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Brainsway Ltd. American Depositary Shares BWAY

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Market datapartial · fetched 2026-10-22T08:43:10.992Z

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 · 2026-10-21T20:00:00.450416244Z

FundamentalsAlpha Vantage · unavailable

Share price$11.98
1D-0.4%
AH$11.84$11.90$11.97$12.03$12.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBWAY
Sold putSold callAH

Brainsway Ltd. American Depositary Shares options

Live interpolated BWAY call and put midpoint premiums by absolute delta.Brainsway Ltd. American Depositary Shares$0.37$1.02$1.67$2.32$2.96$7.42$10.07$12.73$15.39$18.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BWAY spot · $11.98BWAY PRICE$0.44$0.59$0.73$1.11$1.71$1.76$1.80$1.85$1.95$2.04$2.14$2.23$2.33$0.60$0.68$0.96$1.24$1.53$1.81$2.02$2.14$2.27$2.40$2.52$2.65$2.78
PutsExpensive2.00×
CallsExpensive3.05×
SkewBullish-44.08 pp
Implied moveBearish±$3.82
TiltBearish6.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.46109.1%41.0%9.65128.2%24.5%
25Δ15.97117.4%38.2%10.4199.1%18.7%
30Δ15.47125.7%35.3%10.88104.5%17.2%
35Δ17.90186.2%58.7%11.34110.0%15.7%
40Δ19.38257.9%76.0%11.81115.4%14.2%
45Δ17.08222.2%57.2%12.28120.8%12.7%
50Δ14.78186.5%38.4%12.65119.4%11.2%
55Δ12.50151.0%19.8%12.94111.7%9.9%
60Δ12.02138.5%16.6%13.23103.9%8.5%
65Δ11.54126.0%13.4%13.5196.1%7.2%
70Δ11.06113.5%10.2%13.8088.3%5.8%
75Δ10.58101.0%7.0%14.0980.5%4.5%
80Δ10.1088.5%3.8%14.3872.7%3.1%

20Δ

Calls
Pseudo strike
16.46
IV
109.1%
B/E move
41.0%
Puts
Pseudo strike
9.65
IV
128.2%
B/E move
24.5%

25Δ

Calls
Pseudo strike
15.97
IV
117.4%
B/E move
38.2%
Puts
Pseudo strike
10.41
IV
99.1%
B/E move
18.7%

30Δ

Calls
Pseudo strike
15.47
IV
125.7%
B/E move
35.3%
Puts
Pseudo strike
10.88
IV
104.5%
B/E move
17.2%

35Δ

Calls
Pseudo strike
17.90
IV
186.2%
B/E move
58.7%
Puts
Pseudo strike
11.34
IV
110.0%
B/E move
15.7%

40Δ

Calls
Pseudo strike
19.38
IV
257.9%
B/E move
76.0%
Puts
Pseudo strike
11.81
IV
115.4%
B/E move
14.2%

45Δ

Calls
Pseudo strike
17.08
IV
222.2%
B/E move
57.2%
Puts
Pseudo strike
12.28
IV
120.8%
B/E move
12.7%

50Δ

Calls
Pseudo strike
14.78
IV
186.5%
B/E move
38.4%
Puts
Pseudo strike
12.65
IV
119.4%
B/E move
11.2%

55Δ

Calls
Pseudo strike
12.50
IV
151.0%
B/E move
19.8%
Puts
Pseudo strike
12.94
IV
111.7%
B/E move
9.9%

60Δ

Calls
Pseudo strike
12.02
IV
138.5%
B/E move
16.6%
Puts
Pseudo strike
13.23
IV
103.9%
B/E move
8.5%

65Δ

Calls
Pseudo strike
11.54
IV
126.0%
B/E move
13.4%
Puts
Pseudo strike
13.51
IV
96.1%
B/E move
7.2%

70Δ

Calls
Pseudo strike
11.06
IV
113.5%
B/E move
10.2%
Puts
Pseudo strike
13.80
IV
88.3%
B/E move
5.8%

75Δ

Calls
Pseudo strike
10.58
IV
101.0%
B/E move
7.0%
Puts
Pseudo strike
14.09
IV
80.5%
B/E move
4.5%

80Δ

Calls
Pseudo strike
10.10
IV
88.5%
B/E move
3.8%
Puts
Pseudo strike
14.38
IV
72.7%
B/E move
3.1%

Options history

No recorded observations