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Bridgewater Bancshares, Inc. Common Stock BWB

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Market datapartial · fetched 2026-11-12T02:30:23.441Z

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 · 2026-11-11T21:00:00.624743975Z

FundamentalsAlpha Vantage · unavailable

Share price$20.67
1D+0.2%
AH$20.47$20.53$20.60$20.66$20.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBWB
Sold putSold callAH

Bridgewater Bancshares, Inc. Common Stock options

Live interpolated BWB call and put midpoint premiums by absolute delta.Bridgewater Bancshares, Inc. Common Stock$0.24$1.46$2.68$3.89$5.11$19.06$20.62$22.17$23.72$25.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BWB spot · $20.67BWB PRICE$0.38$0.38$0.56$0.81$1.07$1.32$1.57$1.82$2.08$2.57$3.10$3.62$4.76$0.46$0.57$0.69$0.81$0.92$1.03$1.14$1.25$1.36$1.47$1.59$1.70
Puts——
CallsExpensive2.89×
Skew——
Implied moveBullish±$2.71
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.59116.5%20.8%17.91118.1%15.6%
25Δ22.9385.9%12.8%18.49111.6%13.3%
30Δ22.2384.3%10.3%19.07105.1%11.1%
35Δ21.8693.2%9.7%19.6598.6%8.8%
40Δ21.50102.0%9.2%20.1192.8%7.2%
45Δ21.13110.8%8.6%20.3788.0%6.4%
50Δ20.77119.6%8.1%20.6383.1%5.7%
55Δ20.40128.4%7.5%20.9078.3%5.0%
60Δ20.04137.2%7.0%21.1673.5%4.2%
65Δ19.36144.9%6.1%21.4368.7%3.5%
70Δ18.65152.4%5.2%21.6963.9%2.7%
75Δ17.94159.9%4.3%21.9659.0%2.0%
80Δ16.68191.2%3.7%

20Δ

Calls
Pseudo strike
24.59
IV
116.5%
B/E move
20.8%
Puts
Pseudo strike
17.91
IV
118.1%
B/E move
15.6%

25Δ

Calls
Pseudo strike
22.93
IV
85.9%
B/E move
12.8%
Puts
Pseudo strike
18.49
IV
111.6%
B/E move
13.3%

30Δ

Calls
Pseudo strike
22.23
IV
84.3%
B/E move
10.3%
Puts
Pseudo strike
19.07
IV
105.1%
B/E move
11.1%

35Δ

Calls
Pseudo strike
21.86
IV
93.2%
B/E move
9.7%
Puts
Pseudo strike
19.65
IV
98.6%
B/E move
8.8%

40Δ

Calls
Pseudo strike
21.50
IV
102.0%
B/E move
9.2%
Puts
Pseudo strike
20.11
IV
92.8%
B/E move
7.2%

45Δ

Calls
Pseudo strike
21.13
IV
110.8%
B/E move
8.6%
Puts
Pseudo strike
20.37
IV
88.0%
B/E move
6.4%

50Δ

Calls
Pseudo strike
20.77
IV
119.6%
B/E move
8.1%
Puts
Pseudo strike
20.63
IV
83.1%
B/E move
5.7%

55Δ

Calls
Pseudo strike
20.40
IV
128.4%
B/E move
7.5%
Puts
Pseudo strike
20.90
IV
78.3%
B/E move
5.0%

60Δ

Calls
Pseudo strike
20.04
IV
137.2%
B/E move
7.0%
Puts
Pseudo strike
21.16
IV
73.5%
B/E move
4.2%

65Δ

Calls
Pseudo strike
19.36
IV
144.9%
B/E move
6.1%
Puts
Pseudo strike
21.43
IV
68.7%
B/E move
3.5%

70Δ

Calls
Pseudo strike
18.65
IV
152.4%
B/E move
5.2%
Puts
Pseudo strike
21.69
IV
63.9%
B/E move
2.7%

75Δ

Calls
Pseudo strike
17.94
IV
159.9%
B/E move
4.3%
Puts
Pseudo strike
21.96
IV
59.0%
B/E move
2.0%

80Δ

Calls
Pseudo strike
16.68
IV
191.2%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend48.11%
Daily close
BWB35.4%98.7%162.0%2026-08-13: 61.04%2026-08-14: 49.57%2026-08-17: 75.71%2026-08-19: 90.31%2026-08-24: 49.25%2026-08-26: 48.78%2026-08-27: 48.90%2026-08-28: 55.70%2026-08-31: 53.83%2026-09-01: 50.63%2026-09-04: 66.41%2026-09-09: 59.19%2026-09-10: 63.14%2026-09-11: 64.52%2026-09-14: 66.72%2026-09-16: 121.46%2026-09-17: 153.24%2026-09-18: 55.91%2026-09-21: 60.49%2026-09-22: 52.58%2026-09-23: 54.03%2026-09-24: 55.08%2026-09-25: 57.44%2026-09-28: 66.86%2026-09-29: 57.54%2026-09-30: 60.09%2026-10-01: 58.93%2026-10-02: 45.62%2026-10-05: 62.65%2026-10-07: 69.30%2026-10-08: 60.00%2026-10-09: 64.94%2026-10-13: 93.86%2026-10-14: 90.83%2026-10-15: 87.52%2026-10-16: 47.08%2026-10-19: 44.14%2026-10-20: 53.50%2026-10-22: 55.13%2026-10-23: 61.08%2026-10-26: 63.71%2026-10-27: 58.17%2026-10-28: 47.33%2026-10-29: 48.07%2026-10-30: 48.11%Aug 13Sep 25Oct 30
45 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
61.04%
49.57%
75.71%
90.31%
49.25%
48.78%
48.90%
55.70%
53.83%
50.63%
66.41%
59.19%
63.14%
64.52%
66.72%
121.46%
153.24%
55.91%
60.49%
52.58%
54.03%
55.08%
57.44%
66.86%
57.54%
60.09%
58.93%
45.62%
62.65%
69.30%
60.00%
64.94%
93.86%
90.83%
87.52%
47.08%
44.14%
53.50%
55.13%
61.08%
63.71%
58.17%
47.33%
48.07%
48.11%