4%
- B/E move
- 5.0%
75Δ
- Pseudo strike
- 3.94
- IV
- 110.3%
- B/E move
- 5.8%
- Pseudo strike
- 8.30
- IV
- 146.1%
- B/E move
- 4.0%
80Δ
- Pseudo strike
- 3.54
- IV
- 129.0%
- B/E move
- 4.8%
- Pseudo strike
- 13.15
- IV
- 212.4%
- B/E move
- 3.3%
Options history
Table
| Date | IV |
|---|---|
| 101.41% | |
| 103.30% |