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Guidewire Software Inc GWRE

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-22T23:30:33.808Z

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 · 2026-10-22T23:00:00.003189587Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-22T23:23:54.502624+00:00

Share price$189.64
1D+3.7%
AH$182$185$187$190$1935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGWRE
Sold putSold callAH

Guidewire Software Inc options

Live interpolated GWRE call and put midpoint premiums by absolute delta.Guidewire Software Inc$2.21$11.36$20.52$29.67$38.83$129.39$155.33$181.27$207.20$233.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GWRE spot · $189.64GWRE PRICE$3.19$4.17$5.22$6.53$7.84$9.10$10.92$12.90$14.63$17.10$19.71$22.63$25.89$4.13$5.34$6.82$8.60$10.42$12.39$14.51$16.82$19.49$22.63$25.96$30.69$36.19
PutsExpensive1.25×
CallsCheap0.90×
SkewBearish+4.15 pp
Implied moveBearish±$25.43
TiltBearish14.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ221.0257.4%18.2%166.2363.4%14.5%
25Δ214.7456.3%15.4%171.8261.2%12.2%
30Δ208.9855.2%12.9%176.4560.8%10.6%
35Δ204.7555.6%11.4%180.5961.8%9.3%
40Δ200.5256.1%9.9%184.8161.6%8.0%
45Δ196.3454.8%8.3%188.9461.2%6.9%
50Δ192.5556.0%7.3%193.0460.7%5.9%
55Δ188.8857.4%6.4%197.1660.2%4.9%
60Δ185.0556.5%5.3%201.4359.7%4.1%
65Δ181.0557.5%4.5%205.9859.5%3.3%
70Δ176.9457.9%3.7%210.6959.4%2.6%
75Δ172.6058.0%2.9%216.5760.0%2.0%
80Δ168.0257.7%2.3%223.1760.6%1.4%

20Δ

Calls
Pseudo strike
221.02
IV
57.4%
B/E move
18.2%
Puts
Pseudo strike
166.23
IV
63.4%
B/E move
14.5%

25Δ

Calls
Pseudo strike
214.74
IV
56.3%
B/E move
15.4%
Puts
Pseudo strike
171.82
IV
61.2%
B/E move
12.2%

30Δ

Calls
Pseudo strike
208.98
IV
55.2%
B/E move
12.9%
Puts
Pseudo strike
176.45
IV
60.8%
B/E move
10.6%

35Δ

Calls
Pseudo strike
204.75
IV
55.6%
B/E move
11.4%
Puts
Pseudo strike
180.59
IV
61.8%
B/E move
9.3%

40Δ

Calls
Pseudo strike
200.52
IV
56.1%
B/E move
9.9%
Puts
Pseudo strike
184.81
IV
61.6%
B/E move
8.0%

45Δ

Calls
Pseudo strike
196.34
IV
54.8%
B/E move
8.3%
Puts
Pseudo strike
188.94
IV
61.2%
B/E move
6.9%

50Δ

Calls
Pseudo strike
192.55
IV
56.0%
B/E move
7.3%
Puts
Pseudo strike
193.04
IV
60.7%
B/E move
5.9%

55Δ

Calls
Pseudo strike
188.88
IV
57.4%
B/E move
6.4%
Puts
Pseudo strike
197.16
IV
60.2%
B/E move
4.9%

60Δ

Calls
Pseudo strike
185.05
IV
56.5%
B/E move
5.3%
Puts
Pseudo strike
201.43
IV
59.7%
B/E move
4.1%

65Δ

Calls
Pseudo strike
181.05
IV
57.5%
B/E move
4.5%
Puts
Pseudo strike
205.98
IV
59.5%
B/E move
3.3%

70Δ

Calls
Pseudo strike
176.94
IV
57.9%
B/E move
3.7%
Puts
Pseudo strike
210.69
IV
59.4%
B/E move
2.6%

75Δ

Calls
Pseudo strike
172.60
IV
58.0%
B/E move
2.9%
Puts
Pseudo strike
216.57
IV
60.0%
B/E move
2.0%

80Δ

Calls
Pseudo strike
168.02
IV
57.7%
B/E move
2.3%
Puts
Pseudo strike
223.17
IV
60.6%
B/E move
1.4%

Options history

No recorded observations