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Bridgewater Bancshares, Inc. Common Stock BWB

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Market datapartial · fetched 2026-10-22T23:56:12.557Z

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 · 2026-10-22T20:34:59.652768977Z

FundamentalsAlpha Vantage · unavailable

Share price$20.67
1D-0.8%
AH$20.27$20.42$20.57$20.72$20.885:30 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$0.27$1.34$2.40$3.47$4.54$16.48$18.49$20.50$22.51$24.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BWB spot · $20.67BWB PRICE$0.39$0.43$0.49$0.64$0.78$0.92$1.06$1.20$1.35$1.62$2.24$2.85$3.47$0.49$0.53$0.58$0.62$0.95$1.31$1.68$2.05$2.41$2.82$3.29$3.76$4.23
PutsExpensive1.44×
CallsExpensive1.15×
SkewBearish+5.89 pp
Implied moveBearish±$2.74
TiltBearish17.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.7365.7%21.5%17.7771.5%16.4%
25Δ23.5455.9%16.0%18.4961.9%13.1%
30Δ22.4547.3%11.0%19.2052.4%9.9%
35Δ22.0947.1%9.9%19.9242.9%6.6%
40Δ21.7246.8%8.9%20.4045.8%5.9%
45Δ21.3646.6%7.8%20.8550.4%5.5%
50Δ20.9946.3%6.7%21.3054.9%5.1%
55Δ20.6346.1%5.6%21.7659.5%4.7%
60Δ20.2745.8%4.6%22.2164.0%4.2%
65Δ19.8147.8%3.7%22.7266.6%3.7%
70Δ19.1355.8%3.4%23.3465.6%3.0%
75Δ18.4463.8%3.0%23.9664.5%2.3%
80Δ17.7671.8%2.7%24.5863.4%1.6%

20Δ

Calls
Pseudo strike
24.73
IV
65.7%
B/E move
21.5%
Puts
Pseudo strike
17.77
IV
71.5%
B/E move
16.4%

25Δ

Calls
Pseudo strike
23.54
IV
55.9%
B/E move
16.0%
Puts
Pseudo strike
18.49
IV
61.9%
B/E move
13.1%

30Δ

Calls
Pseudo strike
22.45
IV
47.3%
B/E move
11.0%
Puts
Pseudo strike
19.20
IV
52.4%
B/E move
9.9%

35Δ

Calls
Pseudo strike
22.09
IV
47.1%
B/E move
9.9%
Puts
Pseudo strike
19.92
IV
42.9%
B/E move
6.6%

40Δ

Calls
Pseudo strike
21.72
IV
46.8%
B/E move
8.9%
Puts
Pseudo strike
20.40
IV
45.8%
B/E move
5.9%

45Δ

Calls
Pseudo strike
21.36
IV
46.6%
B/E move
7.8%
Puts
Pseudo strike
20.85
IV
50.4%
B/E move
5.5%

50Δ

Calls
Pseudo strike
20.99
IV
46.3%
B/E move
6.7%
Puts
Pseudo strike
21.30
IV
54.9%
B/E move
5.1%

55Δ

Calls
Pseudo strike
20.63
IV
46.1%
B/E move
5.6%
Puts
Pseudo strike
21.76
IV
59.5%
B/E move
4.7%

60Δ

Calls
Pseudo strike
20.27
IV
45.8%
B/E move
4.6%
Puts
Pseudo strike
22.21
IV
64.0%
B/E move
4.2%

65Δ

Calls
Pseudo strike
19.81
IV
47.8%
B/E move
3.7%
Puts
Pseudo strike
22.72
IV
66.6%
B/E move
3.7%

70Δ

Calls
Pseudo strike
19.13
IV
55.8%
B/E move
3.4%
Puts
Pseudo strike
23.34
IV
65.6%
B/E move
3.0%

75Δ

Calls
Pseudo strike
18.44
IV
63.8%
B/E move
3.0%
Puts
Pseudo strike
23.96
IV
64.5%
B/E move
2.3%

80Δ

Calls
Pseudo strike
17.76
IV
71.8%
B/E move
2.7%
Puts
Pseudo strike
24.58
IV
63.4%
B/E move
1.6%

Options history

BWB53.4053.4553.512026-10-20: 53.45%Oct 20Oct 20
Table
DateIV
53.45%