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Weave Communications, Inc. WEAV

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Market datapartial · fetched 2026-10-23T12:34:47.027Z

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 · 2026-10-23T09:54:00.942093571Z

FundamentalsAlpha Vantage · unavailable

Share price$7.39
1D
Price history unavailable.

Weave Communications, Inc. options

Live interpolated WEAV call and put midpoint premiums by absolute delta.Weave Communications, Inc.$0.26$0.99$1.72$2.44$3.17$3.70$5.22$6.73$8.24$9.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WEAV spot · $7.39WEAV PRICE$0.34$0.45$0.57$0.69$0.80$0.92$1.04$1.15$1.27$1.39$1.50$1.62$1.83$0.82$1.06$1.30$1.54$1.78$2.02$2.26$2.50$2.96
PutsExpensive20.12×
CallsExpensive12.01×
SkewBearish+64.09 pp
Implied moveBearish±$3.30
TiltBearish9.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.4557.2%18.9%6.27114.0%26.2%
25Δ8.2462.0%17.7%6.66123.4%24.3%
30Δ8.0466.8%16.5%7.04132.8%22.3%
35Δ7.8371.7%15.3%7.43142.2%20.4%
40Δ7.6376.5%14.1%7.81151.6%18.4%
45Δ7.4281.3%12.9%8.19161.0%16.5%
50Δ7.2186.1%11.7%8.58170.4%14.5%
55Δ7.0190.9%10.4%8.96179.8%12.6%
60Δ6.8095.8%9.2%9.56181.1%10.7%
65Δ6.60100.6%8.0%
70Δ6.39105.4%6.8%
75Δ6.19110.2%5.6%
80Δ5.91121.1%4.6%

20Δ

Calls
Pseudo strike
8.45
IV
57.2%
B/E move
18.9%
Puts
Pseudo strike
6.27
IV
114.0%
B/E move
26.2%

25Δ

Calls
Pseudo strike
8.24
IV
62.0%
B/E move
17.7%
Puts
Pseudo strike
6.66
IV
123.4%
B/E move
24.3%

30Δ

Calls
Pseudo strike
8.04
IV
66.8%
B/E move
16.5%
Puts
Pseudo strike
7.04
IV
132.8%
B/E move
22.3%

35Δ

Calls
Pseudo strike
7.83
IV
71.7%
B/E move
15.3%
Puts
Pseudo strike
7.43
IV
142.2%
B/E move
20.4%

40Δ

Calls
Pseudo strike
7.63
IV
76.5%
B/E move
14.1%
Puts
Pseudo strike
7.81
IV
151.6%
B/E move
18.4%

45Δ

Calls
Pseudo strike
7.42
IV
81.3%
B/E move
12.9%
Puts
Pseudo strike
8.19
IV
161.0%
B/E move
16.5%

50Δ

Calls
Pseudo strike
7.21
IV
86.1%
B/E move
11.7%
Puts
Pseudo strike
8.58
IV
170.4%
B/E move
14.5%

55Δ

Calls
Pseudo strike
7.01
IV
90.9%
B/E move
10.4%
Puts
Pseudo strike
8.96
IV
179.8%
B/E move
12.6%

60Δ

Calls
Pseudo strike
6.80
IV
95.8%
B/E move
9.2%
Puts
Pseudo strike
9.56
IV
181.1%
B/E move
10.7%

65Δ

Calls
Pseudo strike
6.60
IV
100.6%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
6.39
IV
105.4%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
6.19
IV
110.2%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.91
IV
121.1%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations