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Perella Weinberg Partners Class A Common Stock PWP

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-11-12T02:37:31.440Z

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 · 2026-11-11T21:00:09.019284232Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:37:31.108172+00:00

Share price$13.87
1D+0.5%
AH$13.74$13.87$14.00$14.13$14.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPWP
Sold putSold callAH

Perella Weinberg Partners Class A Common Stock options

Live interpolated PWP call and put midpoint premiums by absolute delta.Perella Weinberg Partners Class A Common Stock$0.40$0.66$0.93$1.20$1.47$11.82$12.86$13.91$14.96$16.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PWP spot · $13.87PWP PRICE$0.42$0.53$0.64$0.75$0.85$0.96$1.07$1.17$1.28$1.39$0.98$1.01$1.04$1.08$1.12$1.16$1.20$1.24$1.28$1.32$1.36
Puts——
Calls——
Skew——
Implied moveBearish±$1.94
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.26323.7%33.1%
25Δ11.26270.0%26.1%
30Δ12.26216.2%19.1%
35Δ14.5766.6%8.1%12.73191.8%16.0%
40Δ14.3666.7%7.4%13.03176.3%14.1%
45Δ14.1666.8%6.7%13.34160.9%12.2%
50Δ13.9566.8%6.0%13.64145.4%10.3%
55Δ13.7466.9%5.2%13.94130.0%8.4%
60Δ13.5467.0%4.5%14.25114.5%6.5%
65Δ13.3367.1%3.8%14.5599.1%4.6%
70Δ13.1367.2%3.1%14.8583.6%2.7%
75Δ12.9267.2%2.4%
80Δ12.7167.3%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.26
IV
323.7%
B/E move
33.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.26
IV
270.0%
B/E move
26.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.26
IV
216.2%
B/E move
19.1%

35Δ

Calls
Pseudo strike
14.57
IV
66.6%
B/E move
8.1%
Puts
Pseudo strike
12.73
IV
191.8%
B/E move
16.0%

40Δ

Calls
Pseudo strike
14.36
IV
66.7%
B/E move
7.4%
Puts
Pseudo strike
13.03
IV
176.3%
B/E move
14.1%

45Δ

Calls
Pseudo strike
14.16
IV
66.8%
B/E move
6.7%
Puts
Pseudo strike
13.34
IV
160.9%
B/E move
12.2%

50Δ

Calls
Pseudo strike
13.95
IV
66.8%
B/E move
6.0%
Puts
Pseudo strike
13.64
IV
145.4%
B/E move
10.3%

55Δ

Calls
Pseudo strike
13.74
IV
66.9%
B/E move
5.2%
Puts
Pseudo strike
13.94
IV
130.0%
B/E move
8.4%

60Δ

Calls
Pseudo strike
13.54
IV
67.0%
B/E move
4.5%
Puts
Pseudo strike
14.25
IV
114.5%
B/E move
6.5%

65Δ

Calls
Pseudo strike
13.33
IV
67.1%
B/E move
3.8%
Puts
Pseudo strike
14.55
IV
99.1%
B/E move
4.6%

70Δ

Calls
Pseudo strike
13.13
IV
67.2%
B/E move
3.1%
Puts
Pseudo strike
14.85
IV
83.6%
B/E move
2.7%

75Δ

Calls
Pseudo strike
12.92
IV
67.2%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
12.71
IV
67.3%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend62.93%
Daily EOD
PWP56.5%74.1%91.7%2026-10-21: 76.51%2026-10-22: 77.41%2026-10-23: 71.13%2026-10-26: 87.23%2026-10-27: 89.31%2026-10-28: 83.00%2026-10-29: 58.97%2026-10-30: 62.93%Oct 21Oct 26Oct 30
8 observations2026-10-21 — 2026-10-30
Table
DateIV (%)
76.51%
77.41%
71.13%
87.23%
89.31%
83.00%
58.97%
62.93%