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Westwater Resources, Inc. WWR

i

Market datapartial · fetched 2026-11-13T18:50:23.591Z

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 · 2026-11-13T18:48:30.55126802Z

FundamentalsAlpha Vantage · unavailable

Share price$0.41
1D+0.6%
$0.40$0.40$0.41$0.41$0.425:30 AM6:30 AM9:00 AM1:00 PMWWR
Sold putSold call

Westwater Resources, Inc. options

Live interpolated WWR call and put midpoint premiums by absolute delta.Westwater Resources, Inc.$0.00$0.55$1.10$1.64$2.19$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEWWR PRICE$0.03$0.03$0.37$0.92$1.48$2.03
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
25Δ0.81422.5%105.1%
30Δ0.62308.7%57.5%
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ0.74313.7%7.6%
70Δ1.30393.3%6.6%
75Δ1.86472.9%5.7%
80Δ2.42552.6%4.7%

20Δ

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

25Δ

Calls
Pseudo strike
0.81
IV
422.5%
B/E move
105.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
0.62
IV
308.7%
B/E move
57.5%
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
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

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

55Δ

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

60Δ

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

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.74
IV
313.7%
B/E move
7.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.30
IV
393.3%
B/E move
6.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.86
IV
472.9%
B/E move
5.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.42
IV
552.6%
B/E move
4.7%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations