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Radware Ltd. Ordinary Shares RDWR

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Market datapartial · fetched 2026-10-22T15:55:36.275Z

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 · 2026-10-22T15:52:06.72699496Z

FundamentalsAlpha Vantage · unavailable

Share price$29.66
1D-1.8%
$29.35$29.64$29.93$30.22$30.505:30 AM6:30 AM9:00 AM1:00 PMRDWR
Sold putSold call

Radware Ltd. Ordinary Shares options

Live interpolated RDWR call and put midpoint premiums by absolute delta.Radware Ltd. Ordinary Shares$0.85$1.93$3.01$4.09$5.17$22.99$26.62$30.25$33.89$37.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RDWR spot · $29.66RDWR PRICE$1.08$1.01$0.97$1.03$1.46$1.90$2.09$2.38$2.88$3.53$3.82$4.24$4.86$1.11$1.30$1.27$1.61$1.75$1.92$2.08$2.21$2.37$2.74$3.29$4.01$4.37
PutsExpensive1.31×
CallsExpensive1.75×
SkewBullish-14.27 pp
Implied moveBalanced±$4.17
TiltBullish2.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.52136.9%53.8%24.30103.0%21.8%
25Δ36.7492.0%27.3%25.8790.7%17.2%
30Δ33.4166.7%15.9%27.3670.2%12.0%
35Δ32.0857.2%11.7%28.0772.7%10.8%
40Δ31.5965.2%11.4%28.8665.9%8.6%
45Δ31.1674.5%11.5%29.5260.9%6.9%
50Δ30.3971.0%9.5%30.1156.4%5.5%
55Δ29.5768.7%7.7%30.5851.8%4.3%
60Δ28.8373.0%6.9%31.0647.8%3.2%
65Δ27.9979.2%6.3%31.6247.6%2.6%
70Δ27.2674.2%4.8%32.3249.0%2.1%
75Δ26.5071.4%3.6%33.1651.6%1.7%
80Δ25.6171.4%2.8%33.6948.5%1.1%

20Δ

Calls
Pseudo strike
44.52
IV
136.9%
B/E move
53.8%
Puts
Pseudo strike
24.30
IV
103.0%
B/E move
21.8%

25Δ

Calls
Pseudo strike
36.74
IV
92.0%
B/E move
27.3%
Puts
Pseudo strike
25.87
IV
90.7%
B/E move
17.2%

30Δ

Calls
Pseudo strike
33.41
IV
66.7%
B/E move
15.9%
Puts
Pseudo strike
27.36
IV
70.2%
B/E move
12.0%

35Δ

Calls
Pseudo strike
32.08
IV
57.2%
B/E move
11.7%
Puts
Pseudo strike
28.07
IV
72.7%
B/E move
10.8%

40Δ

Calls
Pseudo strike
31.59
IV
65.2%
B/E move
11.4%
Puts
Pseudo strike
28.86
IV
65.9%
B/E move
8.6%

45Δ

Calls
Pseudo strike
31.16
IV
74.5%
B/E move
11.5%
Puts
Pseudo strike
29.52
IV
60.9%
B/E move
6.9%

50Δ

Calls
Pseudo strike
30.39
IV
71.0%
B/E move
9.5%
Puts
Pseudo strike
30.11
IV
56.4%
B/E move
5.5%

55Δ

Calls
Pseudo strike
29.57
IV
68.7%
B/E move
7.7%
Puts
Pseudo strike
30.58
IV
51.8%
B/E move
4.3%

60Δ

Calls
Pseudo strike
28.83
IV
73.0%
B/E move
6.9%
Puts
Pseudo strike
31.06
IV
47.8%
B/E move
3.2%

65Δ

Calls
Pseudo strike
27.99
IV
79.2%
B/E move
6.3%
Puts
Pseudo strike
31.62
IV
47.6%
B/E move
2.6%

70Δ

Calls
Pseudo strike
27.26
IV
74.2%
B/E move
4.8%
Puts
Pseudo strike
32.32
IV
49.0%
B/E move
2.1%

75Δ

Calls
Pseudo strike
26.50
IV
71.4%
B/E move
3.6%
Puts
Pseudo strike
33.16
IV
51.6%
B/E move
1.7%

80Δ

Calls
Pseudo strike
25.61
IV
71.4%
B/E move
2.8%
Puts
Pseudo strike
33.69
IV
48.5%
B/E move
1.1%

Options history

No recorded observations