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Radware Ltd. Ordinary Shares RDWR

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Market datapartial · fetched 2026-10-22T21:21:45.600Z

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 · 2026-10-22T20:00:01.549756577Z

FundamentalsAlpha Vantage · unavailable

Share price$29.78
1D-1.4%
AH$29.35$29.64$29.93$30.22$30.505:30 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$0.82$1.90$2.98$4.07$5.15$23.00$26.63$30.27$33.91$37.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RDWR spot · $29.78RDWR PRICE$1.03$1.15$1.08$1.13$1.36$1.70$1.88$2.21$2.71$3.29$3.85$4.29$4.78$0.93$1.33$1.30$1.62$1.73$1.95$2.21$2.49$2.73$2.95$3.71$4.21$4.84
PutsExpensive1.37×
CallsExpensive1.79×
SkewBullish-11.73 pp
Implied moveBearish±$4.09
TiltBearish2.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.97131.5%51.1%25.0287.9%19.1%
25Δ38.17105.4%32.0%25.9492.2%17.3%
30Δ34.2275.8%18.6%27.4472.1%12.3%
35Δ32.5963.3%13.2%28.1873.1%10.8%
40Δ31.6761.7%10.9%29.0064.7%8.4%
45Δ31.1166.4%10.2%29.6661.6%7.0%
50Δ30.3762.8%8.3%30.2859.1%5.7%
55Δ29.6562.8%7.0%30.8857.2%4.7%
60Δ28.9868.0%6.4%31.3954.2%3.7%
65Δ28.1872.4%5.7%31.8950.9%2.8%
70Δ27.3574.2%4.8%32.7854.5%2.4%
75Δ26.6072.2%3.7%33.4653.6%1.8%
80Δ25.8069.8%2.7%34.2752.4%1.2%

20Δ

Calls
Pseudo strike
43.97
IV
131.5%
B/E move
51.1%
Puts
Pseudo strike
25.02
IV
87.9%
B/E move
19.1%

25Δ

Calls
Pseudo strike
38.17
IV
105.4%
B/E move
32.0%
Puts
Pseudo strike
25.94
IV
92.2%
B/E move
17.3%

30Δ

Calls
Pseudo strike
34.22
IV
75.8%
B/E move
18.6%
Puts
Pseudo strike
27.44
IV
72.1%
B/E move
12.3%

35Δ

Calls
Pseudo strike
32.59
IV
63.3%
B/E move
13.2%
Puts
Pseudo strike
28.18
IV
73.1%
B/E move
10.8%

40Δ

Calls
Pseudo strike
31.67
IV
61.7%
B/E move
10.9%
Puts
Pseudo strike
29.00
IV
64.7%
B/E move
8.4%

45Δ

Calls
Pseudo strike
31.11
IV
66.4%
B/E move
10.2%
Puts
Pseudo strike
29.66
IV
61.6%
B/E move
7.0%

50Δ

Calls
Pseudo strike
30.37
IV
62.8%
B/E move
8.3%
Puts
Pseudo strike
30.28
IV
59.1%
B/E move
5.7%

55Δ

Calls
Pseudo strike
29.65
IV
62.8%
B/E move
7.0%
Puts
Pseudo strike
30.88
IV
57.2%
B/E move
4.7%

60Δ

Calls
Pseudo strike
28.98
IV
68.0%
B/E move
6.4%
Puts
Pseudo strike
31.39
IV
54.2%
B/E move
3.7%

65Δ

Calls
Pseudo strike
28.18
IV
72.4%
B/E move
5.7%
Puts
Pseudo strike
31.89
IV
50.9%
B/E move
2.8%

70Δ

Calls
Pseudo strike
27.35
IV
74.2%
B/E move
4.8%
Puts
Pseudo strike
32.78
IV
54.5%
B/E move
2.4%

75Δ

Calls
Pseudo strike
26.60
IV
72.2%
B/E move
3.7%
Puts
Pseudo strike
33.46
IV
53.6%
B/E move
1.8%

80Δ

Calls
Pseudo strike
25.80
IV
69.8%
B/E move
2.7%
Puts
Pseudo strike
34.27
IV
52.4%
B/E move
1.2%

Options history

No recorded observations