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Radware Ltd. Ordinary Shares RDWR

i

Market datapartial · fetched 2026-11-13T01:31:00.354Z

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 · 2026-11-12T21:00:02.060892782Z

FundamentalsAlpha Vantage · unavailable

Share price$31.82
1D-0.2%
AH$31.16$31.38$31.60$31.83$32.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRDWR
Sold putSold callAH

Radware Ltd. Ordinary Shares options

Live interpolated RDWR call and put midpoint premiums by absolute delta.Radware Ltd. Ordinary Shares$0.61$1.19$1.78$2.36$2.95$28.77$30.34$31.92$33.50$35.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive RDWR spot · $31.82RDWR PRICE$0.97$0.95$1.15$0.73$0.84$0.98$1.28$1.57$1.83$2.03$2.24$2.44$0.67$0.87$1.10$1.39$1.73$2.36$2.57$2.59$2.61$2.78
Puts——
Calls——
Skew——
Implied moveBearish±$2.71
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ38.09155.1%22.7%
30Δ35.39117.3%14.2%30.3868.3%6.6%
35Δ34.46114.2%11.9%30.7672.1%6.1%
40Δ32.6957.8%5.0%31.1675.8%5.5%
45Δ32.3155.2%4.2%31.6279.3%5.0%
50Δ31.9454.0%3.4%32.1284.3%4.5%
55Δ31.5659.5%3.2%32.7996.6%4.4%
60Δ31.1965.0%3.0%33.2093.3%3.7%
65Δ30.8166.6%2.6%33.5082.9%2.9%
70Δ30.4464.2%2.1%33.8072.6%2.0%
75Δ30.0761.7%1.5%34.1965.7%1.3%
80Δ29.7557.4%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
38.09
IV
155.1%
B/E move
22.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
35.39
IV
117.3%
B/E move
14.2%
Puts
Pseudo strike
30.38
IV
68.3%
B/E move
6.6%

35Δ

Calls
Pseudo strike
34.46
IV
114.2%
B/E move
11.9%
Puts
Pseudo strike
30.76
IV
72.1%
B/E move
6.1%

40Δ

Calls
Pseudo strike
32.69
IV
57.8%
B/E move
5.0%
Puts
Pseudo strike
31.16
IV
75.8%
B/E move
5.5%

45Δ

Calls
Pseudo strike
32.31
IV
55.2%
B/E move
4.2%
Puts
Pseudo strike
31.62
IV
79.3%
B/E move
5.0%

50Δ

Calls
Pseudo strike
31.94
IV
54.0%
B/E move
3.4%
Puts
Pseudo strike
32.12
IV
84.3%
B/E move
4.5%

55Δ

Calls
Pseudo strike
31.56
IV
59.5%
B/E move
3.2%
Puts
Pseudo strike
32.79
IV
96.6%
B/E move
4.4%

60Δ

Calls
Pseudo strike
31.19
IV
65.0%
B/E move
3.0%
Puts
Pseudo strike
33.20
IV
93.3%
B/E move
3.7%

65Δ

Calls
Pseudo strike
30.81
IV
66.6%
B/E move
2.6%
Puts
Pseudo strike
33.50
IV
82.9%
B/E move
2.9%

70Δ

Calls
Pseudo strike
30.44
IV
64.2%
B/E move
2.1%
Puts
Pseudo strike
33.80
IV
72.6%
B/E move
2.0%

75Δ

Calls
Pseudo strike
30.07
IV
61.7%
B/E move
1.5%
Puts
Pseudo strike
34.19
IV
65.7%
B/E move
1.3%

80Δ

Calls
Pseudo strike
29.75
IV
57.4%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend48.33%
Daily EOD
RDWR45.6%50.0%54.4%2026-10-19: 51.59%2026-10-20: 53.84%2026-10-21: 50.33%2026-10-22: 50.07%2026-10-23: 49.36%2026-10-26: 50.44%2026-10-27: 49.55%2026-10-28: 50.85%2026-10-29: 46.23%2026-10-30: 48.33%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
51.59%
53.84%
50.33%
50.07%
49.36%
50.44%
49.55%
50.85%
46.23%
48.33%