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Redwood Trust Inc RWT

REAL ESTATE · REIT - MORTGAGE
i

Market dataready · fetched 2026-10-23T00:39:41.723Z

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 · 2026-10-22T23:00:00.001430553Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:39:41.229029+00:00

Share price$3.12
1D+4.0%
AH$2.99$3.04$3.09$3.15$3.205:30 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$0.02$0.58$1.15$1.72$2.29$1.73$2.36$2.99$3.62$4.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RWT spot · $3.12RWT PRICE$0.08$0.10$0.13$0.16$0.18$0.21$0.23$0.26$0.29$0.46$0.78$1.10$1.41$0.10$0.12$0.14$0.16$0.33$0.63$0.94$1.25$2.13
PutsExpensive1.75×
CallsExpensive1.42×
SkewBearish+28.95 pp
Implied moveBearish±$1.18
TiltBearish3.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.8164.4%24.6%2.40106.2%26.2%
25Δ3.7264.7%22.4%2.5795.4%21.4%
30Δ3.6265.0%20.2%2.7484.7%16.6%
35Δ3.5265.3%18.0%2.9174.0%11.9%
40Δ3.4365.6%15.8%3.1486.7%10.0%
45Δ3.3365.9%13.5%3.41123.0%11.1%
50Δ3.2466.2%11.3%3.68159.3%12.2%
55Δ3.1466.5%9.1%3.95195.7%13.3%
60Δ3.0566.8%6.9%4.83249.7%13.5%
65Δ2.8495.8%5.8%
70Δ2.52153.6%5.8%
75Δ2.20211.4%5.8%
80Δ1.89269.2%5.8%

20Δ

Calls
Pseudo strike
3.81
IV
64.4%
B/E move
24.6%
Puts
Pseudo strike
2.40
IV
106.2%
B/E move
26.2%

25Δ

Calls
Pseudo strike
3.72
IV
64.7%
B/E move
22.4%
Puts
Pseudo strike
2.57
IV
95.4%
B/E move
21.4%

30Δ

Calls
Pseudo strike
3.62
IV
65.0%
B/E move
20.2%
Puts
Pseudo strike
2.74
IV
84.7%
B/E move
16.6%

35Δ

Calls
Pseudo strike
3.52
IV
65.3%
B/E move
18.0%
Puts
Pseudo strike
2.91
IV
74.0%
B/E move
11.9%

40Δ

Calls
Pseudo strike
3.43
IV
65.6%
B/E move
15.8%
Puts
Pseudo strike
3.14
IV
86.7%
B/E move
10.0%

45Δ

Calls
Pseudo strike
3.33
IV
65.9%
B/E move
13.5%
Puts
Pseudo strike
3.41
IV
123.0%
B/E move
11.1%

50Δ

Calls
Pseudo strike
3.24
IV
66.2%
B/E move
11.3%
Puts
Pseudo strike
3.68
IV
159.3%
B/E move
12.2%

55Δ

Calls
Pseudo strike
3.14
IV
66.5%
B/E move
9.1%
Puts
Pseudo strike
3.95
IV
195.7%
B/E move
13.3%

60Δ

Calls
Pseudo strike
3.05
IV
66.8%
B/E move
6.9%
Puts
Pseudo strike
4.83
IV
249.7%
B/E move
13.5%

65Δ

Calls
Pseudo strike
2.84
IV
95.8%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.52
IV
153.6%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.20
IV
211.4%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.89
IV
269.2%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations