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BWX Technologies, Inc. BWXT

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-11-07T16:16:14.795Z

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 · 2026-11-07T00:39:41.663393376Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T16:16:14.284305+00:00

Share price$119.00
1D+1.7%
AH$114$116$118$120$1215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBWXT
Sold putSold callAH

BWX Technologies, Inc. options

Live interpolated BWXT call and put midpoint premiums by absolute delta.BWX Technologies, Inc.$0.89$4.33$7.78$11.23$14.68$99.56$110.60$121.65$132.69$143.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BWXT spot · $119.00BWXT PRICE$1.26$1.63$2.00$2.61$3.35$4.08$4.81$5.48$6.15$6.82$8.81$11.12$13.69$1.58$2.05$2.53$3.02$3.60$4.19$4.77$5.75$6.84$7.94$9.05$10.17$11.29
PutsCheap0.79×
CallsCheap0.86×
SkewBullish-2.99 pp
Implied moveBalanced±$9.58
TiltBalanced0.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ130.2352.6%10.5%108.9659.6%9.8%
25Δ127.9350.7%8.9%111.2457.6%8.2%
30Δ125.7349.0%7.3%113.2355.6%7.0%
35Δ124.0750.1%6.5%115.1753.8%5.8%
40Δ122.6752.6%5.9%116.6752.5%5.0%
45Δ121.2855.1%5.3%118.1751.3%4.2%
50Δ119.8757.2%4.8%119.6750.0%3.4%
55Δ118.3555.6%4.1%121.2550.5%2.9%
60Δ116.8253.9%3.3%122.8651.5%2.5%
65Δ115.3052.3%2.6%124.4752.4%2.1%
70Δ112.9358.1%2.3%126.0751.6%1.7%
75Δ110.3765.8%2.1%127.6749.9%1.3%
80Δ107.3470.3%1.7%129.2748.3%0.9%

20Δ

Calls
Pseudo strike
130.23
IV
52.6%
B/E move
10.5%
Puts
Pseudo strike
108.96
IV
59.6%
B/E move
9.8%

25Δ

Calls
Pseudo strike
127.93
IV
50.7%
B/E move
8.9%
Puts
Pseudo strike
111.24
IV
57.6%
B/E move
8.2%

30Δ

Calls
Pseudo strike
125.73
IV
49.0%
B/E move
7.3%
Puts
Pseudo strike
113.23
IV
55.6%
B/E move
7.0%

35Δ

Calls
Pseudo strike
124.07
IV
50.1%
B/E move
6.5%
Puts
Pseudo strike
115.17
IV
53.8%
B/E move
5.8%

40Δ

Calls
Pseudo strike
122.67
IV
52.6%
B/E move
5.9%
Puts
Pseudo strike
116.67
IV
52.5%
B/E move
5.0%

45Δ

Calls
Pseudo strike
121.28
IV
55.1%
B/E move
5.3%
Puts
Pseudo strike
118.17
IV
51.3%
B/E move
4.2%

50Δ

Calls
Pseudo strike
119.87
IV
57.2%
B/E move
4.8%
Puts
Pseudo strike
119.67
IV
50.0%
B/E move
3.4%

55Δ

Calls
Pseudo strike
118.35
IV
55.6%
B/E move
4.1%
Puts
Pseudo strike
121.25
IV
50.5%
B/E move
2.9%

60Δ

Calls
Pseudo strike
116.82
IV
53.9%
B/E move
3.3%
Puts
Pseudo strike
122.86
IV
51.5%
B/E move
2.5%

65Δ

Calls
Pseudo strike
115.30
IV
52.3%
B/E move
2.6%
Puts
Pseudo strike
124.47
IV
52.4%
B/E move
2.1%

70Δ

Calls
Pseudo strike
112.93
IV
58.1%
B/E move
2.3%
Puts
Pseudo strike
126.07
IV
51.6%
B/E move
1.7%

75Δ

Calls
Pseudo strike
110.37
IV
65.8%
B/E move
2.1%
Puts
Pseudo strike
127.67
IV
49.9%
B/E move
1.3%

80Δ

Calls
Pseudo strike
107.34
IV
70.3%
B/E move
1.7%
Puts
Pseudo strike
129.27
IV
48.3%
B/E move
0.9%

Options history

IV · four-Friday blend52.03%
Daily close
BWXT39.8%48.0%56.3%2026-08-10: 47.09%2026-08-11: 44.68%2026-08-12: 43.93%2026-08-13: 43.29%2026-08-14: 42.35%2026-08-17: 41.83%2026-08-18: 42.25%2026-08-19: 42.89%2026-08-21: 41.89%2026-08-24: 42.92%2026-08-25: 43.03%2026-08-26: 42.95%2026-08-27: 41.82%2026-08-28: 42.28%2026-08-31: 41.71%2026-09-01: 42.29%2026-09-02: 41.45%2026-09-03: 41.41%2026-09-04: 40.89%2026-09-08: 45.17%2026-09-09: 44.37%2026-09-10: 43.08%2026-09-11: 42.30%2026-09-14: 44.63%2026-09-15: 45.53%2026-09-16: 45.90%2026-09-17: 46.23%2026-09-18: 42.99%2026-09-21: 43.29%2026-09-22: 43.94%2026-09-23: 43.84%2026-09-24: 44.67%2026-09-25: 42.75%2026-09-28: 44.16%2026-09-29: 43.62%2026-09-30: 44.45%2026-10-01: 43.96%2026-10-02: 43.05%2026-10-05: 42.83%2026-10-06: 44.23%2026-10-07: 45.51%2026-10-08: 47.57%2026-10-09: 43.82%2026-10-12: 45.42%2026-10-13: 45.93%2026-10-14: 47.21%2026-10-15: 55.14%2026-10-16: 44.79%2026-10-19: 44.20%2026-10-20: 46.88%2026-10-21: 44.83%2026-10-22: 51.80%2026-10-23: 53.87%2026-10-26: 48.95%2026-10-27: 48.99%2026-10-28: 51.70%2026-10-29: 49.43%2026-10-30: 52.03%Aug 10Sep 21Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
47.09%
44.68%
43.93%
43.29%
42.35%
41.83%
42.25%
42.89%
41.89%
42.92%
43.03%
42.95%
41.82%
42.28%
41.71%
42.29%
41.45%
41.41%
40.89%
45.17%
44.37%
43.08%
42.30%
44.63%
45.53%
45.90%
46.23%
42.99%
43.29%
43.94%
43.84%
44.67%
42.75%
44.16%
43.62%
44.45%
43.96%
43.05%
42.83%
44.23%
45.51%
47.57%
43.82%
45.42%
45.93%
47.21%
55.14%
44.79%
44.20%
46.88%
44.83%
51.80%
53.87%
48.95%
48.99%
51.70%
49.43%
52.03%