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Radware Ltd. Ordinary Shares RDWR

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Market datapartial · fetched 2026-10-23T20:39:41.882Z

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 · 2026-10-23T20:00:00.305463867Z

FundamentalsAlpha Vantage · unavailable

Share price$31.07
1D+3.1%
AH$29.40$29.85$30.30$30.74$31.195:30 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$0.47$2.23$3.99$5.75$7.51$23.31$26.81$30.31$33.81$37.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RDWR spot · $31.07RDWR PRICE$0.85$0.66$0.96$1.26$1.20$1.45$1.65$1.82$1.98$2.16$2.60$3.30$4.40$1.26$1.42$1.52$1.52$1.71$2.29$2.42$2.87$3.78$4.59$5.15$5.34$7.00
PutsExpensive1.65×
CallsExpensive1.31×
SkewBearish+17.67 pp
Implied moveBearish±$4.07
TiltBearish25.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.7397.3%33.8%25.17112.5%23.1%
25Δ34.9855.5%14.7%26.9896.3%17.7%
30Δ34.5461.7%14.3%28.3782.2%13.6%
35Δ34.1067.9%13.8%29.4768.0%10.0%
40Δ32.6752.5%9.0%30.3361.8%7.9%
45Δ32.1154.0%8.0%30.9969.5%7.6%
50Δ31.5252.3%6.7%31.6163.3%6.1%
55Δ30.9349.7%5.4%32.3863.1%5.0%
60Δ30.4546.6%4.4%33.4070.7%4.7%
65Δ29.9543.9%3.4%34.4373.5%4.0%
70Δ29.3646.0%2.9%35.2471.7%3.1%
75Δ28.5551.0%2.5%35.7365.1%2.2%
80Δ27.3860.6%2.3%37.5671.5%1.7%

20Δ

Calls
Pseudo strike
40.73
IV
97.3%
B/E move
33.8%
Puts
Pseudo strike
25.17
IV
112.5%
B/E move
23.1%

25Δ

Calls
Pseudo strike
34.98
IV
55.5%
B/E move
14.7%
Puts
Pseudo strike
26.98
IV
96.3%
B/E move
17.7%

30Δ

Calls
Pseudo strike
34.54
IV
61.7%
B/E move
14.3%
Puts
Pseudo strike
28.37
IV
82.2%
B/E move
13.6%

35Δ

Calls
Pseudo strike
34.10
IV
67.9%
B/E move
13.8%
Puts
Pseudo strike
29.47
IV
68.0%
B/E move
10.0%

40Δ

Calls
Pseudo strike
32.67
IV
52.5%
B/E move
9.0%
Puts
Pseudo strike
30.33
IV
61.8%
B/E move
7.9%

45Δ

Calls
Pseudo strike
32.11
IV
54.0%
B/E move
8.0%
Puts
Pseudo strike
30.99
IV
69.5%
B/E move
7.6%

50Δ

Calls
Pseudo strike
31.52
IV
52.3%
B/E move
6.7%
Puts
Pseudo strike
31.61
IV
63.3%
B/E move
6.1%

55Δ

Calls
Pseudo strike
30.93
IV
49.7%
B/E move
5.4%
Puts
Pseudo strike
32.38
IV
63.1%
B/E move
5.0%

60Δ

Calls
Pseudo strike
30.45
IV
46.6%
B/E move
4.4%
Puts
Pseudo strike
33.40
IV
70.7%
B/E move
4.7%

65Δ

Calls
Pseudo strike
29.95
IV
43.9%
B/E move
3.4%
Puts
Pseudo strike
34.43
IV
73.5%
B/E move
4.0%

70Δ

Calls
Pseudo strike
29.36
IV
46.0%
B/E move
2.9%
Puts
Pseudo strike
35.24
IV
71.7%
B/E move
3.1%

75Δ

Calls
Pseudo strike
28.55
IV
51.0%
B/E move
2.5%
Puts
Pseudo strike
35.73
IV
65.1%
B/E move
2.2%

80Δ

Calls
Pseudo strike
27.38
IV
60.6%
B/E move
2.3%
Puts
Pseudo strike
37.56
IV
71.5%
B/E move
1.7%

Options history

No recorded observations