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Redwood Trust, Inc. RWT

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Market datapartial · fetched 2026-11-12T02:50:55.534Z

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 · 2026-11-12T00:55:04.702350904Z

FundamentalsAlpha Vantage · unavailable

Share price$2.91
1D+1.0%
AH$2.85$2.89$2.92$2.96$2.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRWT
Sold putSold callAH

Redwood Trust, Inc. options

Live interpolated RWT call and put midpoint premiums by absolute delta.Redwood Trust, Inc.$0.13$0.31$0.49$0.67$0.86$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICERWT PRICE$0.15$0.24$0.33$0.43$0.52$0.62$0.71$0.80$0.21$0.34$0.47$0.61$0.74
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ2.9583.7%6.3%
50Δ2.84100.1%5.8%
55Δ2.73116.5%5.4%
60Δ2.62133.0%4.9%3.0471.7%2.8%
65Δ2.52149.4%4.5%3.1879.7%2.5%
70Δ2.41165.9%4.0%3.3287.7%2.1%
75Δ2.30182.3%3.5%3.4795.7%1.7%
80Δ2.20198.8%3.1%3.61103.7%1.4%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

Calls
Pseudo strike
2.95
IV
83.7%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
2.84
IV
100.1%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.73
IV
116.5%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.62
IV
133.0%
B/E move
4.9%
Puts
Pseudo strike
3.04
IV
71.7%
B/E move
2.8%

65Δ

Calls
Pseudo strike
2.52
IV
149.4%
B/E move
4.5%
Puts
Pseudo strike
3.18
IV
79.7%
B/E move
2.5%

70Δ

Calls
Pseudo strike
2.41
IV
165.9%
B/E move
4.0%
Puts
Pseudo strike
3.32
IV
87.7%
B/E move
2.1%

75Δ

Calls
Pseudo strike
2.30
IV
182.3%
B/E move
3.5%
Puts
Pseudo strike
3.47
IV
95.7%
B/E move
1.7%

80Δ

Calls
Pseudo strike
2.20
IV
198.8%
B/E move
3.1%
Puts
Pseudo strike
3.61
IV
103.7%
B/E move
1.4%

Options history

IV · four-Friday blend95.15%
Daily EOD
RWT71.3%84.1%96.9%2026-10-19: 73.08%2026-10-20: 84.09%2026-10-21: 95.15%Oct 19Oct 20Oct 21
3 observations2026-10-19 — 2026-10-21
Table
DateIV (%)
73.08%
84.09%
95.15%