Share price$20.67
1D-0.8%
Sold putSold callAH
Bridgewater Bancshares, Inc. Common Stock BWB
i
Market datapartial · fetched 2026-10-22T22:59:07.719Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:34:59.652768977Z
FundamentalsAlpha Vantage · unavailable
Bridgewater Bancshares, Inc. Common Stock options
PutsExpensive1.44×
CallsExpensive1.15×
SkewBearish+5.91 pp
Implied moveBearish±$2.74
TiltBearish17.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.73 | 65.6% | 21.5% | 17.77 | 71.4% | 16.4% |
| 25Δ | 23.54 | 55.8% | 16.0% | 18.49 | 61.8% | 13.1% |
| 30Δ | 22.45 | 47.3% | 11.0% | 19.20 | 52.3% | 9.9% |
| 35Δ | 22.09 | 47.0% | 9.9% | 19.92 | 42.8% | 6.6% |
| 40Δ | 21.72 | 46.8% | 8.9% | 20.40 | 45.7% | 5.9% |
| 45Δ | 21.36 | 46.5% | 7.8% | 20.85 | 50.3% | 5.5% |
| 50Δ | 20.99 | 46.3% | 6.7% | 21.30 | 54.9% | 5.1% |
| 55Δ | 20.63 | 46.0% | 5.6% | 21.76 | 59.5% | 4.7% |
| 60Δ | 20.27 | 45.7% | 4.6% | 22.21 | 64.0% | 4.2% |
| 65Δ | 19.81 | 47.7% | 3.7% | 22.72 | 66.6% | 3.7% |
| 70Δ | 19.13 | 55.8% | 3.4% | 23.34 | 65.6% | 3.0% |
| 75Δ | 18.44 | 63.8% | 3.0% | 23.96 | 64.5% | 2.3% |
| 80Δ | 17.76 | 71.8% | 2.7% | 24.58 | 63.4% | 1.6% |
20Δ
- Pseudo strike
- 24.73
- IV
- 65.6%
- B/E move
- 21.5%
- Pseudo strike
- 17.77
- IV
- 71.4%
- B/E move
- 16.4%
25Δ
- Pseudo strike
- 23.54
- IV
- 55.8%
- B/E move
- 16.0%
- Pseudo strike
- 18.49
- IV
- 61.8%
- B/E move
- 13.1%
30Δ
- Pseudo strike
- 22.45
- IV
- 47.3%
- B/E move
- 11.0%
- Pseudo strike
- 19.20
- IV
- 52.3%
- B/E move
- 9.9%
35Δ
- Pseudo strike
- 22.09
- IV
- 47.0%
- B/E move
- 9.9%
- Pseudo strike
- 19.92
- IV
- 42.8%
- B/E move
- 6.6%
40Δ
- Pseudo strike
- 21.72
- IV
- 46.8%
- B/E move
- 8.9%
- Pseudo strike
- 20.40
- IV
- 45.7%
- B/E move
- 5.9%
45Δ
- Pseudo strike
- 21.36
- IV
- 46.5%
- B/E move
- 7.8%
- Pseudo strike
- 20.85
- IV
- 50.3%
- B/E move
- 5.5%
50Δ
- Pseudo strike
- 20.99
- IV
- 46.3%
- B/E move
- 6.7%
- Pseudo strike
- 21.30
- IV
- 54.9%
- B/E move
- 5.1%
55Δ
- Pseudo strike
- 20.63
- IV
- 46.0%
- B/E move
- 5.6%
- Pseudo strike
- 21.76
- IV
- 59.5%
- B/E move
- 4.7%
60Δ
- Pseudo strike
- 20.27
- IV
- 45.7%
- B/E move
- 4.6%
- Pseudo strike
- 22.21
- IV
- 64.0%
- B/E move
- 4.2%
65Δ
- Pseudo strike
- 19.81
- IV
- 47.7%
- B/E move
- 3.7%
- Pseudo strike
- 22.72
- IV
- 66.6%
- B/E move
- 3.7%
70Δ
- Pseudo strike
- 19.13
- IV
- 55.8%
- B/E move
- 3.4%
- Pseudo strike
- 23.34
- IV
- 65.6%
- B/E move
- 3.0%
75Δ
- Pseudo strike
- 18.44
- IV
- 63.8%
- B/E move
- 3.0%
- Pseudo strike
- 23.96
- IV
- 64.5%
- B/E move
- 2.3%
80Δ
- Pseudo strike
- 17.76
- IV
- 71.8%
- B/E move
- 2.7%
- Pseudo strike
- 24.58
- IV
- 63.4%
- B/E move
- 1.6%
Options history
Table
| Date | IV |
|---|---|
| 53.45% |