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Breakwave Tanker Shipping ETF BWET

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Market dataready · fetched 2026-10-23T06:53:28.891Z

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 · 2026-10-23T00:00:00.057173713Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:53:28.376185+00:00

Share price$895.91
1D+2.2%
AH$873$879$885$891$8985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBWET
Sold putSold callAH

Breakwave Tanker Shipping ETF options

Live interpolated BWET call and put midpoint premiums by absolute delta.Breakwave Tanker Shipping ETF$9.49$144.40$279.30$414.20$549.11$464.01$666.92$869.83$1072.74$1275.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BWET spot · $895.91BWET PRICE$24.08$31.51$40.29$49.74$58.91$70.30$81.69$92.17$108.16$124.47$141.20$160.91$180.31$47.87$63.29$79.92$100.17$121.72$145.85$172.72$207.53$248.14$299.98$376.26$510.22
PutsExpensive1.31×
CallsCheap0.80×
SkewBearish+44.69 pp
Implied moveBearish±$254.41
TiltBearish34.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1172.6898.3%33.6%697.76141.4%27.5%
25Δ1115.6596.6%28.0%746.44138.9%23.7%
30Δ1074.0597.6%24.4%791.64136.5%20.6%
35Δ1035.3298.1%21.1%834.32136.7%18.1%
40Δ996.3096.3%17.8%876.92136.0%15.7%
45Δ963.9397.3%15.4%919.83135.6%13.6%
50Δ931.4196.7%13.1%963.82135.1%11.7%
55Δ899.6193.8%10.7%1013.01137.1%10.1%
60Δ870.3196.1%9.2%1067.14139.1%8.6%
65Δ840.0696.8%7.7%1131.16142.6%7.2%
70Δ809.7596.1%6.1%1217.96149.9%6.1%
75Δ778.1995.9%4.8%1361.28164.0%5.0%
80Δ747.3093.5%3.5%

20Δ

Calls
Pseudo strike
1172.68
IV
98.3%
B/E move
33.6%
Puts
Pseudo strike
697.76
IV
141.4%
B/E move
27.5%

25Δ

Calls
Pseudo strike
1115.65
IV
96.6%
B/E move
28.0%
Puts
Pseudo strike
746.44
IV
138.9%
B/E move
23.7%

30Δ

Calls
Pseudo strike
1074.05
IV
97.6%
B/E move
24.4%
Puts
Pseudo strike
791.64
IV
136.5%
B/E move
20.6%

35Δ

Calls
Pseudo strike
1035.32
IV
98.1%
B/E move
21.1%
Puts
Pseudo strike
834.32
IV
136.7%
B/E move
18.1%

40Δ

Calls
Pseudo strike
996.30
IV
96.3%
B/E move
17.8%
Puts
Pseudo strike
876.92
IV
136.0%
B/E move
15.7%

45Δ

Calls
Pseudo strike
963.93
IV
97.3%
B/E move
15.4%
Puts
Pseudo strike
919.83
IV
135.6%
B/E move
13.6%

50Δ

Calls
Pseudo strike
931.41
IV
96.7%
B/E move
13.1%
Puts
Pseudo strike
963.82
IV
135.1%
B/E move
11.7%

55Δ

Calls
Pseudo strike
899.61
IV
93.8%
B/E move
10.7%
Puts
Pseudo strike
1013.01
IV
137.1%
B/E move
10.1%

60Δ

Calls
Pseudo strike
870.31
IV
96.1%
B/E move
9.2%
Puts
Pseudo strike
1067.14
IV
139.1%
B/E move
8.6%

65Δ

Calls
Pseudo strike
840.06
IV
96.8%
B/E move
7.7%
Puts
Pseudo strike
1131.16
IV
142.6%
B/E move
7.2%

70Δ

Calls
Pseudo strike
809.75
IV
96.1%
B/E move
6.1%
Puts
Pseudo strike
1217.96
IV
149.9%
B/E move
6.1%

75Δ

Calls
Pseudo strike
778.19
IV
95.9%
B/E move
4.8%
Puts
Pseudo strike
1361.28
IV
164.0%
B/E move
5.0%

80Δ

Calls
Pseudo strike
747.30
IV
93.5%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations