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Perella Weinberg Partners PWP

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-10-23T01:28:10.064Z

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 · 2026-10-22T20:00:04.894692849Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T01:28:09.689855+00:00

Share price$12.76
1D+3.4%
AH$12.12$12.31$12.50$12.68$12.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPWP
Sold putSold callAH

Perella Weinberg Partners options

Live interpolated PWP call and put midpoint premiums by absolute delta.Perella Weinberg Partners$0.28$1.67$3.07$4.46$5.85$7.61$10.24$12.87$15.51$18.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PWP spot · $12.76PWP PRICE$0.43$0.52$0.59$0.67$0.75$0.83$0.91$0.99$1.20$1.88$2.57$3.25$3.93$0.60$0.82$1.04$1.25$1.47$1.78$2.09$2.41$2.73$3.10$3.80$4.51$5.45
PutsExpensive1.10×
CallsFair0.98×
SkewBearish+18.40 pp
Implied moveBearish±$3.00
TiltBearish25.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.91130.0%51.5%10.13123.9%25.3%
25Δ17.14115.7%38.4%10.70122.1%22.5%
30Δ16.46108.0%33.6%11.28120.3%19.7%
35Δ15.77100.2%28.9%11.85118.5%16.9%
40Δ15.0992.4%24.1%12.42116.8%14.2%
45Δ14.4084.6%19.4%12.96115.1%12.4%
50Δ13.7276.9%14.6%13.49113.4%10.7%
55Δ13.0369.1%9.9%14.02111.7%9.0%
60Δ12.3366.4%6.1%14.55110.0%7.4%
65Δ11.5781.5%5.5%15.12108.8%5.8%
70Δ10.8296.7%4.9%15.96110.5%4.8%
75Δ10.06111.9%4.3%16.79112.3%3.7%
80Δ9.30127.0%3.7%17.87116.5%2.7%

20Δ

Calls
Pseudo strike
18.91
IV
130.0%
B/E move
51.5%
Puts
Pseudo strike
10.13
IV
123.9%
B/E move
25.3%

25Δ

Calls
Pseudo strike
17.14
IV
115.7%
B/E move
38.4%
Puts
Pseudo strike
10.70
IV
122.1%
B/E move
22.5%

30Δ

Calls
Pseudo strike
16.46
IV
108.0%
B/E move
33.6%
Puts
Pseudo strike
11.28
IV
120.3%
B/E move
19.7%

35Δ

Calls
Pseudo strike
15.77
IV
100.2%
B/E move
28.9%
Puts
Pseudo strike
11.85
IV
118.5%
B/E move
16.9%

40Δ

Calls
Pseudo strike
15.09
IV
92.4%
B/E move
24.1%
Puts
Pseudo strike
12.42
IV
116.8%
B/E move
14.2%

45Δ

Calls
Pseudo strike
14.40
IV
84.6%
B/E move
19.4%
Puts
Pseudo strike
12.96
IV
115.1%
B/E move
12.4%

50Δ

Calls
Pseudo strike
13.72
IV
76.9%
B/E move
14.6%
Puts
Pseudo strike
13.49
IV
113.4%
B/E move
10.7%

55Δ

Calls
Pseudo strike
13.03
IV
69.1%
B/E move
9.9%
Puts
Pseudo strike
14.02
IV
111.7%
B/E move
9.0%

60Δ

Calls
Pseudo strike
12.33
IV
66.4%
B/E move
6.1%
Puts
Pseudo strike
14.55
IV
110.0%
B/E move
7.4%

65Δ

Calls
Pseudo strike
11.57
IV
81.5%
B/E move
5.5%
Puts
Pseudo strike
15.12
IV
108.8%
B/E move
5.8%

70Δ

Calls
Pseudo strike
10.82
IV
96.7%
B/E move
4.9%
Puts
Pseudo strike
15.96
IV
110.5%
B/E move
4.8%

75Δ

Calls
Pseudo strike
10.06
IV
111.9%
B/E move
4.3%
Puts
Pseudo strike
16.79
IV
112.3%
B/E move
3.7%

80Δ

Calls
Pseudo strike
9.30
IV
127.0%
B/E move
3.7%
Puts
Pseudo strike
17.87
IV
116.5%
B/E move
2.7%

Options history

No recorded observations