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Brainsway Ltd. American Depositary Shares BWAY

i

Market datapartial · fetched 2026-11-11T14:48:37.797Z

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 · 2026-11-11T14:46:09.795871718Z

FundamentalsAlpha Vantage · unavailable

Share price$10.68
1D+3.6%
$10.28$10.39$10.50$10.60$10.715:30 AM6:30 AM9:00 AM1:00 PMBWAY
Sold putSold call

Brainsway Ltd. American Depositary Shares options

Live interpolated BWAY call and put midpoint premiums by absolute delta.Brainsway Ltd. American Depositary Shares$1.09$1.48$1.86$2.25$2.64$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEBWAY PRICE$1.70$1.13$1.32$1.50$1.69$1.88$2.10$2.31$2.53$1.70
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.50546.9%45.7%
25Δ
30Δ
35Δ
40Δ19.02531.6%94.0%
45Δ12.11238.5%24.0%
50Δ11.56235.4%20.6%
55Δ11.02232.3%17.2%
60Δ10.47229.2%13.9%
65Δ9.94224.4%10.7%
70Δ9.55209.7%9.1%
75Δ9.16195.1%7.4%
80Δ8.77180.4%5.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.50
IV
546.9%
B/E move
45.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
19.02
IV
531.6%
B/E move
94.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
12.11
IV
238.5%
B/E move
24.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
11.56
IV
235.4%
B/E move
20.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
11.02
IV
232.3%
B/E move
17.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
10.47
IV
229.2%
B/E move
13.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
9.94
IV
224.4%
B/E move
10.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
9.55
IV
209.7%
B/E move
9.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
9.16
IV
195.1%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
8.77
IV
180.4%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend130.29%
Daily close
BWAY62.4%171.5%280.7%2026-08-13: 101.31%2026-08-14: 114.09%2026-08-17: 131.05%2026-08-19: 153.01%2026-08-21: 77.44%2026-08-24: 91.68%2026-08-25: 84.33%2026-08-26: 87.38%2026-08-27: 81.21%2026-08-28: 78.71%2026-08-31: 79.39%2026-09-02: 85.80%2026-09-03: 79.58%2026-09-04: 95.54%2026-09-08: 101.33%2026-09-09: 102.53%2026-09-16: 177.57%2026-09-18: 83.95%2026-09-22: 97.00%2026-10-02: 125.49%2026-10-05: 113.50%2026-10-06: 114.79%2026-10-07: 122.62%2026-10-08: 124.61%2026-10-09: 151.28%2026-10-12: 181.41%2026-10-13: 195.75%2026-10-14: 220.89%2026-10-15: 265.60%2026-10-16: 109.98%2026-10-19: 111.98%2026-10-20: 114.14%2026-10-21: 117.58%2026-10-22: 119.10%2026-10-23: 126.16%2026-10-26: 126.66%2026-10-27: 111.51%2026-10-28: 117.67%2026-10-29: 112.00%2026-10-30: 130.29%Aug 13Oct 2Oct 30
40 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
101.31%
114.09%
131.05%
153.01%
77.44%
91.68%
84.33%
87.38%
81.21%
78.71%
79.39%
85.80%
79.58%
95.54%
101.33%
102.53%
177.57%
83.95%
97.00%
125.49%
113.50%
114.79%
122.62%
124.61%
151.28%
181.41%
195.75%
220.89%
265.60%
109.98%
111.98%
114.14%
117.58%
119.10%
126.16%
126.66%
111.51%
117.67%
112.00%
130.29%