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VisionWave Holdings, Inc. Common Stock VWAV

INDUSTRIALS · AEROSPACE & DEFENSE
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Market dataready · fetched 2026-10-15T20:03:52.214Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:00.13611833Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:59:19.207578+00:00

Share price$4.01
1D-1.2%
AH$2.91$3.24$3.56$3.88$4.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVWAV
Sold putSold callAH

VisionWave Holdings, Inc. Common Stock options

Live interpolated VWAV call and put midpoint premiums by absolute delta.VisionWave Holdings, Inc. Common Stock$0.00$1.75$3.50$5.24$6.99$2.02$2.83$3.65$4.46$5.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $4.01OPTION PRICELive VWAV spot · $4.01VWAV PRICE$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$3.81$4.03$4.26$4.48$4.70$4.92$5.14$5.37$5.59$5.81$6.03$6.25$6.48
PutsExpensive1.53×
CallsCheap0.80×
SkewBearish+439.82 pp
Implied moveBearish±$5.19
TiltBearish98.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.00360.2%25.9%3.01800.0%119.9%
25Δ5.00360.2%25.9%3.25800.0%119.6%
30Δ5.00360.2%25.9%3.48800.0%119.4%
35Δ5.00360.2%25.9%3.71800.0%119.1%
40Δ5.00360.2%25.9%3.95800.0%118.8%
45Δ5.00360.2%25.9%4.18800.0%118.5%
50Δ5.00360.2%25.9%4.42800.0%118.2%
55Δ5.00360.2%25.9%4.65800.0%117.9%
60Δ5.00360.2%25.9%4.88800.0%117.6%
65Δ5.00360.2%25.9%5.12800.0%117.3%
70Δ5.00360.2%25.9%5.35800.0%117.0%
75Δ5.00360.2%25.9%5.58800.0%116.7%
80Δ5.00360.2%25.9%5.82800.0%116.4%

20Δ

Calls
Pseudo strike
5.00
IV
360.2%
B/E move
25.9%
Puts
Pseudo strike
3.01
IV
800.0%
B/E move
119.9%

25Δ

Calls
Pseudo strike
5.00
IV
360.2%
B/E move
25.9%
Puts
Pseudo strike
3.25
IV
800.0%
B/E move
119.6%

30Δ

Calls
Pseudo strike
5.00
IV
360.2%
B/E move
25.9%
Puts
Pseudo strike
3.48
IV
800.0%
B/E move
119.4%

35Δ

Calls
Pseudo strike
5.00
IV
360.2%
B/E move
25.9%
Puts
Pseudo strike
3.71
IV
800.0%
B/E move
119.1%

40Δ

Calls
Pseudo strike
5.00
IV
360.2%
B/E move
25.9%
Puts
Pseudo strike
3.95
IV
800.0%
B/E move
118.8%

45Δ

Calls
Pseudo strike
5.00
IV
360.2%
B/E move
25.9%
Puts
Pseudo strike
4.18
IV
800.0%
B/E move
118.5%

50Δ

Calls
Pseudo strike
5.00
IV
360.2%
B/E move
25.9%
Puts
Pseudo strike
4.42
IV
800.0%
B/E move
118.2%

55Δ

Calls
Pseudo strike
5.00
IV
360.2%
B/E move
25.9%
Puts
Pseudo strike
4.65
IV
800.0%
B/E move
117.9%

60Δ

Calls
Pseudo strike
5.00
IV
360.2%
B/E move
25.9%
Puts
Pseudo strike
4.88
IV
800.0%
B/E move
117.6%

65Δ

Calls
Pseudo strike
5.00
IV
360.2%
B/E move
25.9%
Puts
Pseudo strike
5.12
IV
800.0%
B/E move
117.3%

70Δ

Calls
Pseudo strike
5.00
IV
360.2%
B/E move
25.9%
Puts
Pseudo strike
5.35
IV
800.0%
B/E move
117.0%

75Δ

Calls
Pseudo strike
5.00
IV
360.2%
B/E move
25.9%
Puts
Pseudo strike
5.58
IV
800.0%
B/E move
116.7%

80Δ

Calls
Pseudo strike
5.00
IV
360.2%
B/E move
25.9%
Puts
Pseudo strike
5.82
IV
800.0%
B/E move
116.4%