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Brainsway Ltd. American Depositary Shares BWAY

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Market datapartial · fetched 2026-10-22T10:38:16.278Z

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 · 2026-10-22T10:08:35.031503384Z

FundamentalsAlpha Vantage · unavailable

Share price$11.75
1D
Price history unavailable.

Brainsway Ltd. American Depositary Shares options

Live interpolated BWAY call and put midpoint premiums by absolute delta.Brainsway Ltd. American Depositary Shares$0.37$1.06$1.74$2.43$3.11$6.83$9.65$12.47$15.30$18.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BWAY spot · $11.75BWAY PRICE$0.45$0.60$0.75$1.28$1.71$1.76$1.81$1.87$1.99$2.10$2.21$2.33$2.92$0.92$0.59$0.86$1.12$1.39$1.65$1.92
PutsExpensive2.17×
CallsExpensive3.26×
SkewBullish-43.45 pp
Implied moveBearish±$3.73
TiltBullish44.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.43114.6%43.6%9.03183.6%31.0%
25Δ15.93123.6%40.6%10.2792.2%17.6%
30Δ15.43132.6%37.7%10.7196.7%16.2%
35Δ19.87228.7%79.9%11.14101.2%14.7%
40Δ19.37265.2%79.4%11.58105.7%13.3%
45Δ16.92227.9%59.0%12.01110.2%11.8%
50Δ14.47190.6%38.5%12.45114.7%10.4%
55Δ12.39158.2%21.4%
60Δ11.82145.3%17.5%
65Δ11.25132.5%13.6%
70Δ10.68119.6%9.8%
75Δ10.11106.8%5.9%
80Δ9.34113.1%4.3%

20Δ

Calls
Pseudo strike
16.43
IV
114.6%
B/E move
43.6%
Puts
Pseudo strike
9.03
IV
183.6%
B/E move
31.0%

25Δ

Calls
Pseudo strike
15.93
IV
123.6%
B/E move
40.6%
Puts
Pseudo strike
10.27
IV
92.2%
B/E move
17.6%

30Δ

Calls
Pseudo strike
15.43
IV
132.6%
B/E move
37.7%
Puts
Pseudo strike
10.71
IV
96.7%
B/E move
16.2%

35Δ

Calls
Pseudo strike
19.87
IV
228.7%
B/E move
79.9%
Puts
Pseudo strike
11.14
IV
101.2%
B/E move
14.7%

40Δ

Calls
Pseudo strike
19.37
IV
265.2%
B/E move
79.4%
Puts
Pseudo strike
11.58
IV
105.7%
B/E move
13.3%

45Δ

Calls
Pseudo strike
16.92
IV
227.9%
B/E move
59.0%
Puts
Pseudo strike
12.01
IV
110.2%
B/E move
11.8%

50Δ

Calls
Pseudo strike
14.47
IV
190.6%
B/E move
38.5%
Puts
Pseudo strike
12.45
IV
114.7%
B/E move
10.4%

55Δ

Calls
Pseudo strike
12.39
IV
158.2%
B/E move
21.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
11.82
IV
145.3%
B/E move
17.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
11.25
IV
132.5%
B/E move
13.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
10.68
IV
119.6%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.11
IV
106.8%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
9.34
IV
113.1%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations