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BorgWarner Inc BWA

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-10-22T04:22:15.908Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.002875829Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T04:22:14.598138+00:00

Share price$57.45
1D-1.8%
AH$57.19$57.59$57.99$58.39$58.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBWA
Sold putSold callAH

BorgWarner Inc options

Live interpolated BWA call and put midpoint premiums by absolute delta.BorgWarner Inc$0.58$2.47$4.37$6.26$8.16$48.48$53.03$57.57$62.12$66.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BWA spot · $57.45BWA PRICE$0.78$1.02$1.29$1.60$1.92$2.31$2.70$3.14$3.66$4.18$4.85$5.60$7.28$0.87$1.16$1.47$1.81$2.21$2.61$3.09$3.61$4.14$4.93$5.75$6.66$7.61
PutsExpensive1.09×
CallsExpensive1.18×
SkewBullish-1.48 pp
Implied moveBearish±$5.78
TiltBearish6.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.8145.8%14.2%52.1745.0%10.7%
25Δ63.3244.7%12.0%53.3144.5%9.2%
30Δ62.0344.2%10.2%54.3744.1%7.9%
35Δ60.9944.3%9.0%55.3643.8%6.8%
40Δ59.9644.5%7.7%56.2743.7%5.9%
45Δ59.0344.6%6.8%57.1743.7%5.0%
50Δ58.1044.7%5.8%58.0843.6%4.3%
55Δ57.1744.8%5.0%58.9943.5%3.6%
60Δ56.2445.0%4.3%59.9043.5%2.9%
65Δ55.3145.1%3.5%60.9944.1%2.4%
70Δ54.2845.4%2.9%62.1044.7%1.9%
75Δ53.2145.8%2.4%63.2844.5%1.4%
80Δ51.3552.9%2.0%64.5143.9%1.0%

20Δ

Calls
Pseudo strike
64.81
IV
45.8%
B/E move
14.2%
Puts
Pseudo strike
52.17
IV
45.0%
B/E move
10.7%

25Δ

Calls
Pseudo strike
63.32
IV
44.7%
B/E move
12.0%
Puts
Pseudo strike
53.31
IV
44.5%
B/E move
9.2%

30Δ

Calls
Pseudo strike
62.03
IV
44.2%
B/E move
10.2%
Puts
Pseudo strike
54.37
IV
44.1%
B/E move
7.9%

35Δ

Calls
Pseudo strike
60.99
IV
44.3%
B/E move
9.0%
Puts
Pseudo strike
55.36
IV
43.8%
B/E move
6.8%

40Δ

Calls
Pseudo strike
59.96
IV
44.5%
B/E move
7.7%
Puts
Pseudo strike
56.27
IV
43.7%
B/E move
5.9%

45Δ

Calls
Pseudo strike
59.03
IV
44.6%
B/E move
6.8%
Puts
Pseudo strike
57.17
IV
43.7%
B/E move
5.0%

50Δ

Calls
Pseudo strike
58.10
IV
44.7%
B/E move
5.8%
Puts
Pseudo strike
58.08
IV
43.6%
B/E move
4.3%

55Δ

Calls
Pseudo strike
57.17
IV
44.8%
B/E move
5.0%
Puts
Pseudo strike
58.99
IV
43.5%
B/E move
3.6%

60Δ

Calls
Pseudo strike
56.24
IV
45.0%
B/E move
4.3%
Puts
Pseudo strike
59.90
IV
43.5%
B/E move
2.9%

65Δ

Calls
Pseudo strike
55.31
IV
45.1%
B/E move
3.5%
Puts
Pseudo strike
60.99
IV
44.1%
B/E move
2.4%

70Δ

Calls
Pseudo strike
54.28
IV
45.4%
B/E move
2.9%
Puts
Pseudo strike
62.10
IV
44.7%
B/E move
1.9%

75Δ

Calls
Pseudo strike
53.21
IV
45.8%
B/E move
2.4%
Puts
Pseudo strike
63.28
IV
44.5%
B/E move
1.4%

80Δ

Calls
Pseudo strike
51.35
IV
52.9%
B/E move
2.0%
Puts
Pseudo strike
64.51
IV
43.9%
B/E move
1.0%

Options history

No recorded observations