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GUIDEWIRE SOFTWARE, INC. GWRE

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Market datapartial · fetched 2026-10-23T18:36:36.508Z

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 · 2026-10-23T18:36:21.040332046Z

FundamentalsAlpha Vantage · unavailable

Share price$189.24
1D-0.8%
$187.31$188.21$189.12$190.02$190.935:30 AM6:30 AM9:00 AM1:00 PMGWRE
Sold putSold call

GUIDEWIRE SOFTWARE, INC. options

Live interpolated GWRE call and put midpoint premiums by absolute delta.GUIDEWIRE SOFTWARE, INC.$2.18$10.63$19.08$27.54$35.99$129.44$155.24$181.04$206.84$232.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GWRE spot · $189.24GWRE PRICE$3.09$4.13$5.23$6.46$7.71$9.33$10.70$12.45$14.79$17.13$19.40$22.10$25.57$3.71$4.91$6.22$7.64$9.26$11.22$13.26$15.51$18.23$21.24$24.24$28.61$33.55
PutsExpensive1.20×
CallsCheap0.90×
SkewNeutral+0.17 pp
Implied moveBearish±$23.96
TiltBearish11.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ219.3856.7%17.6%167.7358.5%13.3%
25Δ213.8556.5%15.2%172.5457.7%11.4%
30Δ208.6656.4%13.0%176.8757.0%9.8%
35Δ204.2556.3%11.3%180.9056.5%8.4%
40Δ199.8656.2%9.7%184.6856.5%7.3%
45Δ196.1057.4%8.6%188.4357.0%6.4%
50Δ192.1956.2%7.2%192.2057.1%5.4%
55Δ188.3456.1%6.1%196.0857.0%4.6%
60Δ184.5958.2%5.4%200.1957.6%3.8%
65Δ180.6358.8%4.5%204.5157.3%3.2%
70Δ176.7358.0%3.6%208.8356.9%2.5%
75Δ172.5757.6%2.9%214.3157.4%1.9%
80Δ167.8658.1%2.2%220.2958.2%1.3%

20Δ

Calls
Pseudo strike
219.38
IV
56.7%
B/E move
17.6%
Puts
Pseudo strike
167.73
IV
58.5%
B/E move
13.3%

25Δ

Calls
Pseudo strike
213.85
IV
56.5%
B/E move
15.2%
Puts
Pseudo strike
172.54
IV
57.7%
B/E move
11.4%

30Δ

Calls
Pseudo strike
208.66
IV
56.4%
B/E move
13.0%
Puts
Pseudo strike
176.87
IV
57.0%
B/E move
9.8%

35Δ

Calls
Pseudo strike
204.25
IV
56.3%
B/E move
11.3%
Puts
Pseudo strike
180.90
IV
56.5%
B/E move
8.4%

40Δ

Calls
Pseudo strike
199.86
IV
56.2%
B/E move
9.7%
Puts
Pseudo strike
184.68
IV
56.5%
B/E move
7.3%

45Δ

Calls
Pseudo strike
196.10
IV
57.4%
B/E move
8.6%
Puts
Pseudo strike
188.43
IV
57.0%
B/E move
6.4%

50Δ

Calls
Pseudo strike
192.19
IV
56.2%
B/E move
7.2%
Puts
Pseudo strike
192.20
IV
57.1%
B/E move
5.4%

55Δ

Calls
Pseudo strike
188.34
IV
56.1%
B/E move
6.1%
Puts
Pseudo strike
196.08
IV
57.0%
B/E move
4.6%

60Δ

Calls
Pseudo strike
184.59
IV
58.2%
B/E move
5.4%
Puts
Pseudo strike
200.19
IV
57.6%
B/E move
3.8%

65Δ

Calls
Pseudo strike
180.63
IV
58.8%
B/E move
4.5%
Puts
Pseudo strike
204.51
IV
57.3%
B/E move
3.2%

70Δ

Calls
Pseudo strike
176.73
IV
58.0%
B/E move
3.6%
Puts
Pseudo strike
208.83
IV
56.9%
B/E move
2.5%

75Δ

Calls
Pseudo strike
172.57
IV
57.6%
B/E move
2.9%
Puts
Pseudo strike
214.31
IV
57.4%
B/E move
1.9%

80Δ

Calls
Pseudo strike
167.86
IV
58.1%
B/E move
2.2%
Puts
Pseudo strike
220.29
IV
58.2%
B/E move
1.3%

Options history

No recorded observations