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The Baldwin Insurance Group, Inc. Class A Common Stock BWIN

FINANCIAL SERVICES · INSURANCE BROKERS
i

Market dataready · fetched 2026-11-11T14:13:28.486Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-10T21:00:01.944898824Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:13:27.504253+00:00

Share price$32.18
1D+0.3%
AH$32.07$32.12$32.17$32.21$32.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBWIN
Sold putSold callAH

The Baldwin Insurance Group, Inc. Class A Common Stock options

Live interpolated BWIN call and put midpoint premiums by absolute delta.The Baldwin Insurance Group, Inc. Class A Common Stock$0.34$0.82$1.30$1.78$2.26$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEBWIN PRICE$0.40$0.54$0.68$0.83$0.97$1.12$1.26$1.41$1.55$1.69$1.84$1.98$2.13
Puts——
CallsExpensive1.66×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.3118.4%7.8%
25Δ34.0018.4%7.3%
30Δ33.6918.5%6.8%
35Δ33.3818.5%6.3%
40Δ33.0718.6%5.8%
45Δ32.7618.6%5.3%
50Δ32.4518.7%4.8%
55Δ32.1418.7%4.2%
60Δ31.8318.8%3.7%
65Δ31.5218.8%3.2%
70Δ31.2118.8%2.7%
75Δ30.9018.9%2.2%
80Δ30.5918.9%1.7%

20Δ

Calls
Pseudo strike
34.31
IV
18.4%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
34.00
IV
18.4%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
33.69
IV
18.5%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
33.38
IV
18.5%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
33.07
IV
18.6%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
32.76
IV
18.6%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
32.45
IV
18.7%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
32.14
IV
18.7%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
31.83
IV
18.8%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
31.52
IV
18.8%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
31.21
IV
18.8%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
30.90
IV
18.9%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
30.59
IV
18.9%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend59.48%
Daily close
BWIN53.1%63.7%74.3%2026-08-17: 72.82%2026-08-21: 54.60%2026-08-26: 57.64%2026-08-27: 57.22%2026-08-28: 61.36%2026-09-08: 54.95%2026-09-10: 61.40%2026-09-11: 59.48%Aug 17Aug 27Sep 11
8 observations2026-08-17 — 2026-09-11
Table
DateIV (%)
72.82%
54.60%
57.64%
57.22%
61.36%
54.95%
61.40%
59.48%