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Weave Communications Inc WEAV

HEALTHCARE · HEALTH INFORMATION SERVICES
i

Market dataready · fetched 2026-10-23T13:33:08.259Z

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 · 2026-10-23T13:33:04.476767512Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T13:33:07.470585+00:00

Share price$7.40
1D+0.0%
$7.39$7.39$7.40$7.40$7.405:30 AM6:30 AM9:00 AM1:00 PMWEAV
Sold putSold call

Weave Communications Inc options

Live interpolated WEAV call and put midpoint premiums by absolute delta.Weave Communications Inc$0.20$0.85$1.49$2.13$2.77$5.46$6.59$7.72$8.85$9.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WEAV spot · $7.39WEAV PRICE$0.34$0.53$0.71$0.90$1.09$1.27$1.46$1.65$1.84$2.02$2.21$2.40$2.58$0.27$0.44$0.61$0.78$0.95$1.12$1.29$1.46$1.63$1.80$1.97$2.09$2.22
PutsExpensive9.70×
CallsExpensive14.41×
SkewBullish-31.39 pp
Implied moveBullish±$2.76
TiltBullish6.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.6640.0%8.1%7.2630.2%5.5%
25Δ7.4550.7%7.9%7.4438.0%5.5%
30Δ7.2561.3%7.7%7.6145.8%5.4%
35Δ7.0472.0%7.4%7.7953.6%5.3%
40Δ6.8482.7%7.2%7.9761.4%5.2%
45Δ6.6493.4%7.0%8.1469.2%5.1%
50Δ6.43104.1%6.8%8.3277.0%5.0%
55Δ6.23114.7%6.5%8.5084.8%4.9%
60Δ6.02125.4%6.3%8.6792.7%4.8%
65Δ5.82136.1%6.1%8.85100.5%4.7%
70Δ5.62146.8%5.8%9.03105.8%4.5%
75Δ5.41157.5%5.6%9.2297.1%3.6%
80Δ5.21168.2%5.4%9.4288.4%2.7%

20Δ

Calls
Pseudo strike
7.66
IV
40.0%
B/E move
8.1%
Puts
Pseudo strike
7.26
IV
30.2%
B/E move
5.5%

25Δ

Calls
Pseudo strike
7.45
IV
50.7%
B/E move
7.9%
Puts
Pseudo strike
7.44
IV
38.0%
B/E move
5.5%

30Δ

Calls
Pseudo strike
7.25
IV
61.3%
B/E move
7.7%
Puts
Pseudo strike
7.61
IV
45.8%
B/E move
5.4%

35Δ

Calls
Pseudo strike
7.04
IV
72.0%
B/E move
7.4%
Puts
Pseudo strike
7.79
IV
53.6%
B/E move
5.3%

40Δ

Calls
Pseudo strike
6.84
IV
82.7%
B/E move
7.2%
Puts
Pseudo strike
7.97
IV
61.4%
B/E move
5.2%

45Δ

Calls
Pseudo strike
6.64
IV
93.4%
B/E move
7.0%
Puts
Pseudo strike
8.14
IV
69.2%
B/E move
5.1%

50Δ

Calls
Pseudo strike
6.43
IV
104.1%
B/E move
6.8%
Puts
Pseudo strike
8.32
IV
77.0%
B/E move
5.0%

55Δ

Calls
Pseudo strike
6.23
IV
114.7%
B/E move
6.5%
Puts
Pseudo strike
8.50
IV
84.8%
B/E move
4.9%

60Δ

Calls
Pseudo strike
6.02
IV
125.4%
B/E move
6.3%
Puts
Pseudo strike
8.67
IV
92.7%
B/E move
4.8%

65Δ

Calls
Pseudo strike
5.82
IV
136.1%
B/E move
6.1%
Puts
Pseudo strike
8.85
IV
100.5%
B/E move
4.7%

70Δ

Calls
Pseudo strike
5.62
IV
146.8%
B/E move
5.8%
Puts
Pseudo strike
9.03
IV
105.8%
B/E move
4.5%

75Δ

Calls
Pseudo strike
5.41
IV
157.5%
B/E move
5.6%
Puts
Pseudo strike
9.22
IV
97.1%
B/E move
3.6%

80Δ

Calls
Pseudo strike
5.21
IV
168.2%
B/E move
5.4%
Puts
Pseudo strike
9.42
IV
88.4%
B/E move
2.7%

Options history

No recorded observations